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Vanguard S&P Mid-Cap 400 Growth ETF IVOG

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Market datapartial · fetched 2026-10-22T16:28:16.452Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:20:47.770295639Z

FundamentalsAlpha Vantage · unavailable

Share price$134.35
1D-0.5%
$133.08$133.60$134.11$134.63$135.145:30 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$0.80$3.02$5.25$7.47$9.69$124.87$129.56$134.25$138.94$143.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVOG spot · $134.35IVOG PRICE$1.04$1.30$1.60$1.93$2.29$2.56$2.95$3.41$3.91$4.43$1.59$1.86$2.18$2.53$3.27$3.94$5.10$6.41$7.73$9.05
PutsCheap0.94×
CallsCheap0.91×
SkewBearish+4.00 pp
Implied moveBearish±$4.82
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ137.8714.8%3.4%
35Δ137.0914.9%3.0%132.4017.3%2.6%
40Δ136.3615.1%2.7%133.3116.8%2.2%
45Δ135.6315.4%2.4%134.1316.5%1.8%
50Δ134.9015.5%2.1%134.9116.3%1.5%
55Δ134.1914.9%1.8%135.8217.9%1.3%
60Δ133.4614.8%1.5%136.7718.6%1.1%
65Δ132.7214.9%1.3%138.1919.7%0.9%
70Δ131.9514.9%1.1%139.7521.0%0.8%
75Δ131.1714.7%0.9%141.3122.3%0.6%
80Δ142.8823.5%0.4%

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
137.87
IV
14.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
137.09
IV
14.9%
B/E move
3.0%
Puts
Pseudo strike
132.40
IV
17.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
136.36
IV
15.1%
B/E move
2.7%
Puts
Pseudo strike
133.31
IV
16.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
135.63
IV
15.4%
B/E move
2.4%
Puts
Pseudo strike
134.13
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
134.90
IV
15.5%
B/E move
2.1%
Puts
Pseudo strike
134.91
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
134.19
IV
14.9%
B/E move
1.8%
Puts
Pseudo strike
135.82
IV
17.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
133.46
IV
14.8%
B/E move
1.5%
Puts
Pseudo strike
136.77
IV
18.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
132.72
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
138.19
IV
19.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
131.95
IV
14.9%
B/E move
1.1%
Puts
Pseudo strike
139.75
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
131.17
IV
14.7%
B/E move
0.9%
Puts
Pseudo strike
141.31
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
142.88
IV
23.5%
B/E move
0.4%

Options history

No recorded observations