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Vanguard Morningstar Mid-Cap Growth ETF VOT

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Market datapartial · fetched 2026-10-23T15:05:46.787Z

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 · 2026-10-23T15:05:38.48880274Z

FundamentalsAlpha Vantage · unavailable

Share price$287.91
1D+0.3%
$285.21$285.97$286.73$287.49$288.255:30 AM6:30 AM9:00 AM1:00 PMVOT
Sold putSold call

Vanguard Morningstar Mid-Cap Growth ETF options

Live interpolated VOT call and put midpoint premiums by absolute delta.Vanguard Morningstar Mid-Cap Growth ETF$1.14$5.57$9.99$14.41$18.83$266.66$277.23$287.79$298.36$308.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOT spot · $287.91VOT PRICE$1.62$2.14$2.73$3.32$4.05$4.77$5.65$6.69$7.73$9.15$10.67$12.57$14.84$2.27$2.87$3.50$4.21$4.92$5.91$6.90$7.98$9.11$10.37$12.16$14.22$17.56
PutsFair1.00×
CallsFair1.01×
SkewBearish+2.76 pp
Implied moveBearish±$12.54
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ302.1118.4%5.5%272.8024.9%6.0%
25Δ299.4318.3%4.7%276.9023.3%4.8%
30Δ297.1018.2%4.1%280.0922.3%3.9%
35Δ294.8118.1%3.5%282.5721.6%3.3%
40Δ292.9018.1%3.1%285.0520.9%2.7%
45Δ291.0018.0%2.7%287.1520.9%2.3%
50Δ289.1218.1%2.4%289.2520.8%1.9%
55Δ287.2618.3%2.1%291.3220.6%1.6%
60Δ285.4018.5%1.8%293.3720.2%1.3%
65Δ283.2918.9%1.6%295.5120.0%1.0%
70Δ281.1119.3%1.3%297.9620.2%0.7%
75Δ278.6019.8%1.1%300.6520.6%0.5%
80Δ275.7620.3%0.9%304.4921.9%0.3%

20Δ

Calls
Pseudo strike
302.11
IV
18.4%
B/E move
5.5%
Puts
Pseudo strike
272.80
IV
24.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
299.43
IV
18.3%
B/E move
4.7%
Puts
Pseudo strike
276.90
IV
23.3%
B/E move
4.8%

30Δ

Calls
Pseudo strike
297.10
IV
18.2%
B/E move
4.1%
Puts
Pseudo strike
280.09
IV
22.3%
B/E move
3.9%

35Δ

Calls
Pseudo strike
294.81
IV
18.1%
B/E move
3.5%
Puts
Pseudo strike
282.57
IV
21.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
292.90
IV
18.1%
B/E move
3.1%
Puts
Pseudo strike
285.05
IV
20.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
291.00
IV
18.0%
B/E move
2.7%
Puts
Pseudo strike
287.15
IV
20.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
289.12
IV
18.1%
B/E move
2.4%
Puts
Pseudo strike
289.25
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
287.26
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
291.32
IV
20.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
285.40
IV
18.5%
B/E move
1.8%
Puts
Pseudo strike
293.37
IV
20.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
283.29
IV
18.9%
B/E move
1.6%
Puts
Pseudo strike
295.51
IV
20.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
281.11
IV
19.3%
B/E move
1.3%
Puts
Pseudo strike
297.96
IV
20.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
278.60
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
300.65
IV
20.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
275.76
IV
20.3%
B/E move
0.9%
Puts
Pseudo strike
304.49
IV
21.9%
B/E move
0.3%

Options history

No recorded observations