IntraAlpha
Create free account Start free

Vanguard S&P 500 ETF VOO

i

Market datapartial · fetched 2026-11-07T01:54:51.584Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-06T06:40:55.182658+00:00

Share priceVOO
1D
Price history unavailable.

Vanguard S&P 500 ETF options

Live interpolated VOO call and put midpoint premiums by absolute delta.Vanguard S&P 500 ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVOO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.37%
Daily close
VOO9.7%16.0%22.2%2026-08-10: 12.16%2026-08-11: 12.11%2026-08-12: 11.07%2026-08-13: 10.89%2026-08-14: 10.62%2026-08-17: 11.25%2026-08-18: 11.75%2026-08-19: 11.34%2026-08-20: 13.13%2026-08-21: 11.76%2026-08-24: 12.75%2026-08-25: 12.62%2026-08-26: 12.88%2026-08-27: 11.81%2026-08-28: 10.94%2026-08-31: 11.73%2026-09-01: 12.99%2026-09-02: 12.06%2026-09-03: 11.13%2026-09-04: 10.62%2026-09-08: 12.81%2026-09-09: 13.60%2026-09-10: 15.90%2026-09-11: 12.31%2026-09-14: 13.86%2026-09-15: 14.93%2026-09-16: 15.43%2026-09-17: 12.50%2026-09-18: 11.02%2026-09-21: 11.18%2026-09-22: 10.76%2026-09-23: 11.77%2026-09-24: 12.07%2026-09-25: 11.45%2026-09-28: 12.94%2026-09-29: 13.08%2026-09-30: 13.82%2026-10-01: 13.64%2026-10-02: 11.26%2026-10-05: 11.75%2026-10-06: 11.43%2026-10-07: 11.12%2026-10-08: 11.97%2026-10-09: 10.57%2026-10-12: 11.04%2026-10-13: 11.67%2026-10-14: 13.44%2026-10-15: 12.21%2026-10-16: 14.80%2026-10-19: 14.44%2026-10-20: 13.80%2026-10-21: 13.21%2026-10-22: 16.40%2026-10-23: 15.86%2026-10-26: 15.36%2026-10-27: 14.64%2026-10-28: 14.19%2026-10-29: 13.47%2026-10-30: 16.67%2026-11-03: 19.32%2026-11-06: 21.37%Aug 10Sep 22Nov 6
61 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
12.16%
12.11%
11.07%
10.89%
10.62%
11.25%
11.75%
11.34%
13.13%
11.76%
12.75%
12.62%
12.88%
11.81%
10.94%
11.73%
12.99%
12.06%
11.13%
10.62%
12.81%
13.60%
15.90%
12.31%
13.86%
14.93%
15.43%
12.50%
11.02%
11.18%
10.76%
11.77%
12.07%
11.45%
12.94%
13.08%
13.82%
13.64%
11.26%
11.75%
11.43%
11.12%
11.97%
10.57%
11.04%
11.67%
13.44%
12.21%
14.80%
14.44%
13.80%
13.21%
16.40%
15.86%
15.36%
14.64%
14.19%
13.47%
16.67%
19.32%
21.37%

News