The cost of protecting a Vanguard Consumer Staples ETF (VDC) position against downside and upside moves, now and historically, with the related option volume.

For the latest figures, see VDC options overview.

VDC Risk Protection Statistics & Wing Volume

Risk Protection Premiums·Downside Put Volume·Upside Call Volume

Change Single-Leg Trading Volume:

Call Volume

OTM Calls (< 25 Delta)

ATM Calls (25 to 75 Delta)

ITM Calls (> 75 Delta)

Upside Calls (5% - 10% Above ATM)

Wing Calls (10% + Above ATM)

Put Volume

OTM Puts (< 25 Delta)

ATM Puts (25 to 75 Delta)

ITM Puts (> 75 Delta)

Downside Puts (5% - 10% Below ATM)

Correction Puts (10% - 20% Below ATM)

Crash Puts (20% + Below ATM)

Calls, 5 Days or Less to Exp

OTM Calls (< 25 Delta)

ATM Calls (25 to 75 Delta)

ITM Calls (> 75 Delta)

Upside Calls (5% - 10% Above ATM)

Wing Calls (10% + Above ATM)

Puts, 5 Days or Less to Exp

OTM Puts (< 25 Delta)

ATM Puts (25 to 75 Delta)

ITM Puts (> 75 Delta)

Downside Puts (5% - 10% Below ATM)

Correction Puts (10% - 20% Below ATM)

Crash Puts (20% + Below ATM)

Calls, 10+ Days to Exp

OTM Calls (< 25 Delta)

ATM Calls (25 to 75 Delta)

ITM Calls (> 75 Delta)

Upside Calls (5% - 10% Above ATM)

Wing Calls (10% + Above ATM)

Puts, 10+ Days to Exp

OTM Puts (< 25 Delta)

ATM Puts (25 to 75 Delta)

ITM Puts (> 75 Delta)

Downside Puts (5% - 10% Below ATM)

Correction Puts (10% - 20% Below ATM)

Crash Puts (20% + Below ATM)