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Vanguard Morningstar Mid-Cap ETF VO

i

Market dataready · fetched 2026-11-06T21:10:39.358Z

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 · 2026-11-06T21:10:00.000797235Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:10:38.639846+00:00

Share price$79.38
1D+0.2%
AH$78.94$79.18$79.42$79.65$79.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVO
Sold putSold callAH

Vanguard Morningstar Mid-Cap ETF options

Live interpolated VO call and put midpoint premiums by absolute delta.Vanguard Morningstar Mid-Cap ETF$0.34$1.27$2.20$3.14$4.07$74.33$76.97$79.60$82.24$84.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VO spot · $79.38VO PRICE$0.44$0.62$0.74$0.89$1.05$1.27$1.49$1.83$2.23$2.78$3.35$3.80$0.80$0.53$0.66$0.81$0.99$1.14$1.26$1.37$1.57$1.80$2.04$2.25$2.46
PutsCheap0.82×
Calls——
Skew——
Implied moveBalanced±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.0325.5%5.2%74.1744.5%7.6%
25Δ82.5126.9%4.7%77.2422.3%3.4%
30Δ77.8021.6%2.8%
35Δ80.8220.5%2.7%78.2821.5%2.4%
40Δ80.3920.4%2.4%78.7221.5%2.1%
45Δ79.9620.3%2.0%79.1321.1%1.7%
50Δ79.5520.7%1.8%79.5219.8%1.4%
55Δ79.1521.1%1.6%79.9018.5%1.1%
60Δ78.6722.2%1.4%80.2718.1%0.9%
65Δ78.1523.7%1.3%80.6518.0%0.7%
70Δ77.4925.7%1.1%81.0217.8%0.5%
75Δ76.8027.1%1.0%81.3416.9%0.4%
80Δ76.1726.7%0.7%81.6715.9%0.2%

20Δ

Calls
Pseudo strike
83.03
IV
25.5%
B/E move
5.2%
Puts
Pseudo strike
74.17
IV
44.5%
B/E move
7.6%

25Δ

Calls
Pseudo strike
82.51
IV
26.9%
B/E move
4.7%
Puts
Pseudo strike
77.24
IV
22.3%
B/E move
3.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.80
IV
21.6%
B/E move
2.8%

35Δ

Calls
Pseudo strike
80.82
IV
20.5%
B/E move
2.7%
Puts
Pseudo strike
78.28
IV
21.5%
B/E move
2.4%

40Δ

Calls
Pseudo strike
80.39
IV
20.4%
B/E move
2.4%
Puts
Pseudo strike
78.72
IV
21.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
79.96
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
79.13
IV
21.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
79.55
IV
20.7%
B/E move
1.8%
Puts
Pseudo strike
79.52
IV
19.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
79.15
IV
21.1%
B/E move
1.6%
Puts
Pseudo strike
79.90
IV
18.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
78.67
IV
22.2%
B/E move
1.4%
Puts
Pseudo strike
80.27
IV
18.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
78.15
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
80.65
IV
18.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
77.49
IV
25.7%
B/E move
1.1%
Puts
Pseudo strike
81.02
IV
17.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
76.80
IV
27.1%
B/E move
1.0%
Puts
Pseudo strike
81.34
IV
16.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
76.17
IV
26.7%
B/E move
0.7%
Puts
Pseudo strike
81.67
IV
15.9%
B/E move
0.2%

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%