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Vanguard Morningstar Mega Cap ETF MGC

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Market dataready · fetched 2026-10-22T23:45:53.594Z

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 · 2026-10-22T23:32:26.266491375Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:53.234935+00:00

Share price$280.68
1D-0.6%
AH$279.77$280.49$281.20$281.91$282.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGC
Sold putSold callAH

Vanguard Morningstar Mega Cap ETF options

Live interpolated MGC call and put midpoint premiums by absolute delta.Vanguard Morningstar Mega Cap ETF$0.87$4.77$8.66$12.56$16.46$263.74$272.06$280.38$288.70$297.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGC spot · $280.68MGC PRICE$1.29$1.69$2.23$2.76$3.33$4.16$5.00$5.83$7.18$8.62$10.32$12.60$15.33$1.91$2.38$2.86$3.47$4.12$4.77$5.46$6.15$6.84$8.23$9.63$11.33$13.52
PutsExpensive1.43×
CallsExpensive1.42×
SkewBearish+0.76 pp
Implied moveBearish±$10.46
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ292.1914.9%4.6%268.1321.1%5.2%
25Δ289.6714.4%3.8%271.4719.7%4.1%
30Δ288.0614.6%3.4%274.2318.5%3.3%
35Δ286.4514.8%3.0%276.3718.0%2.8%
40Δ284.8515.1%2.7%278.2817.6%2.3%
45Δ283.3115.5%2.4%280.1617.2%1.9%
50Δ281.7615.9%2.2%281.7716.7%1.6%
55Δ280.2216.3%1.9%283.3716.1%1.2%
60Δ278.3117.0%1.7%284.9815.6%0.9%
65Δ276.3417.9%1.5%286.8915.9%0.7%
70Δ274.1218.8%1.3%288.8116.2%0.5%
75Δ271.3520.0%1.2%291.0016.6%0.4%
80Δ268.1021.1%1.0%293.6417.0%0.2%

20Δ

Calls
Pseudo strike
292.19
IV
14.9%
B/E move
4.6%
Puts
Pseudo strike
268.13
IV
21.1%
B/E move
5.2%

25Δ

Calls
Pseudo strike
289.67
IV
14.4%
B/E move
3.8%
Puts
Pseudo strike
271.47
IV
19.7%
B/E move
4.1%

30Δ

Calls
Pseudo strike
288.06
IV
14.6%
B/E move
3.4%
Puts
Pseudo strike
274.23
IV
18.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
286.45
IV
14.8%
B/E move
3.0%
Puts
Pseudo strike
276.37
IV
18.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
284.85
IV
15.1%
B/E move
2.7%
Puts
Pseudo strike
278.28
IV
17.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
283.31
IV
15.5%
B/E move
2.4%
Puts
Pseudo strike
280.16
IV
17.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
281.76
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
281.77
IV
16.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
280.22
IV
16.3%
B/E move
1.9%
Puts
Pseudo strike
283.37
IV
16.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
278.31
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
284.98
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
276.34
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
286.89
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
274.12
IV
18.8%
B/E move
1.3%
Puts
Pseudo strike
288.81
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
271.35
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
291.00
IV
16.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
268.10
IV
21.1%
B/E move
1.0%
Puts
Pseudo strike
293.64
IV
17.0%
B/E move
0.2%

Options history

No recorded observations