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Vanguard Morningstar Mega Cap Growth ETF MGK

i

Market dataready · fetched 2026-11-13T18:51:30.029Z

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 · 2026-11-13T18:51:18.5741538Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:29.220027+00:00

Share price$85.80
1D-1.4%
$84.74$85.43$86.13$86.83$87.525:30 AM6:30 AM9:00 AM1:00 PMMGK
Sold putSold call

Vanguard Morningstar Mega Cap Growth ETF options

Live interpolated MGK call and put midpoint premiums by absolute delta.Vanguard Morningstar Mega Cap Growth ETF$0.25$1.37$2.48$3.60$4.71$81.14$83.39$85.65$87.90$90.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGK spot · $85.80MGK PRICE$0.37$0.53$0.67$0.78$0.88$0.99$1.13$1.34$1.55$1.75$1.93$2.11$2.53$0.51$0.62$0.74$0.86$0.99$1.20$1.42$1.68$1.95$2.34$2.79$3.38$4.39
PutsExpensive1.11×
CallsCheap0.88×
SkewBearish+6.11 pp
Implied moveBearish±$2.54
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.7327.6%3.9%82.0437.8%5.0%
25Δ88.3229.4%3.6%83.0035.0%4.0%
30Δ87.8730.4%3.2%83.9532.2%3.0%
35Δ87.2728.4%2.6%84.5430.1%2.5%
40Δ86.7626.7%2.2%85.0828.4%2.0%
45Δ86.3325.2%1.8%85.5128.7%1.7%
50Δ85.9124.1%1.4%85.9329.1%1.5%
55Δ85.5424.4%1.3%86.3829.3%1.3%
60Δ85.1724.7%1.1%86.8429.5%1.1%
65Δ84.8224.2%0.9%87.3730.4%0.9%
70Δ84.4923.1%0.7%87.9531.7%0.7%
75Δ84.1622.0%0.6%88.6733.1%0.6%
80Δ83.6422.6%0.4%89.7837.0%0.5%

20Δ

Calls
Pseudo strike
88.73
IV
27.6%
B/E move
3.9%
Puts
Pseudo strike
82.04
IV
37.8%
B/E move
5.0%

25Δ

Calls
Pseudo strike
88.32
IV
29.4%
B/E move
3.6%
Puts
Pseudo strike
83.00
IV
35.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
87.87
IV
30.4%
B/E move
3.2%
Puts
Pseudo strike
83.95
IV
32.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
87.27
IV
28.4%
B/E move
2.6%
Puts
Pseudo strike
84.54
IV
30.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
86.76
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
85.08
IV
28.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
86.33
IV
25.2%
B/E move
1.8%
Puts
Pseudo strike
85.51
IV
28.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
85.91
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
85.93
IV
29.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
85.54
IV
24.4%
B/E move
1.3%
Puts
Pseudo strike
86.38
IV
29.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
85.17
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
86.84
IV
29.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
84.82
IV
24.2%
B/E move
0.9%
Puts
Pseudo strike
87.37
IV
30.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
84.49
IV
23.1%
B/E move
0.7%
Puts
Pseudo strike
87.95
IV
31.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
84.16
IV
22.0%
B/E move
0.6%
Puts
Pseudo strike
88.67
IV
33.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
83.64
IV
22.6%
B/E move
0.4%
Puts
Pseudo strike
89.78
IV
37.0%
B/E move
0.5%

Options history

IV · four-Friday blend23.05%
Daily EOD
MGK19.1%21.2%23.3%2026-10-19: 19.97%2026-10-20: 19.64%2026-10-21: 19.40%2026-10-22: 21.14%2026-10-23: 21.97%2026-10-26: 21.01%2026-10-27: 20.64%2026-10-28: 19.90%2026-10-29: 20.09%2026-10-30: 23.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.97%
19.64%
19.40%
21.14%
21.97%
21.01%
20.64%
19.90%
20.09%
23.05%