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Vanguard Morningstar Growth ETF VUG

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Market datapartial · fetched 2026-10-23T04:09:42.899Z

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$4.08$5.94$7.81$79.91$83.59$87.27$90.95$94.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VUG spot · $87.17VUG PRICE$0.56$0.75$0.95$1.19$1.45$1.77$2.16$2.64$3.26$3.70$4.27$5.85$7.27$0.85$0.99$1.26$1.46$1.64$2.17$2.54$2.80$2.99$3.19$3.40$4.94$5.17
PutsExpensive1.19×
CallsExpensive1.24×
SkewBullish-0.80 pp
Implied moveBearish±$4.70
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.0621.3%6.2%81.7230.5%7.2%
25Δ91.1521.3%5.4%83.4426.3%5.4%
30Δ90.3521.3%4.7%84.3826.2%4.6%
35Δ89.6321.5%4.2%85.3224.8%3.8%
40Δ88.9421.8%3.7%86.2622.6%2.9%
45Δ88.2822.3%3.3%86.9025.2%2.8%
50Δ87.6023.2%3.0%87.6425.2%2.4%
55Δ86.8824.5%2.7%88.3323.9%1.9%
60Δ86.0626.3%2.5%88.9522.0%1.4%
65Δ85.2626.0%2.1%89.4820.5%1.0%
70Δ84.4026.0%1.7%89.9918.9%0.7%
75Δ82.7531.5%1.6%91.5823.3%0.6%
80Δ81.1134.1%1.4%92.0721.1%0.3%

20Δ

Calls
Pseudo strike
92.06
IV
21.3%
B/E move
6.2%
Puts
Pseudo strike
81.72
IV
30.5%
B/E move
7.2%

25Δ

Calls
Pseudo strike
91.15
IV
21.3%
B/E move
5.4%
Puts
Pseudo strike
83.44
IV
26.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
90.35
IV
21.3%
B/E move
4.7%
Puts
Pseudo strike
84.38
IV
26.2%
B/E move
4.6%

35Δ

Calls
Pseudo strike
89.63
IV
21.5%
B/E move
4.2%
Puts
Pseudo strike
85.32
IV
24.8%
B/E move
3.8%

40Δ

Calls
Pseudo strike
88.94
IV
21.8%
B/E move
3.7%
Puts
Pseudo strike
86.26
IV
22.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
88.28
IV
22.3%
B/E move
3.3%
Puts
Pseudo strike
86.90
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
87.60
IV
23.2%
B/E move
3.0%
Puts
Pseudo strike
87.64
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
86.88
IV
24.5%
B/E move
2.7%
Puts
Pseudo strike
88.33
IV
23.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
86.06
IV
26.3%
B/E move
2.5%
Puts
Pseudo strike
88.95
IV
22.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
85.26
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
89.48
IV
20.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
84.40
IV
26.0%
B/E move
1.7%
Puts
Pseudo strike
89.99
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
82.75
IV
31.5%
B/E move
1.6%
Puts
Pseudo strike
91.58
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
81.11
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
92.07
IV
21.1%
B/E move
0.3%

Options history

No recorded observations