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Vanguard S&P Mid-Cap 400 Growth ETF IVOG

i

Market dataready · fetched 2026-11-03T15:47:05.415Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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

PriceAlpaca · sip · 2026-11-03T15:44:29.763158015Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:47:04.181669+00:00

Share price$138.03
1D+2.1%
$134.95$135.78$136.61$137.43$138.265:30 AM6:30 AM9:00 AM1:00 PMIVOG
Sold putSold call

Vanguard S&P Mid-Cap 400 Growth ETF options

Live interpolated IVOG call and put midpoint premiums by absolute delta.Vanguard S&P Mid-Cap 400 Growth ETF$0.50$1.74$2.97$4.21$5.44$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIVOG PRICE$0.64$0.74$0.86$1.04$1.26$2.86$3.09$3.67$3.85$3.99$4.42$0.92$1.17$1.47$1.78$1.93$2.23$2.61$2.97$3.20$4.27$4.95$5.09
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.4919.5%4.4%131.9326.8%5.1%
25Δ141.8816.8%3.3%133.4225.6%4.2%
30Δ140.8515.4%2.7%134.5825.2%3.6%
35Δ140.1215.1%2.3%135.6624.6%3.0%
40Δ139.5115.0%2.0%136.7522.2%2.3%
45Δ137.6221.4%1.9%
50Δ138.4321.3%1.6%
55Δ137.6521.3%1.8%139.1920.8%1.3%
60Δ136.9119.8%1.4%139.8719.4%1.0%
65Δ136.0820.5%1.2%141.0322.3%0.9%
70Δ135.5518.7%1.0%142.0022.4%0.7%
75Δ135.0516.7%0.7%142.4620.1%0.5%
80Δ134.4015.9%0.6%

20Δ

Calls
Pseudo strike
143.49
IV
19.5%
B/E move
4.4%
Puts
Pseudo strike
131.93
IV
26.8%
B/E move
5.1%

25Δ

Calls
Pseudo strike
141.88
IV
16.8%
B/E move
3.3%
Puts
Pseudo strike
133.42
IV
25.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
140.85
IV
15.4%
B/E move
2.7%
Puts
Pseudo strike
134.58
IV
25.2%
B/E move
3.6%

35Δ

Calls
Pseudo strike
140.12
IV
15.1%
B/E move
2.3%
Puts
Pseudo strike
135.66
IV
24.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
139.51
IV
15.0%
B/E move
2.0%
Puts
Pseudo strike
136.75
IV
22.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.62
IV
21.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.43
IV
21.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
137.65
IV
21.3%
B/E move
1.8%
Puts
Pseudo strike
139.19
IV
20.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
136.91
IV
19.8%
B/E move
1.4%
Puts
Pseudo strike
139.87
IV
19.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
136.08
IV
20.5%
B/E move
1.2%
Puts
Pseudo strike
141.03
IV
22.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
135.55
IV
18.7%
B/E move
1.0%
Puts
Pseudo strike
142.00
IV
22.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
135.05
IV
16.7%
B/E move
0.7%
Puts
Pseudo strike
142.46
IV
20.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
134.40
IV
15.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.11%
Daily close
IVOG14.5%17.0%19.5%2026-08-05: 15.79%2026-08-06: 15.81%2026-08-10: 15.99%2026-08-11: 15.56%2026-08-12: 15.20%2026-08-17: 15.90%2026-08-18: 16.16%2026-08-19: 17.10%2026-08-20: 19.14%2026-08-21: 16.41%2026-08-24: 16.35%2026-08-25: 16.31%2026-08-26: 16.21%2026-08-27: 15.82%2026-08-28: 16.15%2026-08-31: 16.31%2026-09-01: 16.40%2026-09-02: 16.15%2026-09-03: 15.33%2026-09-04: 14.85%2026-09-08: 16.06%2026-09-09: 16.45%2026-09-10: 17.26%2026-09-11: 16.15%2026-09-14: 17.80%2026-09-15: 18.29%2026-09-16: 18.85%2026-09-17: 19.08%2026-09-18: 15.93%2026-09-21: 15.60%2026-09-22: 15.14%2026-09-23: 15.48%2026-09-24: 16.09%2026-09-25: 15.76%2026-09-28: 16.74%2026-09-29: 16.53%2026-09-30: 16.32%2026-10-01: 16.77%2026-10-02: 15.78%2026-10-05: 15.90%2026-10-06: 15.63%2026-10-07: 16.02%2026-10-08: 15.82%2026-10-09: 16.40%2026-10-12: 16.50%2026-10-13: 16.45%2026-10-14: 18.08%2026-10-15: 18.22%2026-10-16: 16.57%2026-10-19: 16.27%2026-10-20: 16.38%2026-10-21: 15.72%2026-10-22: 16.30%2026-10-23: 16.94%2026-10-26: 16.66%2026-10-27: 16.35%2026-10-28: 16.16%2026-10-29: 15.31%2026-10-30: 18.11%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.79%
15.81%
15.99%
15.56%
15.20%
15.90%
16.16%
17.10%
19.14%
16.41%
16.35%
16.31%
16.21%
15.82%
16.15%
16.31%
16.40%
16.15%
15.33%
14.85%
16.06%
16.45%
17.26%
16.15%
17.80%
18.29%
18.85%
19.08%
15.93%
15.60%
15.14%
15.48%
16.09%
15.76%
16.74%
16.53%
16.32%
16.77%
15.78%
15.90%
15.63%
16.02%
15.82%
16.40%
16.50%
16.45%
18.08%
18.22%
16.57%
16.27%
16.38%
15.72%
16.30%
16.94%
16.66%
16.35%
16.16%
15.31%
18.11%