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Vanguard Morningstar Mega Cap Value ETF MGV

i

Market dataready · fetched 2026-11-13T02:05:18.360Z

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 · 2026-11-13T01:00:00.108739156Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:05:18.233868+00:00

Share price$170.08
1D-0.6%
AH$169.99$170.30$170.61$170.92$171.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGV
Sold putSold callAH

Vanguard Morningstar Mega Cap Value ETF options

Live interpolated MGV call and put midpoint premiums by absolute delta.Vanguard Morningstar Mega Cap Value ETF$2.01$2.88$3.75$4.62$5.49$-0.17$0.16$0.50$0.84$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMGV PRICE$2.49$2.58$2.67$2.76$3.06$3.46$4.14$5.24$2.10$2.15$2.27$2.39
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ161.8554.5%6.1%
30Δ164.9444.0%4.3%
35Δ166.5738.6%3.4%
40Δ168.1633.4%2.5%
45Δ171.5630.9%2.3%
50Δ170.7027.5%1.9%
55Δ169.8424.1%1.4%
60Δ168.9920.8%1.0%
65Δ168.3819.9%0.8%
70Δ167.7219.6%0.6%
75Δ166.8620.4%0.5%
80Δ165.6422.4%0.5%

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
161.85
IV
54.5%
B/E move
6.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
164.94
IV
44.0%
B/E move
4.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
166.57
IV
38.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
168.16
IV
33.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
171.56
IV
30.9%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
170.70
IV
27.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
169.84
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
168.99
IV
20.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
168.38
IV
19.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
167.72
IV
19.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
166.86
IV
20.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
165.64
IV
22.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.32%
Daily EOD
MGV11.7%13.1%14.5%2026-10-19: 12.22%2026-10-20: 12.34%2026-10-21: 11.92%2026-10-22: 12.42%2026-10-23: 12.82%2026-10-26: 12.41%2026-10-27: 12.50%2026-10-28: 12.21%2026-10-29: 12.67%2026-10-30: 14.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.22%
12.34%
11.92%
12.42%
12.82%
12.41%
12.50%
12.21%
12.67%
14.32%