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Vanguard Morningstar Mega Cap Value ETF MGV

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Market datapartial · fetched 2026-10-22T18:22:31.195Z

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 · 2026-10-22T18:21:34.799228835Z

FundamentalsAlpha Vantage · unavailable

Share price$167.72
1D+0.5%
$166.67$166.95$167.24$167.52$167.805:30 AM6:30 AM9:00 AM1:00 PMMGV
Sold putSold call

Vanguard Morningstar Mega Cap Value ETF options

Live interpolated MGV call and put midpoint premiums by absolute delta.Vanguard Morningstar Mega Cap Value ETF$2.27$3.28$4.29$5.30$6.31$156.81$161.73$166.65$171.58$176.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGV spot · $167.72MGV PRICE$2.37$2.45$2.45$2.45$2.52$2.69$3.25$4.96$4.99$6.02$2.40$2.45$2.45$2.45$2.50$2.62$2.83$3.48
PutsExpensive1.42×
CallsExpensive1.06×
SkewBearish+4.50 pp
Implied moveBearish±$5.07
TiltBullish23.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ158.9232.4%6.7%
30Δ162.3626.2%4.7%
35Δ172.7522.1%4.4%164.7621.3%3.2%
40Δ170.8718.8%3.3%166.3917.7%2.3%
45Δ169.5215.8%2.5%167.5015.2%1.6%
50Δ168.4913.4%1.9%168.3413.6%1.2%
55Δ167.7211.7%1.5%169.1112.5%0.9%
60Δ167.0410.8%1.2%169.9713.3%0.7%
65Δ166.2611.3%1.1%
70Δ164.7215.3%1.2%
75Δ164.2413.3%0.9%
80Δ162.8212.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.92
IV
32.4%
B/E move
6.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
162.36
IV
26.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
172.75
IV
22.1%
B/E move
4.4%
Puts
Pseudo strike
164.76
IV
21.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
170.87
IV
18.8%
B/E move
3.3%
Puts
Pseudo strike
166.39
IV
17.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
169.52
IV
15.8%
B/E move
2.5%
Puts
Pseudo strike
167.50
IV
15.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
168.49
IV
13.4%
B/E move
1.9%
Puts
Pseudo strike
168.34
IV
13.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
167.72
IV
11.7%
B/E move
1.5%
Puts
Pseudo strike
169.11
IV
12.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
167.04
IV
10.8%
B/E move
1.2%
Puts
Pseudo strike
169.97
IV
13.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
166.26
IV
11.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
164.72
IV
15.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
164.24
IV
13.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
162.82
IV
12.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations