Vanguard Mega Cap Value Index Fund
(MGV)
New York Stock Exchange Arca - Financial Services - Asset Management
Total Open Interest
Report Date: 2025-05-30
Total Volume
Report Date: 2025-05-30
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
209
Vol 5D
234
Vol 20D
239
Vol 60D
336
52 High
$133.82
52 Low
$112.25
$ Target
-
Mkt Cap
8.8B
Beta
0.80
Profit %
-
Divd %
2.26%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
10
1D
0.50%
5D
0.79%
10D
1.10%
1M
2.65%
3M
-2.40%
6M
-3.06%
1Y
-
Open Interest by Expiration
Report Date: 2025-05-30
30D RVOL & IVOL
Report Date: 2025-05-30
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-05-30
Upcoming OpEx: 2025-06-20
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-06-20 | CALL | 125.0 | 1.0 |
| 2025-06-20 | CALL | 124.0 | 1.0 |
| 2025-06-20 | CALL | 122.0 | 1.0 |
| 2025-06-20 | CALL | 120.0 | 1.0 |
| 2025-06-20 | PUT | 128.0 | 0.0 |
| 2025-06-20 | PUT | 129.0 | 0.0 |
| 2025-06-20 | PUT | 130.0 | 0.0 |
| 2025-06-20 | PUT | 135.0 | 0.0 |
| 2025-06-20 | PUT | 140.0 | 0.0 |
| 2025-06-20 | PUT | 145.0 | 0.0 |
| 2025-06-20 | PUT | 123.0 | 0.0 |
| 2025-06-20 | CALL | 100.0 | 0.0 |
| 2025-06-20 | CALL | 105.0 | 0.0 |
| 2025-06-20 | CALL | 110.0 | 0.0 |
| 2025-06-20 | CALL | 114.0 | 0.0 |
| 2025-06-20 | CALL | 115.0 | 0.0 |
| 2025-06-20 | CALL | 116.0 | 0.0 |
| 2025-06-20 | CALL | 117.0 | 0.0 |
| 2025-06-20 | CALL | 118.0 | 0.0 |
| 2025-06-20 | CALL | 119.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | CALL | 90.0 | 337.0 |
| 2025-07-18 | CALL | 80.0 | 12.0 |
| 2025-07-18 | PUT | 125.0 | 12.0 |
| 2025-07-18 | PUT | 130.0 | 9.0 |
| 2025-07-18 | CALL | 125.0 | 7.0 |
| 2025-07-18 | CALL | 130.0 | 7.0 |
| 2025-10-17 | PUT | 127.0 | 5.0 |
| 2025-10-17 | CALL | 124.0 | 3.0 |
| 2025-07-18 | PUT | 120.0 | 2.0 |
| 2025-10-17 | CALL | 115.0 | 2.0 |
| 2025-07-18 | CALL | 131.0 | 2.0 |
| 2025-10-17 | CALL | 120.0 | 2.0 |
| 2025-07-18 | CALL | 120.0 | 1.0 |
| 2025-07-18 | CALL | 127.0 | 1.0 |
| 2025-06-20 | CALL | 120.0 | 1.0 |
| 2025-10-17 | CALL | 135.0 | 1.0 |
| 2025-07-18 | CALL | 129.0 | 1.0 |
| 2025-06-20 | CALL | 122.0 | 1.0 |
| 2025-07-18 | PUT | 115.0 | 1.0 |
| 2025-06-20 | CALL | 124.0 | 1.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-06-20 | 114.00 | PUT | 0 | 0.00 | $60.00 | 14.0% | 0.0% | $0.10 |
| 2025-06-20 | 115.00 | PUT | 0 | 0.00 | $60.00 | 14.0% | 0.0% | $0.19 |
| 2025-06-20 | 116.00 | PUT | 0 | 0.00 | $60.00 | 14.0% | 1.0% | $0.36 |
| 2025-06-20 | 117.00 | PUT | 0 | 0.00 | $450.00 | 900.0% | 1.0% | $6.43 |
| 2025-06-20 | 118.00 | PUT | 0 | 0.00 | $325.00 | 186.0% | 2.0% | $7.95 |
| 2025-06-20 | 119.00 | PUT | 0 | 0.00 | $50.00 | 11.0% | 5.0% | $2.56 |
| 2025-06-20 | 120.00 | PUT | 0 | 0.00 | $40.00 | 9.0% | 8.0% | $3.20 |
| 2025-06-20 | 121.00 | PUT | 0 | 0.00 | $30.00 | 6.0% | 15.0% | $4.41 |
| 2025-06-20 | 122.00 | PUT | 0 | 0.00 | $365.00 | 270.0% | 21.0% | $77.12 |
| 2025-06-20 | 123.00 | PUT | 0 | 0.00 | $20.00 | 4.0% | 34.0% | $6.84 |
| 2025-06-20 | 124.00 | PUT | 0 | 0.00 | $20.00 | 4.0% | 45.0% | $9.07 |
| 2025-06-20 | 125.00 | PUT | 0 | 0.00 | $20.00 | 4.0% | 65.0% | $13.05 |
| 2025-06-20 | 126.00 | PUT | 0 | 0.00 | $20.00 | 4.0% | 80.0% | $16.05 |
| 2025-06-20 | 127.00 | CALL | 0 | 0.00 | $20.00 | 4.0% | 96.0% | $19.20 |
| 2025-06-20 | 128.00 | CALL | 0 | 0.00 | $20.00 | 4.0% | 73.0% | $14.53 |
| 2025-06-20 | 129.00 | CALL | 0 | 0.00 | $20.00 | 4.0% | 58.0% | $11.65 |
| 2025-06-20 | 130.00 | CALL | 0 | 0.00 | $40.00 | 9.0% | 40.0% | $15.81 |
| 2025-06-20 | 135.00 | CALL | 0 | 0.00 | $80.00 | 19.0% | 4.0% | $3.23 |
| 2025-06-20 | 140.00 | CALL | 0 | 0.00 | $80.00 | 19.0% | 0.0% | $0.09 |
| 2025-07-18 | 110.00 | PUT | 0 | 0.00 | $420.00 | 525.0% | 0.0% | $0.24 |
| 2025-07-18 | 115.00 | PUT | 1 | 0.34 | $20.00 | 4.0% | 1.0% | $0.29 |
| 2025-07-18 | 120.00 | PUT | 2 | 1.00 | $20.00 | 4.0% | 15.0% | $2.94 |
| 2025-07-18 | 125.00 | PUT | 12 | 8.30 | $0.00 | 0.0% | 65.0% | $0.00 |
| 2025-07-18 | 126.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 80.0% | $0.00 |
| 2025-07-18 | 127.00 | CALL | 1 | 0.97 | $0.00 | 0.0% | 96.0% | $0.00 |
| 2025-07-18 | 128.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 80.0% | $0.00 |
| 2025-07-18 | 129.00 | CALL | 1 | 1.05 | $0.00 | 0.0% | 65.0% | $0.00 |
| 2025-07-18 | 130.00 | CALL | 7 | 5.87 | $300.00 | 150.0% | 45.0% | $135.98 |
| 2025-07-18 | 131.00 | CALL | 2 | 1.57 | $20.00 | 4.0% | 34.0% | $6.84 |
| 2025-07-18 | 132.00 | CALL | 0 | 0.00 | $20.00 | 4.0% | 25.0% | $5.00 |
| 2025-07-18 | 133.00 | CALL | 0 | 0.00 | $20.00 | 4.0% | 18.0% | $3.54 |
| 2025-07-18 | 134.00 | CALL | 0 | 0.00 | $255.00 | 104.0% | 12.0% | $30.89 |
| 2025-07-18 | 135.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 8.0% | $2.40 |
| 2025-07-18 | 136.00 | CALL | 0 | 0.00 | $40.00 | 9.0% | 5.0% | $2.05 |
| 2025-07-18 | 140.00 | CALL | 0 | 0.00 | $40.00 | 9.0% | 1.0% | $0.24 |
| 2025-07-18 | 145.00 | CALL | 0 | 0.00 | $50.00 | 11.0% | 0.0% | $0.01 |
Call/Put Open Interest and Volatility Skew
Vega