Vanguard Mega Cap Value Index Fund
(MGV)
New York Stock Exchange Arca - Financial Services - Asset Management
$128.28
+1.34, 1.06%
Friday, June 6, 2025 at 08:00 PM
Total Open Interest
Report Date: 2025-06-08
Total Volume
Report Date: 2025-06-08
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
196
Vol 5D
245
Vol 20D
229
Vol 60D
320
52 High
$133.82
52 Low
$112.25
$ Target
-
Mkt Cap
8.8B
Beta
0.79
Profit %
-
Divd %
2.23%
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
11
1D
1.06%
5D
1.06%
10D
2.35%
1M
3.19%
3M
-0.73%
6M
-1.67%
1Y
-
Open Interest by Expiration
Report Date: 2025-06-08
30D RVOL & IVOL
Report Date: 2025-06-08
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-06-08
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 | 124.0 | 1.0 |
| 2025-06-20 | CALL | 122.0 | 1.0 |
| 2025-06-20 | CALL | 125.0 | 1.0 |
| 2025-06-20 | CALL | 120.0 | 1.0 |
| 2025-06-20 | PUT | 116.0 | 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 |
| 2025-06-20 | CALL | 121.0 | 0.0 |
| 2025-06-20 | CALL | 123.0 | 0.0 |
| 2025-06-20 | CALL | 126.0 | 0.0 |
| 2025-06-20 | CALL | 127.0 | 0.0 |
| 2025-06-20 | CALL | 128.0 | 0.0 |
| 2025-06-20 | CALL | 129.0 | 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 | 130.0 | 7.0 |
| 2025-07-18 | CALL | 125.0 | 7.0 |
| 2025-10-17 | PUT | 127.0 | 5.0 |
| 2025-10-17 | CALL | 124.0 | 3.0 |
| 2025-10-17 | CALL | 135.0 | 3.0 |
| 2025-10-17 | CALL | 115.0 | 2.0 |
| 2025-07-18 | PUT | 120.0 | 2.0 |
| 2025-07-18 | CALL | 131.0 | 2.0 |
| 2025-10-17 | CALL | 120.0 | 2.0 |
| 2025-06-20 | CALL | 125.0 | 1.0 |
| 2025-07-18 | CALL | 127.0 | 1.0 |
| 2025-07-18 | CALL | 129.0 | 1.0 |
| 2025-10-17 | CALL | 129.0 | 1.0 |
| 2025-06-20 | CALL | 120.0 | 1.0 |
| 2025-06-20 | CALL | 122.0 | 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 | 115.00 | PUT | 0 | 0.00 | $60.00 | 14.0% | 0.0% | $0.01 |
| 2025-06-20 | 116.00 | PUT | 0 | 0.00 | $450.00 | 1500.0% | 0.0% | $0.25 |
| 2025-06-20 | 117.00 | PUT | 0 | 0.00 | $60.00 | 14.0% | 0.0% | $0.10 |
| 2025-06-20 | 118.00 | PUT | 0 | 0.00 | $305.00 | 174.0% | 0.0% | $0.97 |
| 2025-06-20 | 119.00 | PUT | 0 | 0.00 | $60.00 | 14.0% | 1.0% | $0.48 |
| 2025-06-20 | 120.00 | PUT | 0 | 0.00 | $60.00 | 14.0% | 2.0% | $1.13 |
| 2025-06-20 | 121.00 | PUT | 0 | 0.00 | $60.00 | 14.0% | 4.0% | $2.42 |
| 2025-06-20 | 122.00 | PUT | 0 | 0.00 | $50.00 | 12.0% | 6.0% | $3.22 |
| 2025-06-20 | 123.00 | PUT | 0 | 0.00 | $50.00 | 12.0% | 12.0% | $6.06 |
| 2025-06-20 | 124.00 | PUT | 0 | 0.00 | $40.00 | 9.0% | 21.0% | $8.45 |
| 2025-06-20 | 125.00 | PUT | 0 | 0.00 | $40.00 | 9.0% | 34.0% | $13.68 |
| 2025-06-20 | 126.00 | PUT | 0 | 0.00 | $20.00 | 4.0% | 52.0% | $10.31 |
| 2025-06-20 | 127.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 65.0% | $0.00 |
| 2025-06-20 | 128.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 88.0% | $0.00 |
| 2025-06-20 | 129.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 80.0% | $0.00 |
| 2025-06-20 | 130.00 | CALL | 0 | 0.00 | $20.00 | 4.0% | 58.0% | $11.65 |
| 2025-06-20 | 135.00 | CALL | 0 | 0.00 | $60.00 | 14.0% | 5.0% | $3.07 |
| 2025-06-20 | 140.00 | CALL | 0 | 0.00 | $80.00 | 20.0% | 0.0% | $0.06 |
Call/Put Open Interest and Volatility Skew
Vega