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Vanguard Morningstar Growth ETF VUG

i

Market datapartial · fetched 2026-11-12T15:28:50.065Z

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 · 2026-11-12T15:28:30.684509767Z

FundamentalsAlpha Vantage · unavailable

Share price$84.87
1D+0.9%
$83.81$84.13$84.45$84.77$85.095:30 AM6:30 AM9:00 AM1:00 PMVUG
Sold putSold call

Vanguard Morningstar Growth ETF options

Live interpolated VUG call and put midpoint premiums by absolute delta.Vanguard Morningstar Growth ETF$0.17$1.49$2.82$4.15$5.47$79.53$82.25$84.96$87.67$90.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VUG spot · $84.87VUG PRICE$0.31$0.41$0.49$0.59$0.78$0.98$1.18$1.29$1.40$1.52$1.69$1.88$2.07$0.50$0.65$0.82$0.92$1.03$1.23$1.43$1.68$1.92$2.17$2.42$3.78$5.09
PutsCheap0.91×
CallsCheap0.59×
SkewBearish+9.87 pp
Implied moveBearish±$2.61
TiltBearish23.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.3521.6%3.3%81.4334.7%4.6%
25Δ86.9222.4%2.9%82.2133.8%3.9%
30Δ86.4120.8%2.4%82.8733.2%3.3%
35Δ85.9419.9%2.0%83.5330.4%2.7%
40Δ85.6321.3%1.8%84.1328.0%2.1%
45Δ85.3122.6%1.7%84.5727.9%1.8%
50Δ85.0024.0%1.5%85.0227.8%1.5%
55Δ84.6722.6%1.3%85.4627.7%1.3%
60Δ84.3521.2%1.0%85.9027.5%1.1%
65Δ84.0319.8%0.8%86.3226.8%0.8%
70Δ83.7319.0%0.7%86.7526.0%0.6%
75Δ83.4318.2%0.5%88.0834.9%0.7%
80Δ83.1417.5%0.4%89.4940.3%0.6%

20Δ

Calls
Pseudo strike
87.35
IV
21.6%
B/E move
3.3%
Puts
Pseudo strike
81.43
IV
34.7%
B/E move
4.6%

25Δ

Calls
Pseudo strike
86.92
IV
22.4%
B/E move
2.9%
Puts
Pseudo strike
82.21
IV
33.8%
B/E move
3.9%

30Δ

Calls
Pseudo strike
86.41
IV
20.8%
B/E move
2.4%
Puts
Pseudo strike
82.87
IV
33.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
85.94
IV
19.9%
B/E move
2.0%
Puts
Pseudo strike
83.53
IV
30.4%
B/E move
2.7%

40Δ

Calls
Pseudo strike
85.63
IV
21.3%
B/E move
1.8%
Puts
Pseudo strike
84.13
IV
28.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
85.31
IV
22.6%
B/E move
1.7%
Puts
Pseudo strike
84.57
IV
27.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
85.00
IV
24.0%
B/E move
1.5%
Puts
Pseudo strike
85.02
IV
27.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
84.67
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
85.46
IV
27.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
84.35
IV
21.2%
B/E move
1.0%
Puts
Pseudo strike
85.90
IV
27.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
84.03
IV
19.8%
B/E move
0.8%
Puts
Pseudo strike
86.32
IV
26.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
83.73
IV
19.0%
B/E move
0.7%
Puts
Pseudo strike
86.75
IV
26.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
83.43
IV
18.2%
B/E move
0.5%
Puts
Pseudo strike
88.08
IV
34.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
83.14
IV
17.5%
B/E move
0.4%
Puts
Pseudo strike
89.49
IV
40.3%
B/E move
0.6%

Options history

IV · four-Friday blend22.54%
Daily EOD
VUG19.6%21.2%22.8%2026-10-19: 20.05%2026-10-20: 20.17%2026-10-21: 19.80%2026-10-22: 21.93%2026-10-23: 21.62%2026-10-26: 21.39%2026-10-27: 21.66%2026-10-28: 20.20%2026-10-29: 20.79%2026-10-30: 22.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.05%
20.17%
19.80%
21.93%
21.62%
21.39%
21.66%
20.20%
20.79%
22.54%