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Vanguard Morningstar Mega Cap Growth ETF MGK

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Market datapartial · fetched 2026-10-22T23:23:20.786Z

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 · 2026-10-22T22:30:00.004113397Z

FundamentalsAlpha Vantage · unavailable

Share price$89.06
1D-1.3%
AH$88.59$89.09$89.59$90.08$90.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGK
Sold putSold callAH

Vanguard Morningstar Mega Cap Growth ETF options

Live interpolated MGK call and put midpoint premiums by absolute delta.Vanguard Morningstar Mega Cap Growth ETF$0.38$1.95$3.51$5.08$6.64$81.17$85.13$89.10$93.07$97.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGK spot · $89.06MGK PRICE$0.55$0.75$0.97$1.25$1.56$1.79$2.03$2.49$3.49$4.13$4.47$5.15$5.94$0.77$1.05$1.24$1.58$1.70$2.02$2.20$2.38$2.74$3.45$4.74$5.15$6.19
PutsCheap0.92×
CallsFair0.96×
SkewNeutral-0.01 pp
Implied moveBearish±$4.24
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8219.9%6.0%84.1926.2%6.3%
25Δ93.0820.7%5.4%85.1027.1%5.6%
30Δ92.3020.8%4.7%86.3424.8%4.5%
35Δ91.6121.5%4.3%87.0925.8%4.0%
40Δ90.9822.6%3.9%88.0722.9%3.0%
45Δ90.2121.8%3.3%88.8022.7%2.6%
50Δ89.5121.0%2.8%89.4621.3%2.0%
55Δ88.7822.0%2.5%90.1019.7%1.5%
60Δ87.8827.1%2.6%90.7319.5%1.2%
65Δ86.9428.0%2.3%91.5921.1%1.0%
70Δ86.1726.3%1.8%92.9425.0%1.0%
75Δ85.1926.1%1.4%93.6323.6%0.6%
80Δ84.1526.3%1.2%94.8924.4%0.4%

20Δ

Calls
Pseudo strike
93.82
IV
19.9%
B/E move
6.0%
Puts
Pseudo strike
84.19
IV
26.2%
B/E move
6.3%

25Δ

Calls
Pseudo strike
93.08
IV
20.7%
B/E move
5.4%
Puts
Pseudo strike
85.10
IV
27.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
92.30
IV
20.8%
B/E move
4.7%
Puts
Pseudo strike
86.34
IV
24.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
91.61
IV
21.5%
B/E move
4.3%
Puts
Pseudo strike
87.09
IV
25.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
90.98
IV
22.6%
B/E move
3.9%
Puts
Pseudo strike
88.07
IV
22.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
90.21
IV
21.8%
B/E move
3.3%
Puts
Pseudo strike
88.80
IV
22.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
89.51
IV
21.0%
B/E move
2.8%
Puts
Pseudo strike
89.46
IV
21.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
88.78
IV
22.0%
B/E move
2.5%
Puts
Pseudo strike
90.10
IV
19.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
87.88
IV
27.1%
B/E move
2.6%
Puts
Pseudo strike
90.73
IV
19.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
86.94
IV
28.0%
B/E move
2.3%
Puts
Pseudo strike
91.59
IV
21.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
86.17
IV
26.3%
B/E move
1.8%
Puts
Pseudo strike
92.94
IV
25.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
85.19
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
93.63
IV
23.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
84.15
IV
26.3%
B/E move
1.2%
Puts
Pseudo strike
94.89
IV
24.4%
B/E move
0.4%

Options history

No recorded observations