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Vanguard S&P Mid-Cap 400 Growth ETF IVOG

i

Market dataready · fetched 2026-11-12T00:55:00.546Z

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 · 2026-11-11T23:30:00.004064617Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:55:00.110853+00:00

Share price$137.99
1D+0.4%
AH$136.43$136.87$137.32$137.77$138.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVOG
Sold putSold callAH

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$0.55$1.40$2.25$3.10$3.95$128.60$132.86$137.11$141.37$145.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IVOG spot · $137.99IVOG PRICE$0.64$0.70$0.76$0.82$0.90$0.99$1.08$1.36$1.77$2.06$2.16$2.26$0.76$0.86$0.96$1.10$1.28$1.50$1.69$1.82$1.98$2.30$2.65$3.17$3.70
PutsCheap0.76×
Calls——
Skew——
Implied moveBearish±$2.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.3327.4%4.3%132.7631.2%4.3%
25Δ141.5222.3%3.1%134.3826.6%3.2%
30Δ140.3818.9%2.3%135.6123.0%2.4%
35Δ139.6116.6%1.8%136.4121.2%1.9%
40Δ138.9914.9%1.4%137.0820.3%1.6%
45Δ138.5913.9%1.2%137.6420.0%1.3%
50Δ138.1812.8%0.9%138.1619.3%1.1%
55Δ137.7413.3%0.8%138.6217.8%0.9%
60Δ137.2815.1%0.8%139.0916.6%0.6%
65Δ136.8915.7%0.7%139.5816.6%0.5%
70Δ136.6214.3%0.6%140.0916.7%0.4%
75Δ136.3412.9%0.4%140.7417.2%0.3%
80Δ141.4117.4%0.2%

20Δ

Calls
Pseudo strike
143.33
IV
27.4%
B/E move
4.3%
Puts
Pseudo strike
132.76
IV
31.2%
B/E move
4.3%

25Δ

Calls
Pseudo strike
141.52
IV
22.3%
B/E move
3.1%
Puts
Pseudo strike
134.38
IV
26.6%
B/E move
3.2%

30Δ

Calls
Pseudo strike
140.38
IV
18.9%
B/E move
2.3%
Puts
Pseudo strike
135.61
IV
23.0%
B/E move
2.4%

35Δ

Calls
Pseudo strike
139.61
IV
16.6%
B/E move
1.8%
Puts
Pseudo strike
136.41
IV
21.2%
B/E move
1.9%

40Δ

Calls
Pseudo strike
138.99
IV
14.9%
B/E move
1.4%
Puts
Pseudo strike
137.08
IV
20.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
138.59
IV
13.9%
B/E move
1.2%
Puts
Pseudo strike
137.64
IV
20.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
138.18
IV
12.8%
B/E move
0.9%
Puts
Pseudo strike
138.16
IV
19.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
137.74
IV
13.3%
B/E move
0.8%
Puts
Pseudo strike
138.62
IV
17.8%
B/E move
0.9%

60Δ

Calls
Pseudo strike
137.28
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
139.09
IV
16.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
136.89
IV
15.7%
B/E move
0.7%
Puts
Pseudo strike
139.58
IV
16.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
136.62
IV
14.3%
B/E move
0.6%
Puts
Pseudo strike
140.09
IV
16.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
136.34
IV
12.9%
B/E move
0.4%
Puts
Pseudo strike
140.74
IV
17.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
141.41
IV
17.4%
B/E move
0.2%

Options history

IV · four-Friday blend18.11%
Daily close
IVOG14.5%17.0%19.5%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 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
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%