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Vanguard Morningstar Mid-Cap Value ETF VOE

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Market datapartial · fetched 2026-10-22T18:11:10.685Z

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 · 2026-10-22T18:10:50.89222829Z

FundamentalsAlpha Vantage · unavailable

Share price$208.12
1D+0.5%
$206.60$207.03$207.46$207.89$208.325:30 AM6:30 AM9:00 AM1:00 PMVOE
Sold putSold call

Vanguard Morningstar Mid-Cap Value ETF options

Live interpolated VOE call and put midpoint premiums by absolute delta.Vanguard Morningstar Mid-Cap Value ETF$1.02$3.90$6.78$9.66$12.54$192.43$199.19$205.95$212.71$219.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOE spot · $208.12VOE PRICE$1.33$1.79$2.26$2.45$2.45$2.49$3.04$3.60$4.16$4.72$5.32$6.46$7.59$2.45$2.48$2.45$2.50$2.95$3.39$3.84$4.33$5.27$6.22$7.16$8.82$11.71
PutsExpensive1.79×
CallsExpensive1.22×
SkewBearish+4.45 pp
Implied moveBearish±$6.89
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.7117.1%5.2%192.9035.6%8.5%
25Δ216.5818.6%4.9%198.8227.2%5.7%
30Δ215.4520.1%4.6%202.3321.8%4.0%
35Δ213.8218.8%3.9%205.1417.5%2.6%
40Δ211.8515.6%3.0%206.3817.0%2.2%
45Δ209.9412.7%2.1%207.6216.4%1.9%
50Δ208.9412.7%1.9%208.8615.9%1.5%
55Δ207.9412.8%1.6%210.1215.4%1.1%
60Δ206.9412.9%1.4%211.4615.6%0.9%
65Δ205.9412.9%1.2%212.8115.9%0.7%
70Δ204.9113.0%1.0%214.1516.1%0.5%
75Δ203.4913.2%0.9%216.1517.2%0.4%
80Δ202.0713.3%0.7%219.2619.7%0.3%

20Δ

Calls
Pseudo strike
217.71
IV
17.1%
B/E move
5.2%
Puts
Pseudo strike
192.90
IV
35.6%
B/E move
8.5%

25Δ

Calls
Pseudo strike
216.58
IV
18.6%
B/E move
4.9%
Puts
Pseudo strike
198.82
IV
27.2%
B/E move
5.7%

30Δ

Calls
Pseudo strike
215.45
IV
20.1%
B/E move
4.6%
Puts
Pseudo strike
202.33
IV
21.8%
B/E move
4.0%

35Δ

Calls
Pseudo strike
213.82
IV
18.8%
B/E move
3.9%
Puts
Pseudo strike
205.14
IV
17.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
211.85
IV
15.6%
B/E move
3.0%
Puts
Pseudo strike
206.38
IV
17.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
209.94
IV
12.7%
B/E move
2.1%
Puts
Pseudo strike
207.62
IV
16.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
208.94
IV
12.7%
B/E move
1.9%
Puts
Pseudo strike
208.86
IV
15.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
207.94
IV
12.8%
B/E move
1.6%
Puts
Pseudo strike
210.12
IV
15.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
206.94
IV
12.9%
B/E move
1.4%
Puts
Pseudo strike
211.46
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
205.94
IV
12.9%
B/E move
1.2%
Puts
Pseudo strike
212.81
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
204.91
IV
13.0%
B/E move
1.0%
Puts
Pseudo strike
214.15
IV
16.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
203.49
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
216.15
IV
17.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
202.07
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
219.26
IV
19.7%
B/E move
0.3%

Options history

No recorded observations