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Vanguard Morningstar Mid-Cap ETF VO

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Market datapartial · fetched 2026-10-22T23:07:49.979Z

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 · 2026-10-22T22:30:00.000841237Z

FundamentalsAlpha Vantage · unavailable

Share price$81.27
1D-0.5%
AH$80.50$80.71$80.92$81.13$81.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVO
Sold putSold callAH

Vanguard Morningstar Mid-Cap ETF options

Live interpolated VO call and put midpoint premiums by absolute delta.Vanguard Morningstar Mid-Cap ETF$0.16$1.54$2.91$4.29$5.66$75.06$78.30$81.53$84.77$88.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VO spot · $81.27VO PRICE$0.31$0.46$0.60$0.76$0.93$1.10$1.43$1.77$2.03$2.26$2.74$3.35$3.96$0.51$0.79$1.08$1.22$1.31$1.47$1.89$2.27$2.62$2.83$3.00$3.62$5.26
PutsCheap0.93×
CallsCheap0.64×
SkewBearish+4.70 pp
Implied moveBearish±$3.31
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.9212.0%3.6%78.0119.2%4.6%
25Δ83.5812.8%3.4%78.4621.4%4.4%
30Δ83.2313.6%3.2%78.9223.6%4.2%
35Δ82.8614.2%2.9%79.7421.9%3.4%
40Δ82.4414.3%2.6%80.4819.6%2.6%
45Δ82.0114.4%2.3%81.1218.1%2.0%
50Δ81.5615.7%2.1%81.6819.6%1.8%
55Δ81.1117.0%2.0%82.2620.4%1.6%
60Δ80.6416.9%1.7%82.8520.3%1.3%
65Δ80.1716.4%1.4%83.3319.2%1.0%
70Δ79.5316.9%1.2%83.7617.7%0.6%
75Δ78.7917.9%1.1%84.5518.3%0.4%
80Δ78.0518.9%0.9%86.2422.8%0.4%

20Δ

Calls
Pseudo strike
83.92
IV
12.0%
B/E move
3.6%
Puts
Pseudo strike
78.01
IV
19.2%
B/E move
4.6%

25Δ

Calls
Pseudo strike
83.58
IV
12.8%
B/E move
3.4%
Puts
Pseudo strike
78.46
IV
21.4%
B/E move
4.4%

30Δ

Calls
Pseudo strike
83.23
IV
13.6%
B/E move
3.2%
Puts
Pseudo strike
78.92
IV
23.6%
B/E move
4.2%

35Δ

Calls
Pseudo strike
82.86
IV
14.2%
B/E move
2.9%
Puts
Pseudo strike
79.74
IV
21.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
82.44
IV
14.3%
B/E move
2.6%
Puts
Pseudo strike
80.48
IV
19.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
82.01
IV
14.4%
B/E move
2.3%
Puts
Pseudo strike
81.12
IV
18.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
81.56
IV
15.7%
B/E move
2.1%
Puts
Pseudo strike
81.68
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
81.11
IV
17.0%
B/E move
2.0%
Puts
Pseudo strike
82.26
IV
20.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
80.64
IV
16.9%
B/E move
1.7%
Puts
Pseudo strike
82.85
IV
20.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
80.17
IV
16.4%
B/E move
1.4%
Puts
Pseudo strike
83.33
IV
19.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
79.53
IV
16.9%
B/E move
1.2%
Puts
Pseudo strike
83.76
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
78.79
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
84.55
IV
18.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
78.05
IV
18.9%
B/E move
0.9%
Puts
Pseudo strike
86.24
IV
22.8%
B/E move
0.4%

Options history

No recorded observations