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Vanguard Morningstar Mid-Cap Growth ETF VOT

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Market dataready · fetched 2026-10-22T23:00:06.382Z

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 · 2026-10-22T22:30:00.004233422Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:00:03.041814+00:00

Share price$289.24
1D-1.0%
AH$287$289$290$291$2925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOT
Sold putSold callAH

Vanguard Morningstar Mid-Cap Growth ETF options

Live interpolated VOT call and put midpoint premiums by absolute delta.Vanguard Morningstar Mid-Cap Growth ETF$1.48$5.54$9.60$13.66$17.72$268.38$278.55$288.73$298.91$309.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOT spot · $289.24VOT PRICE$1.92$2.34$2.87$3.50$4.17$4.88$5.60$6.75$8.06$9.55$11.67$13.91$16.35$2.18$2.43$3.14$3.84$4.62$5.43$6.30$7.36$8.41$9.79$11.32$13.46$16.55
PutsCheap0.93×
CallsExpensive1.06×
SkewNeutral-0.24 pp
Implied moveBearish±$11.90
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.9722.1%6.8%275.1423.3%5.6%
25Δ302.3220.0%5.3%280.0319.5%4.0%
30Δ298.8618.9%4.3%282.2619.4%3.5%
35Δ296.5918.7%3.8%284.5019.3%3.0%
40Δ294.4218.4%3.2%286.5619.1%2.5%
45Δ292.4818.1%2.8%288.5618.9%2.1%
50Δ290.5417.7%2.4%290.5518.6%1.7%
55Δ288.5618.1%2.1%292.4718.5%1.4%
60Δ286.5718.7%1.9%294.3918.4%1.1%
65Δ284.4319.5%1.6%296.4918.4%0.9%
70Δ281.7420.6%1.4%298.6718.5%0.7%
75Δ278.9121.6%1.2%301.3919.0%0.5%
80Δ275.8222.0%1.0%304.9420.3%0.3%

20Δ

Calls
Pseudo strike
306.97
IV
22.1%
B/E move
6.8%
Puts
Pseudo strike
275.14
IV
23.3%
B/E move
5.6%

25Δ

Calls
Pseudo strike
302.32
IV
20.0%
B/E move
5.3%
Puts
Pseudo strike
280.03
IV
19.5%
B/E move
4.0%

30Δ

Calls
Pseudo strike
298.86
IV
18.9%
B/E move
4.3%
Puts
Pseudo strike
282.26
IV
19.4%
B/E move
3.5%

35Δ

Calls
Pseudo strike
296.59
IV
18.7%
B/E move
3.8%
Puts
Pseudo strike
284.50
IV
19.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
294.42
IV
18.4%
B/E move
3.2%
Puts
Pseudo strike
286.56
IV
19.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
292.48
IV
18.1%
B/E move
2.8%
Puts
Pseudo strike
288.56
IV
18.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
290.54
IV
17.7%
B/E move
2.4%
Puts
Pseudo strike
290.55
IV
18.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
288.56
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
292.47
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
286.57
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
294.39
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
284.43
IV
19.5%
B/E move
1.6%
Puts
Pseudo strike
296.49
IV
18.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
281.74
IV
20.6%
B/E move
1.4%
Puts
Pseudo strike
298.67
IV
18.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
278.91
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
301.39
IV
19.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
275.82
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
304.94
IV
20.3%
B/E move
0.3%

Options history

No recorded observations