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Vanguard Morningstar Mega Cap Growth ETF MGK

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Market dataready · fetched 2026-10-24T17:17:28.032Z

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 · 2026-10-24T00:00:00.137764266Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T17:17:27.975899+00:00

Share price$88.78
1D+0.4%
AH$88.47$88.70$88.93$89.15$89.385:30 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$0.40$2.09$3.78$5.47$7.16$81.35$85.27$89.18$93.10$97.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGK spot · $88.78MGK PRICE$0.58$0.77$0.92$1.21$1.51$1.84$2.28$2.79$3.33$3.93$4.74$5.63$6.68$0.87$1.02$1.23$1.46$1.67$1.92$2.19$2.50$2.82$3.16$3.66$4.03$4.35
PutsCheap0.93×
CallsExpensive1.05×
SkewBullish-2.39 pp
Implied moveBullish±$4.47
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.1022.7%6.6%83.2131.1%7.3%
25Δ93.0422.5%5.7%84.9227.3%5.5%
30Δ91.7720.3%4.4%86.0325.8%4.5%
35Δ91.2321.6%4.1%86.9524.8%3.7%
40Δ90.6022.6%3.8%87.7823.4%3.0%
45Δ89.9323.3%3.4%88.5122.5%2.5%
50Δ89.2324.6%3.1%89.1921.9%2.0%
55Δ88.4625.9%2.8%89.8421.4%1.6%
60Δ87.6326.8%2.5%90.4620.8%1.3%
65Δ86.7327.6%2.1%91.0920.2%1.0%
70Δ85.6829.0%1.8%91.8020.3%0.7%
75Δ84.5330.1%1.5%92.3819.4%0.5%
80Δ83.2231.0%1.3%92.9218.1%0.2%

20Δ

Calls
Pseudo strike
94.10
IV
22.7%
B/E move
6.6%
Puts
Pseudo strike
83.21
IV
31.1%
B/E move
7.3%

25Δ

Calls
Pseudo strike
93.04
IV
22.5%
B/E move
5.7%
Puts
Pseudo strike
84.92
IV
27.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
91.77
IV
20.3%
B/E move
4.4%
Puts
Pseudo strike
86.03
IV
25.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
91.23
IV
21.6%
B/E move
4.1%
Puts
Pseudo strike
86.95
IV
24.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
90.60
IV
22.6%
B/E move
3.8%
Puts
Pseudo strike
87.78
IV
23.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
89.93
IV
23.3%
B/E move
3.4%
Puts
Pseudo strike
88.51
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
89.23
IV
24.6%
B/E move
3.1%
Puts
Pseudo strike
89.19
IV
21.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
88.46
IV
25.9%
B/E move
2.8%
Puts
Pseudo strike
89.84
IV
21.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
87.63
IV
26.8%
B/E move
2.5%
Puts
Pseudo strike
90.46
IV
20.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
86.73
IV
27.6%
B/E move
2.1%
Puts
Pseudo strike
91.09
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
85.68
IV
29.0%
B/E move
1.8%
Puts
Pseudo strike
91.80
IV
20.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
84.53
IV
30.1%
B/E move
1.5%
Puts
Pseudo strike
92.38
IV
19.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
83.22
IV
31.0%
B/E move
1.3%
Puts
Pseudo strike
92.92
IV
18.1%
B/E move
0.2%

Options history

No recorded observations