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Vanguard Morningstar Mid-Cap Value ETF VOE

i

Market dataready · fetched 2026-11-12T03:17:41.120Z

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 · 2026-11-12T01:00:00.13982036Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:17:40.712758+00:00

Share price$212.92
1D+0.3%
AH$211.11$211.60$212.08$212.57$213.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOE
Sold putSold callAH

Vanguard Morningstar Mid-Cap Value ETF options

Live interpolated VOE call and put midpoint premiums by absolute delta.Vanguard Morningstar Mid-Cap Value ETF$1.14$3.19$5.25$7.30$9.36$201.39$206.48$211.57$216.66$221.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VOE spot · $212.92VOE PRICE$2.45$1.36$1.57$1.77$1.91$2.04$2.18$2.32$2.45$2.59$2.73$2.86$2.45$2.45$2.46$2.47$2.56$2.67$2.78$2.90$3.01$3.47$5.15$6.82$8.77
PutsExpensive1.44×
Calls——
Skew——
Implied moveBearish±$4.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ234.9070.1%11.5%197.1763.5%8.5%
25Δ203.0148.7%5.8%
30Δ217.6122.5%2.8%206.6038.9%4.1%
35Δ216.2020.9%2.3%209.2531.2%2.9%
40Δ214.9319.3%1.8%210.6527.2%2.3%
45Δ214.4618.1%1.6%211.5624.7%1.9%
50Δ213.9916.9%1.5%212.4722.1%1.5%
55Δ213.5215.7%1.3%213.3819.6%1.1%
60Δ213.0514.4%1.1%214.2917.1%0.8%
65Δ212.5813.2%1.0%215.3815.9%0.5%
70Δ212.1112.0%0.8%217.1319.5%0.4%
75Δ211.6410.8%0.7%218.8823.0%0.4%
80Δ211.179.6%0.5%220.9526.0%0.3%

20Δ

Calls
Pseudo strike
234.90
IV
70.1%
B/E move
11.5%
Puts
Pseudo strike
197.17
IV
63.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
203.01
IV
48.7%
B/E move
5.8%

30Δ

Calls
Pseudo strike
217.61
IV
22.5%
B/E move
2.8%
Puts
Pseudo strike
206.60
IV
38.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
216.20
IV
20.9%
B/E move
2.3%
Puts
Pseudo strike
209.25
IV
31.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
214.93
IV
19.3%
B/E move
1.8%
Puts
Pseudo strike
210.65
IV
27.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
214.46
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
211.56
IV
24.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
213.99
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
212.47
IV
22.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
213.52
IV
15.7%
B/E move
1.3%
Puts
Pseudo strike
213.38
IV
19.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
213.05
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
214.29
IV
17.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
212.58
IV
13.2%
B/E move
1.0%
Puts
Pseudo strike
215.38
IV
15.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
212.11
IV
12.0%
B/E move
0.8%
Puts
Pseudo strike
217.13
IV
19.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
211.64
IV
10.8%
B/E move
0.7%
Puts
Pseudo strike
218.88
IV
23.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
211.17
IV
9.6%
B/E move
0.5%
Puts
Pseudo strike
220.95
IV
26.0%
B/E move
0.3%

Options history

IV · four-Friday blend14.55%
Daily EOD
VOE13.3%14.0%14.6%2026-10-19: 13.65%2026-10-20: 13.93%2026-10-21: 13.51%2026-10-22: 13.89%2026-10-23: 14.02%2026-10-26: 14.24%2026-10-27: 14.00%2026-10-28: 13.43%2026-10-29: 13.49%2026-10-30: 14.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.65%
13.93%
13.51%
13.89%
14.02%
14.24%
14.00%
13.43%
13.49%
14.55%