Vanguard Mega Cap Value E... (MGV)
AMEX: MGV
· Real-Time Price · USD
138.23
-0.17 (-0.12%)
At close: Oct 06, 2025, 3:59 PM
138.35
0.09%
After-hours: Oct 06, 2025, 05:43 PM EDT
MGV Volatility Exposure
Vanguard Mega Cap Value ETF has experienced an average implied
volatility of 0.18 and an average realized volatility of 0.05.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. |
|---|---|---|---|---|---|---|
| Sep 24, 2025 | -0.22% | 0 | 181 | +11.04% | 0.21 | n/a |
| Sep 19, 2025 | -0.18% | 20 | 163 | +1.24% | 0.19 | n/a |
| Sep 17, 2025 | +0.34% | 0 | 161 | +0.00% | 0.15 | n/a |
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