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Vanguard S&P Mid-Cap 400 Growth ETF IVOG

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Market datapartial · fetched 2026-10-22T17:52:15.118Z

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 · 2026-10-22T17:01:07.274606678Z

FundamentalsAlpha Vantage · unavailable

Share price$133.86
1D-0.8%
$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$2.25$3.71$5.17$6.62$8.08$-0.13$0.18$0.50$0.82$1.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIVOG PRICE$2.87$3.39$3.92$4.45$2.41$2.92$3.43$4.49$5.54$6.60$7.66
PutsCheap0.86×
CallsFair1.03×
SkewBearish+0.43 pp
Implied move——
TiltBearish38.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ134.4415.3%1.4%
55Δ133.6216.6%2.0%135.2215.8%1.2%
60Δ132.7716.7%1.7%136.0016.3%1.0%
65Δ131.9316.9%1.5%137.2917.1%0.8%
70Δ131.0817.0%1.2%138.5817.9%0.6%
75Δ139.8718.7%0.4%
80Δ141.1619.5%0.3%

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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
134.44
IV
15.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
133.62
IV
16.6%
B/E move
2.0%
Puts
Pseudo strike
135.22
IV
15.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
132.77
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
136.00
IV
16.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
131.93
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
137.29
IV
17.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
131.08
IV
17.0%
B/E move
1.2%
Puts
Pseudo strike
138.58
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.87
IV
18.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
141.16
IV
19.5%
B/E move
0.3%

Options history

No recorded observations