IntraAlpha
Create free account Start free

Vanguard Morningstar Mid-Cap ETF VO

i

Market datapartial · fetched 2026-10-22T18:21:56.355Z

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 · 2026-10-22T18:21:51.465650037Z

FundamentalsAlpha Vantage · unavailable

Share price$80.98
1D-0.1%
$80.51$80.68$80.85$81.01$81.185:30 AM6:30 AM9:00 AM1:00 PMVO
Sold putSold call

Vanguard Morningstar Mid-Cap ETF options

Live interpolated VO call and put midpoint premiums by absolute delta.Vanguard Morningstar Mid-Cap ETF$0.19$1.54$2.89$4.24$5.59$74.77$78.01$81.25$84.49$87.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VO spot · $80.98VO PRICE$0.34$0.49$0.65$0.79$0.91$1.22$1.60$1.95$2.21$2.67$3.33$3.98$5.20$0.59$0.86$1.06$1.18$1.28$1.35$1.65$2.04$2.54$3.08$3.65$4.22$4.87
PutsCheap0.94×
CallsCheap0.73×
SkewBearish+2.80 pp
Implied moveBalanced±$3.25
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.8413.1%4.0%77.3221.7%5.2%
25Δ83.4814.0%3.7%77.8223.8%5.0%
30Δ83.1215.0%3.4%78.6123.5%4.2%
35Δ82.6614.9%3.0%79.4821.4%3.3%
40Δ82.1514.3%2.6%80.2219.1%2.5%
45Δ81.7015.6%2.4%80.8117.0%1.9%
50Δ81.2717.7%2.3%81.3617.2%1.6%
55Δ80.8118.9%2.2%81.8918.5%1.4%
60Δ80.2718.6%1.9%82.5419.7%1.2%
65Δ79.6119.2%1.6%83.2420.6%1.0%
70Δ78.8220.7%1.4%84.0020.9%0.8%
75Δ78.0222.2%1.3%84.7621.2%0.5%
80Δ76.6825.3%1.1%85.5921.2%0.3%

20Δ

Calls
Pseudo strike
83.84
IV
13.1%
B/E move
4.0%
Puts
Pseudo strike
77.32
IV
21.7%
B/E move
5.2%

25Δ

Calls
Pseudo strike
83.48
IV
14.0%
B/E move
3.7%
Puts
Pseudo strike
77.82
IV
23.8%
B/E move
5.0%

30Δ

Calls
Pseudo strike
83.12
IV
15.0%
B/E move
3.4%
Puts
Pseudo strike
78.61
IV
23.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
82.66
IV
14.9%
B/E move
3.0%
Puts
Pseudo strike
79.48
IV
21.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
82.15
IV
14.3%
B/E move
2.6%
Puts
Pseudo strike
80.22
IV
19.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
81.70
IV
15.6%
B/E move
2.4%
Puts
Pseudo strike
80.81
IV
17.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
81.27
IV
17.7%
B/E move
2.3%
Puts
Pseudo strike
81.36
IV
17.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
80.81
IV
18.9%
B/E move
2.2%
Puts
Pseudo strike
81.89
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
80.27
IV
18.6%
B/E move
1.9%
Puts
Pseudo strike
82.54
IV
19.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
79.61
IV
19.2%
B/E move
1.6%
Puts
Pseudo strike
83.24
IV
20.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
78.82
IV
20.7%
B/E move
1.4%
Puts
Pseudo strike
84.00
IV
20.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
78.02
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
84.76
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
76.68
IV
25.3%
B/E move
1.1%
Puts
Pseudo strike
85.59
IV
21.2%
B/E move
0.3%

Options history

No recorded observations