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Vanguard Morningstar Mid-Cap Value ETF VOE

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Market datapartial · fetched 2026-10-22T23:37:13.324Z

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 · 2026-10-22T22:30:00.004329595Z

FundamentalsAlpha Vantage · unavailable

Share price$209.30
1D+1.0%
AH$206.51$207.26$208.01$208.76$209.515:30 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$0.93$3.59$6.26$8.92$11.59$192.34$199.32$206.29$213.26$220.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOE spot · $209.30VOE PRICE$1.21$1.65$2.09$2.48$2.63$2.78$2.94$3.39$3.87$4.35$4.83$5.32$6.28$2.45$2.45$2.45$2.73$3.17$3.62$4.16$5.20$6.24$7.28$8.44$9.63$10.82
PutsExpensive1.92×
CallsExpensive1.14×
SkewBearish+6.50 pp
Implied moveBearish±$7.09
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.9815.3%4.7%194.0635.5%8.5%
25Δ216.9216.6%4.4%200.1426.9%5.5%
30Δ215.8617.9%4.1%203.6621.5%3.9%
35Δ214.7118.5%3.8%205.8919.0%2.9%
40Δ213.1816.6%3.1%207.3418.3%2.5%
45Δ211.6614.7%2.5%208.7817.5%2.0%
50Δ210.1412.8%1.8%210.2317.0%1.5%
55Δ209.2012.3%1.6%211.7117.7%1.3%
60Δ208.3312.0%1.4%213.2018.3%1.1%
65Δ207.4511.7%1.2%214.6819.0%0.9%
70Δ206.5811.3%1.0%216.3018.9%0.7%
75Δ205.7011.0%0.8%217.9518.6%0.5%
80Δ204.3311.3%0.6%219.6118.3%0.2%

20Δ

Calls
Pseudo strike
217.98
IV
15.3%
B/E move
4.7%
Puts
Pseudo strike
194.06
IV
35.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
216.92
IV
16.6%
B/E move
4.4%
Puts
Pseudo strike
200.14
IV
26.9%
B/E move
5.5%

30Δ

Calls
Pseudo strike
215.86
IV
17.9%
B/E move
4.1%
Puts
Pseudo strike
203.66
IV
21.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
214.71
IV
18.5%
B/E move
3.8%
Puts
Pseudo strike
205.89
IV
19.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
213.18
IV
16.6%
B/E move
3.1%
Puts
Pseudo strike
207.34
IV
18.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
211.66
IV
14.7%
B/E move
2.5%
Puts
Pseudo strike
208.78
IV
17.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
210.14
IV
12.8%
B/E move
1.8%
Puts
Pseudo strike
210.23
IV
17.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
209.20
IV
12.3%
B/E move
1.6%
Puts
Pseudo strike
211.71
IV
17.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
208.33
IV
12.0%
B/E move
1.4%
Puts
Pseudo strike
213.20
IV
18.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
207.45
IV
11.7%
B/E move
1.2%
Puts
Pseudo strike
214.68
IV
19.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
206.58
IV
11.3%
B/E move
1.0%
Puts
Pseudo strike
216.30
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
205.70
IV
11.0%
B/E move
0.8%
Puts
Pseudo strike
217.95
IV
18.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
204.33
IV
11.3%
B/E move
0.6%
Puts
Pseudo strike
219.61
IV
18.3%
B/E move
0.2%

Options history

No recorded observations