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Vanguard Morningstar Mega Cap Value ETF MGV

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Market datapartial · fetched 2026-10-23T17:35:49.370Z

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 · 2026-10-23T17:35:27.158761145Z

FundamentalsAlpha Vantage · unavailable

Share price$166.75
1D-0.1%
$166.31$166.57$166.83$167.09$167.355:30 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$2.18$3.59$5.00$6.41$7.82$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMGV PRICE$2.33$2.40$2.46$2.52$2.92$3.61$4.30$5.14$6.28$7.41$3.85$4.67$5.49
PutsCheap0.82×
CallsExpensive1.22×
SkewBullish-5.40 pp
Implied move——
TiltBullish47.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ172.2022.9%4.7%
40Δ170.7020.1%3.8%
45Δ169.2017.3%2.9%
50Δ167.7014.5%2.1%
55Δ166.5013.6%1.6%
60Δ165.5614.3%1.5%
65Δ164.6215.1%1.3%
70Δ163.5215.8%1.1%170.1311.3%0.3%
75Δ162.1216.5%1.0%171.1311.3%0.2%
80Δ160.7217.2%0.8%172.1411.3%0.1%

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
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
172.20
IV
22.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
170.70
IV
20.1%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
169.20
IV
17.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
167.70
IV
14.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
166.50
IV
13.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
165.56
IV
14.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
164.62
IV
15.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
163.52
IV
15.8%
B/E move
1.1%
Puts
Pseudo strike
170.13
IV
11.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
162.12
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
171.13
IV
11.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
160.72
IV
17.2%
B/E move
0.8%
Puts
Pseudo strike
172.14
IV
11.3%
B/E move
0.1%

Options history

No recorded observations