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Vanguard S&P Mid-Cap 400 ETF IVOO

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Market datapartial · fetched 2026-10-23T00:19:38.055Z

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 · 2026-10-23T00:00:00.118150094Z

FundamentalsAlpha Vantage · unavailable

Share price$123.19
1D-0.1%
AH$122.23$122.53$122.84$123.14$123.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVOO
Sold putSold callAH

Vanguard S&P Mid-Cap 400 ETF options

Live interpolated IVOO call and put midpoint premiums by absolute delta.Vanguard S&P Mid-Cap 400 ETF$0.46$2.08$3.71$5.33$6.95$115.58$119.20$122.82$126.44$130.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVOO spot · $123.19IVOO PRICE$0.64$0.76$0.92$1.13$1.38$1.63$2.04$2.58$3.06$3.70$4.24$4.70$5.19$0.80$1.00$1.24$1.49$1.76$2.02$2.50$2.99$3.44$3.89$4.55$5.28$6.48
PutsExpensive1.22×
CallsExpensive1.13×
SkewBearish+2.14 pp
Implied moveBearish±$4.54
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.8316.9%5.1%118.0420.2%4.8%
25Δ127.3615.1%4.0%119.4018.8%3.9%
30Δ126.3314.2%3.3%120.4218.3%3.3%
35Δ125.5814.1%2.9%121.3617.7%2.7%
40Δ124.9414.2%2.5%122.1917.3%2.2%
45Δ124.3014.1%2.2%122.9816.7%1.8%
50Δ123.6514.9%2.0%123.7417.4%1.6%
55Δ122.9916.5%1.9%124.5217.8%1.3%
60Δ122.2316.8%1.7%125.3117.8%1.1%
65Δ121.3517.7%1.5%126.0817.4%0.8%
70Δ120.5317.7%1.3%127.0017.6%0.6%
75Δ119.7817.0%1.0%127.9717.7%0.4%
80Δ119.0216.3%0.8%129.3718.7%0.2%

20Δ

Calls
Pseudo strike
128.83
IV
16.9%
B/E move
5.1%
Puts
Pseudo strike
118.04
IV
20.2%
B/E move
4.8%

25Δ

Calls
Pseudo strike
127.36
IV
15.1%
B/E move
4.0%
Puts
Pseudo strike
119.40
IV
18.8%
B/E move
3.9%

30Δ

Calls
Pseudo strike
126.33
IV
14.2%
B/E move
3.3%
Puts
Pseudo strike
120.42
IV
18.3%
B/E move
3.3%

35Δ

Calls
Pseudo strike
125.58
IV
14.1%
B/E move
2.9%
Puts
Pseudo strike
121.36
IV
17.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
124.94
IV
14.2%
B/E move
2.5%
Puts
Pseudo strike
122.19
IV
17.3%
B/E move
2.2%

45Δ

Calls
Pseudo strike
124.30
IV
14.1%
B/E move
2.2%
Puts
Pseudo strike
122.98
IV
16.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
123.65
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
123.74
IV
17.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
122.99
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
124.52
IV
17.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
122.23
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
125.31
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
121.35
IV
17.7%
B/E move
1.5%
Puts
Pseudo strike
126.08
IV
17.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
120.53
IV
17.7%
B/E move
1.3%
Puts
Pseudo strike
127.00
IV
17.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
119.78
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
127.97
IV
17.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
119.02
IV
16.3%
B/E move
0.8%
Puts
Pseudo strike
129.37
IV
18.7%
B/E move
0.2%

Options history

No recorded observations