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Vanguard Morningstar Mid-Cap ETF VO

i

Market dataready · fetched 2026-11-12T15:27:08.466Z

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 · 2026-11-12T15:27:06.589266115Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:27:07.833104+00:00

Share price$81.97
1D+0.6%
$81.37$81.64$81.91$82.17$82.445:30 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$0.24$1.38$2.52$3.66$4.81$77.39$79.66$81.93$84.20$86.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VO spot · $81.97VO PRICE$0.36$0.46$0.57$0.74$0.91$1.08$1.33$1.61$1.91$2.29$4.48$0.42$0.60$0.53$0.62$0.71$0.80$0.89$0.99$1.08$1.18$2.69$3.68
Puts——
Calls——
Skew——
Implied moveBullish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.1229.5%4.0%
25Δ83.7219.6%2.6%79.6031.0%3.6%
30Δ83.3719.9%2.3%
35Δ83.0220.1%2.0%81.1918.3%1.6%
40Δ82.7120.9%1.8%81.4817.6%1.3%
45Δ82.3921.8%1.6%81.7816.9%1.1%
50Δ82.0822.6%1.5%82.0516.2%0.9%
55Δ81.7023.7%1.3%82.2615.5%0.7%
60Δ81.3024.9%1.2%82.4714.8%0.6%
65Δ80.8825.9%1.0%82.6914.1%0.4%
70Δ80.3926.8%0.9%82.9013.3%0.3%
75Δ84.2825.3%0.5%
80Δ78.1240.6%0.8%85.3528.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.12
IV
29.5%
B/E move
4.0%

25Δ

Calls
Pseudo strike
83.72
IV
19.6%
B/E move
2.6%
Puts
Pseudo strike
79.60
IV
31.0%
B/E move
3.6%

30Δ

Calls
Pseudo strike
83.37
IV
19.9%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
83.02
IV
20.1%
B/E move
2.0%
Puts
Pseudo strike
81.19
IV
18.3%
B/E move
1.6%

40Δ

Calls
Pseudo strike
82.71
IV
20.9%
B/E move
1.8%
Puts
Pseudo strike
81.48
IV
17.6%
B/E move
1.3%

45Δ

Calls
Pseudo strike
82.39
IV
21.8%
B/E move
1.6%
Puts
Pseudo strike
81.78
IV
16.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
82.08
IV
22.6%
B/E move
1.5%
Puts
Pseudo strike
82.05
IV
16.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
81.70
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
82.26
IV
15.5%
B/E move
0.7%

60Δ

Calls
Pseudo strike
81.30
IV
24.9%
B/E move
1.2%
Puts
Pseudo strike
82.47
IV
14.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
80.88
IV
25.9%
B/E move
1.0%
Puts
Pseudo strike
82.69
IV
14.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
80.39
IV
26.8%
B/E move
0.9%
Puts
Pseudo strike
82.90
IV
13.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.28
IV
25.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
78.12
IV
40.6%
B/E move
0.8%
Puts
Pseudo strike
85.35
IV
28.6%
B/E move
0.4%

Options history

IV · four-Friday blend15.33%
Daily EOD
VO14.8%16.1%17.4%2026-10-19: 15.59%2026-10-20: 14.94%2026-10-21: 15.77%2026-10-22: 15.81%2026-10-23: 17.17%2026-10-26: 15.55%2026-10-27: 15.36%2026-10-28: 15.97%2026-10-29: 15.32%2026-10-30: 15.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.59%
14.94%
15.77%
15.81%
17.17%
15.55%
15.36%
15.97%
15.32%
15.33%