IntraAlpha
Create free account Start free

Vanguard FTSE Developed Markets ETF VEA

i

Market datapartial · fetched 2026-10-23T15:48:18.404Z

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 · 2026-10-23T15:48:17.029744123Z

FundamentalsAlpha Vantage · unavailable

Share price$69.09
1D+0.4%
$68.61$68.75$68.88$69.02$69.155:30 AM6:30 AM9:00 AM1:00 PMVEA
Sold putSold call

Vanguard FTSE Developed Markets ETF options

Live interpolated VEA call and put midpoint premiums by absolute delta.Vanguard FTSE Developed Markets ETF$0.20$1.67$3.13$4.60$6.06$63.82$66.32$68.83$71.33$73.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEA spot · $69.09VEA PRICE$0.36$0.49$0.64$0.78$0.91$1.06$1.22$1.39$1.72$2.05$2.45$2.88$3.85$0.62$0.91$0.80$0.88$1.08$1.27$1.53$1.80$2.43$2.94$3.14$3.67$5.64
PutsExpensive1.09×
CallsCheap0.90×
SkewBearish+4.69 pp
Implied moveBearish±$2.75
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.2017.0%5.0%65.3326.7%6.3%
25Δ71.6917.4%4.5%65.8129.7%6.1%
30Δ71.2117.8%4.0%67.2621.4%3.8%
35Δ70.7217.6%3.5%68.0118.9%2.8%
40Δ70.2317.1%3.0%68.4718.9%2.5%
45Δ69.7916.7%2.5%68.9419.0%2.1%
50Δ69.3816.4%2.2%69.4119.2%1.8%
55Δ68.9816.1%1.9%69.8819.5%1.5%
60Δ68.5216.9%1.7%70.5722.3%1.4%
65Δ68.0717.8%1.5%71.2023.6%1.2%
70Δ67.5318.4%1.3%71.6521.9%0.8%
75Δ66.9719.0%1.1%72.3722.0%0.6%
80Δ65.9322.2%1.0%74.3928.2%0.5%

20Δ

Calls
Pseudo strike
72.20
IV
17.0%
B/E move
5.0%
Puts
Pseudo strike
65.33
IV
26.7%
B/E move
6.3%

25Δ

Calls
Pseudo strike
71.69
IV
17.4%
B/E move
4.5%
Puts
Pseudo strike
65.81
IV
29.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
71.21
IV
17.8%
B/E move
4.0%
Puts
Pseudo strike
67.26
IV
21.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
70.72
IV
17.6%
B/E move
3.5%
Puts
Pseudo strike
68.01
IV
18.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
70.23
IV
17.1%
B/E move
3.0%
Puts
Pseudo strike
68.47
IV
18.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
69.79
IV
16.7%
B/E move
2.5%
Puts
Pseudo strike
68.94
IV
19.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
69.38
IV
16.4%
B/E move
2.2%
Puts
Pseudo strike
69.41
IV
19.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
68.98
IV
16.1%
B/E move
1.9%
Puts
Pseudo strike
69.88
IV
19.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
68.52
IV
16.9%
B/E move
1.7%
Puts
Pseudo strike
70.57
IV
22.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
68.07
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
71.20
IV
23.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
67.53
IV
18.4%
B/E move
1.3%
Puts
Pseudo strike
71.65
IV
21.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
66.97
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
72.37
IV
22.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
65.93
IV
22.2%
B/E move
1.0%
Puts
Pseudo strike
74.39
IV
28.2%
B/E move
0.5%

Options history

No recorded observations