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Vanguard Morningstar Mega Cap Value ETF MGV

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Market datapartial · fetched 2026-10-22T23:23:12.386Z

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 · 2026-10-22T22:30:00.003936079Z

FundamentalsAlpha Vantage · unavailable

Share price$167.91
1D+0.6%
AH$166.66$167.00$167.34$167.68$168.025:30 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$2.26$3.20$4.15$5.09$6.04$157.68$162.35$167.02$171.70$176.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGV spot · $167.91MGV PRICE$2.36$2.45$2.39$2.45$2.50$2.87$3.20$4.32$4.84$4.98$2.40$2.45$2.45$2.45$2.52$2.66$3.03$3.61$4.00$5.16$5.77
PutsExpensive1.33×
CallsFair1.03×
SkewBearish+3.76 pp
Implied moveBearish±$5.11
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ159.0832.6%6.7%
30Δ162.5526.2%4.7%
35Δ172.9021.9%4.4%164.9621.3%3.2%
40Δ171.0218.8%3.3%166.5817.7%2.3%
45Δ169.5715.3%2.4%167.6715.3%1.6%
50Δ168.6713.4%1.9%168.5313.8%1.2%
55Δ167.9011.6%1.5%169.3713.3%0.9%
60Δ167.1511.5%1.3%170.2213.8%0.8%
65Δ166.5011.1%1.1%170.9913.2%0.5%
70Δ165.3113.1%1.0%172.3014.8%0.5%
75Δ164.5512.8%0.9%173.2314.3%0.3%
80Δ164.0511.4%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
159.08
IV
32.6%
B/E move
6.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
162.55
IV
26.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
172.90
IV
21.9%
B/E move
4.4%
Puts
Pseudo strike
164.96
IV
21.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
171.02
IV
18.8%
B/E move
3.3%
Puts
Pseudo strike
166.58
IV
17.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
169.57
IV
15.3%
B/E move
2.4%
Puts
Pseudo strike
167.67
IV
15.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
168.67
IV
13.4%
B/E move
1.9%
Puts
Pseudo strike
168.53
IV
13.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
167.90
IV
11.6%
B/E move
1.5%
Puts
Pseudo strike
169.37
IV
13.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
167.15
IV
11.5%
B/E move
1.3%
Puts
Pseudo strike
170.22
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
166.50
IV
11.1%
B/E move
1.1%
Puts
Pseudo strike
170.99
IV
13.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
165.31
IV
13.1%
B/E move
1.0%
Puts
Pseudo strike
172.30
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
164.55
IV
12.8%
B/E move
0.9%
Puts
Pseudo strike
173.23
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
164.05
IV
11.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations