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Vanguard S&P Mid-Cap 400 Value ETF IVOV

i

Market dataready · fetched 2026-11-12T02:41:28.465Z

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 · 2026-11-12T01:00:00.141097791Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:41:28.067632+00:00

Share price$114.66
1D+0.1%
AH$113.85$114.07$114.30$114.52$114.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVOV
Sold putSold callAH

Vanguard S&P Mid-Cap 400 Value ETF options

Live interpolated IVOV call and put midpoint premiums by absolute delta.Vanguard S&P Mid-Cap 400 Value ETF$0.72$1.32$1.92$2.52$3.12$109.65$112.21$114.77$117.33$119.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive IVOV spot · $114.66IVOV PRICE$0.79$0.85$0.95$1.07$1.19$1.35$1.75$2.14$2.53$0.91$1.07$1.22$1.44$1.72$2.00$2.32$2.63$2.95
Puts——
Calls——
Skew——
Implied moveBearish±$2.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ115.5915.9%1.5%114.0317.7%1.3%
45Δ115.1614.4%1.2%114.4217.2%1.1%
50Δ114.8213.5%1.0%114.8016.7%0.9%
55Δ114.5313.0%0.8%115.2016.7%0.8%
60Δ114.2512.5%0.7%115.6217.1%0.7%
65Δ113.9312.0%0.5%116.0417.5%0.5%
70Δ113.4612.0%0.5%116.4817.0%0.4%
75Δ112.9912.0%0.4%116.9216.5%0.3%
80Δ112.5312.0%0.3%117.3616.1%0.2%

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
115.59
IV
15.9%
B/E move
1.5%
Puts
Pseudo strike
114.03
IV
17.7%
B/E move
1.3%

45Δ

Calls
Pseudo strike
115.16
IV
14.4%
B/E move
1.2%
Puts
Pseudo strike
114.42
IV
17.2%
B/E move
1.1%

50Δ

Calls
Pseudo strike
114.82
IV
13.5%
B/E move
1.0%
Puts
Pseudo strike
114.80
IV
16.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
114.53
IV
13.0%
B/E move
0.8%
Puts
Pseudo strike
115.20
IV
16.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
114.25
IV
12.5%
B/E move
0.7%
Puts
Pseudo strike
115.62
IV
17.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
113.93
IV
12.0%
B/E move
0.5%
Puts
Pseudo strike
116.04
IV
17.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
113.46
IV
12.0%
B/E move
0.5%
Puts
Pseudo strike
116.48
IV
17.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
112.99
IV
12.0%
B/E move
0.4%
Puts
Pseudo strike
116.92
IV
16.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
112.53
IV
12.0%
B/E move
0.3%
Puts
Pseudo strike
117.36
IV
16.1%
B/E move
0.2%

Options history

IV · four-Friday blend17.59%
Daily close
IVOV14.5%17.4%20.2%2026-08-13: 14.95%2026-08-14: 15.14%2026-08-17: 16.05%2026-08-18: 17.21%2026-08-19: 17.22%2026-08-20: 19.07%2026-08-21: 15.96%2026-08-24: 15.80%2026-08-25: 15.68%2026-08-26: 15.47%2026-08-27: 15.46%2026-08-28: 15.39%2026-08-31: 15.45%2026-09-01: 15.77%2026-09-02: 15.56%2026-09-03: 15.09%2026-09-04: 15.01%2026-09-08: 15.95%2026-09-09: 16.46%2026-09-10: 17.01%2026-09-11: 16.53%2026-09-14: 17.94%2026-09-15: 18.39%2026-09-16: 18.48%2026-09-17: 19.85%2026-09-18: 15.50%2026-09-21: 15.05%2026-09-22: 14.88%2026-09-23: 15.57%2026-09-24: 15.85%2026-09-25: 15.34%2026-09-28: 16.07%2026-09-29: 15.85%2026-09-30: 15.98%2026-10-01: 16.03%2026-10-02: 15.51%2026-10-05: 15.95%2026-10-06: 15.70%2026-10-07: 15.73%2026-10-08: 15.29%2026-10-09: 15.82%2026-10-12: 16.75%2026-10-13: 16.66%2026-10-14: 17.99%2026-10-15: 18.09%2026-10-16: 15.84%2026-10-19: 15.68%2026-10-20: 15.51%2026-10-21: 15.32%2026-10-22: 16.07%2026-10-23: 16.56%2026-10-26: 16.45%2026-10-27: 15.93%2026-10-28: 15.85%2026-10-29: 15.28%2026-10-30: 17.59%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.95%
15.14%
16.05%
17.21%
17.22%
19.07%
15.96%
15.80%
15.68%
15.47%
15.46%
15.39%
15.45%
15.77%
15.56%
15.09%
15.01%
15.95%
16.46%
17.01%
16.53%
17.94%
18.39%
18.48%
19.85%
15.50%
15.05%
14.88%
15.57%
15.85%
15.34%
16.07%
15.85%
15.98%
16.03%
15.51%
15.95%
15.70%
15.73%
15.29%
15.82%
16.75%
16.66%
17.99%
18.09%
15.84%
15.68%
15.51%
15.32%
16.07%
16.56%
16.45%
15.93%
15.85%
15.28%
17.59%