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Vanguard Morningstar Mid-Cap ETF VO

i

Market dataready · fetched 2026-11-06T14:33:13.259Z

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 · 2026-11-06T14:33:11.990560445Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:33:12.751079+00:00

Share price$79.10
1D-0.1%
$79.04$79.09$79.13$79.18$79.235:30 AM6:30 AM9:00 AM1:00 PMVO
Sold putSold call

Vanguard Morningstar Mid-Cap ETF options

Live interpolated VO call and put midpoint premiums by absolute delta.Vanguard Morningstar Mid-Cap ETF$0.36$1.28$2.19$3.11$4.03$74.03$76.75$79.47$82.18$84.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VO spot · $79.10VO PRICE$0.46$0.67$0.85$0.88$0.98$1.15$1.34$1.62$2.06$2.62$3.24$3.48$3.76$0.80$0.58$0.72$0.87$1.03$1.20$1.37$1.54$1.80$2.06
Puts——
CallsFair0.97×
Skew——
Implied moveBullish±$2.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.9826.9%5.5%73.9343.9%7.5%
25Δ82.4628.7%5.1%
30Δ81.8529.6%4.6%77.7418.9%2.5%
35Δ80.8324.8%3.3%78.1518.9%2.1%
40Δ80.2322.9%2.7%78.5319.0%1.8%
45Δ79.7322.2%2.2%78.9019.1%1.6%
50Δ79.3022.1%1.9%79.2618.8%1.3%
55Δ78.8322.8%1.7%79.6218.4%1.1%
60Δ78.2925.1%1.6%79.9818.0%0.8%
65Δ77.6428.1%1.5%80.3617.9%0.7%
70Δ76.9130.6%1.3%80.7517.9%0.5%
75Δ76.4328.5%1.0%
80Δ75.9226.5%0.7%

20Δ

Calls
Pseudo strike
82.98
IV
26.9%
B/E move
5.5%
Puts
Pseudo strike
73.93
IV
43.9%
B/E move
7.5%

25Δ

Calls
Pseudo strike
82.46
IV
28.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
81.85
IV
29.6%
B/E move
4.6%
Puts
Pseudo strike
77.74
IV
18.9%
B/E move
2.5%

35Δ

Calls
Pseudo strike
80.83
IV
24.8%
B/E move
3.3%
Puts
Pseudo strike
78.15
IV
18.9%
B/E move
2.1%

40Δ

Calls
Pseudo strike
80.23
IV
22.9%
B/E move
2.7%
Puts
Pseudo strike
78.53
IV
19.0%
B/E move
1.8%

45Δ

Calls
Pseudo strike
79.73
IV
22.2%
B/E move
2.2%
Puts
Pseudo strike
78.90
IV
19.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
79.30
IV
22.1%
B/E move
1.9%
Puts
Pseudo strike
79.26
IV
18.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
78.83
IV
22.8%
B/E move
1.7%
Puts
Pseudo strike
79.62
IV
18.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
78.29
IV
25.1%
B/E move
1.6%
Puts
Pseudo strike
79.98
IV
18.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
77.64
IV
28.1%
B/E move
1.5%
Puts
Pseudo strike
80.36
IV
17.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
76.91
IV
30.6%
B/E move
1.3%
Puts
Pseudo strike
80.75
IV
17.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
76.43
IV
28.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
75.92
IV
26.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.33%
Daily EOD
VO14.8%16.1%17.4%2026-10-19: 15.59%2026-10-20: 14.94%2026-10-21: 15.77%2026-10-22: 15.81%2026-10-23: 17.17%2026-10-26: 15.55%2026-10-27: 15.36%2026-10-28: 15.97%2026-10-29: 15.32%2026-10-30: 15.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.59%
14.94%
15.77%
15.81%
17.17%
15.55%
15.36%
15.97%
15.32%
15.33%