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Vanguard S&P Mid-Cap 400 Growth ETF IVOG

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Market datapartial · fetched 2026-10-22T23:20:01.025Z

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 · 2026-10-22T22:30:00.003820606Z

FundamentalsAlpha Vantage · unavailable

Share price$134.36
1D-0.5%
AH$133.08$133.60$134.11$134.63$135.145:30 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$0.53$2.41$4.30$6.18$8.06$125.16$129.77$134.38$138.99$143.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVOG spot · $134.36IVOG PRICE$0.74$0.87$1.01$1.24$1.51$1.83$2.18$2.57$2.97$3.42$3.99$4.53$1.34$1.60$1.88$2.19$2.54$3.28$3.86$4.55$5.37$6.47$7.52
PutsCheap0.92×
CallsCheap0.91×
SkewBearish+2.99 pp
Implied moveBearish±$4.72
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ140.8517.9%5.4%
25Δ139.0815.8%4.2%
30Δ137.8414.4%3.3%131.3918.0%3.2%
35Δ136.9714.1%2.9%132.4017.4%2.6%
40Δ136.2814.3%2.6%133.3016.9%2.2%
45Δ135.5914.5%2.3%134.1416.5%1.8%
50Δ134.8914.8%2.0%134.9216.3%1.5%
55Δ134.1815.0%1.8%135.8317.9%1.3%
60Δ133.4714.9%1.5%136.7318.3%1.1%
65Δ132.7215.0%1.3%137.7318.6%0.9%
70Δ131.9015.2%1.1%138.8319.0%0.7%
75Δ131.1115.0%0.9%140.1819.8%0.5%
80Δ141.4819.8%0.3%

20Δ

Calls
Pseudo strike
140.85
IV
17.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
139.08
IV
15.8%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
137.84
IV
14.4%
B/E move
3.3%
Puts
Pseudo strike
131.39
IV
18.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
136.97
IV
14.1%
B/E move
2.9%
Puts
Pseudo strike
132.40
IV
17.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
136.28
IV
14.3%
B/E move
2.6%
Puts
Pseudo strike
133.30
IV
16.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
135.59
IV
14.5%
B/E move
2.3%
Puts
Pseudo strike
134.14
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
134.89
IV
14.8%
B/E move
2.0%
Puts
Pseudo strike
134.92
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
134.18
IV
15.0%
B/E move
1.8%
Puts
Pseudo strike
135.83
IV
17.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
133.47
IV
14.9%
B/E move
1.5%
Puts
Pseudo strike
136.73
IV
18.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
132.72
IV
15.0%
B/E move
1.3%
Puts
Pseudo strike
137.73
IV
18.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
131.90
IV
15.2%
B/E move
1.1%
Puts
Pseudo strike
138.83
IV
19.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
131.11
IV
15.0%
B/E move
0.9%
Puts
Pseudo strike
140.18
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
141.48
IV
19.8%
B/E move
0.3%

Options history

No recorded observations