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Vanguard Morningstar Growth ETF VUG

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Market datapartial · fetched 2026-10-23T03:16:00.683Z

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 · 2026-10-23T00:00:00.001020239Z

FundamentalsAlpha Vantage · unavailable

Share price$87.17
1D-1.1%
AH$86.70$87.11$87.53$87.94$88.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVUG
Sold putSold callAH

Vanguard Morningstar Growth ETF options

Live interpolated VUG call and put midpoint premiums by absolute delta.Vanguard Morningstar Growth ETF$0.36$2.22$4.07$5.93$7.79$80.01$83.63$87.25$90.86$94.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VUG spot · $87.17VUG PRICE$0.56$0.74$0.95$1.19$1.45$1.76$2.16$2.63$3.25$3.70$4.26$5.81$7.25$0.85$0.99$1.26$1.46$1.64$2.17$2.54$2.80$2.99$3.20$3.42$4.99$5.27
PutsExpensive1.17×
CallsExpensive1.21×
SkewBullish-0.63 pp
Implied moveBearish±$4.70
TiltBullish3.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.0620.9%6.3%81.7229.9%7.2%
25Δ91.1520.9%5.4%83.4525.9%5.4%
30Δ90.3520.9%4.7%84.3925.8%4.6%
35Δ89.6321.1%4.2%85.3324.4%3.8%
40Δ88.9521.4%3.7%86.2722.3%2.9%
45Δ88.2921.8%3.3%86.9024.8%2.8%
50Δ87.6122.7%3.0%87.6524.8%2.4%
55Δ86.8924.0%2.7%88.3423.5%1.9%
60Δ86.0725.7%2.5%88.9721.7%1.4%
65Δ85.2825.4%2.1%89.4920.1%1.0%
70Δ84.4225.5%1.7%90.0218.7%0.7%
75Δ82.7930.7%1.6%91.6323.2%0.6%
80Δ81.1333.4%1.4%92.1721.2%0.3%

20Δ

Calls
Pseudo strike
92.06
IV
20.9%
B/E move
6.3%
Puts
Pseudo strike
81.72
IV
29.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
91.15
IV
20.9%
B/E move
5.4%
Puts
Pseudo strike
83.45
IV
25.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
90.35
IV
20.9%
B/E move
4.7%
Puts
Pseudo strike
84.39
IV
25.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
89.63
IV
21.1%
B/E move
4.2%
Puts
Pseudo strike
85.33
IV
24.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
88.95
IV
21.4%
B/E move
3.7%
Puts
Pseudo strike
86.27
IV
22.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
88.29
IV
21.8%
B/E move
3.3%
Puts
Pseudo strike
86.90
IV
24.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
87.61
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
87.65
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
86.89
IV
24.0%
B/E move
2.7%
Puts
Pseudo strike
88.34
IV
23.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
86.07
IV
25.7%
B/E move
2.5%
Puts
Pseudo strike
88.97
IV
21.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
85.28
IV
25.4%
B/E move
2.1%
Puts
Pseudo strike
89.49
IV
20.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
84.42
IV
25.5%
B/E move
1.7%
Puts
Pseudo strike
90.02
IV
18.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
82.79
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
91.63
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
81.13
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
92.17
IV
21.2%
B/E move
0.3%

Options history

No recorded observations