VO
Vanguard Morningstar Mid-Cap ETOpen81.01+0.09 +0.11%USD
NYSEArca · as of Oct 13, 14:52 ET
Open
80.95
Prev close
80.92
Day range
80.5181.15
52-week range
69.4484.59
Volume
1.60M0.57×
P/E ttm
21.89
EPS ttm
3.70
Div yield
1.40%
From 52w high
−4.23%
VO market-implied price distribution
VO Price at Expiry
7 OTM quotes · ATM IV 16.1%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
58%
spot 81.01
Expected price
81.09
forward 81.35
68% range
77–85
−5.0% / +5.0%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 72.72 | −10.2% |
| 16% | 76.95 | −5.0% |
| 25% | 78.88 | −2.6% |
| 50% (median) | 81.84 | +1.0% |
| 75% | 84.09 | +3.8% |
| 84% | 85.02 | +5.0% |
| 95% | 86.53 | +6.8% |
Move Odds
| Up 5% or more (85.06) | 16% |
|---|---|
| Up 10% or more (89.11) | 0.8% |
| Down 5% or more (76.96) | 16% |
| Down 10% or more (72.91) | 5.4% |
Options price a 10%+ drop at 5.4%, 2.9× the 1.9% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.