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Vanguard S&P Mid-Cap 400 Value ETF IVOV

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Market datapartial · fetched 2026-10-22T23:52:59.368Z

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 · 2026-10-22T22:30:00.003881419Z

FundamentalsAlpha Vantage · unavailable

Share price$111.74
1D+1.2%
AH$110.35$110.72$111.10$111.47$111.845:30 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$0.39$1.57$2.75$3.92$5.10$105.12$108.26$111.41$114.56$117.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVOV spot · $111.74IVOV PRICE$0.52$0.66$0.80$0.96$1.09$1.44$1.86$2.28$2.69$3.18$3.55$3.90$4.38$0.78$0.92$1.08$1.30$1.55$1.85$2.16$2.51$2.86$3.27$3.82$4.70$4.76
PutsExpensive1.21×
CallsFair0.98×
SkewBearish+2.38 pp
Implied moveBearish±$4.03
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.2614.9%4.5%106.7321.6%5.2%
25Δ115.3814.5%3.8%108.2519.2%4.0%
30Δ114.5313.7%3.2%109.3317.6%3.1%
35Δ113.8413.2%2.7%110.1517.1%2.6%
40Δ113.1812.4%2.3%110.8716.8%2.2%
45Δ112.6413.4%2.1%111.5516.7%1.8%
50Δ112.1615.0%2.0%112.2116.6%1.5%
55Δ111.5615.9%1.9%112.8716.6%1.2%
60Δ110.9016.3%1.7%113.5216.3%1.0%
65Δ110.1816.7%1.4%114.1916.1%0.7%
70Δ109.5416.3%1.2%114.9616.4%0.5%
75Δ108.9315.5%1.0%116.0017.4%0.4%
80Δ108.2415.1%0.8%116.2515.4%0.2%

20Δ

Calls
Pseudo strike
116.26
IV
14.9%
B/E move
4.5%
Puts
Pseudo strike
106.73
IV
21.6%
B/E move
5.2%

25Δ

Calls
Pseudo strike
115.38
IV
14.5%
B/E move
3.8%
Puts
Pseudo strike
108.25
IV
19.2%
B/E move
4.0%

30Δ

Calls
Pseudo strike
114.53
IV
13.7%
B/E move
3.2%
Puts
Pseudo strike
109.33
IV
17.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
113.84
IV
13.2%
B/E move
2.7%
Puts
Pseudo strike
110.15
IV
17.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
113.18
IV
12.4%
B/E move
2.3%
Puts
Pseudo strike
110.87
IV
16.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
112.64
IV
13.4%
B/E move
2.1%
Puts
Pseudo strike
111.55
IV
16.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
112.16
IV
15.0%
B/E move
2.0%
Puts
Pseudo strike
112.21
IV
16.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
111.56
IV
15.9%
B/E move
1.9%
Puts
Pseudo strike
112.87
IV
16.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
110.90
IV
16.3%
B/E move
1.7%
Puts
Pseudo strike
113.52
IV
16.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
110.18
IV
16.7%
B/E move
1.4%
Puts
Pseudo strike
114.19
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
109.54
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
114.96
IV
16.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
108.93
IV
15.5%
B/E move
1.0%
Puts
Pseudo strike
116.00
IV
17.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
108.24
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
116.25
IV
15.4%
B/E move
0.2%

Options history

No recorded observations