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Vanguard FTSE Developed Markets ETF VEA

i

Market dataready · fetched 2026-11-13T02:09:39.869Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.102752546Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:38.794500+00:00

Share price$69.43
1D+0.0%
AH$69.25$69.38$69.51$69.63$69.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVEA
Sold putSold callAH

Vanguard FTSE Developed Markets ETF options

Live interpolated VEA call and put midpoint premiums by absolute delta.Vanguard FTSE Developed Markets ETF$0.27$0.98$1.69$2.40$3.11$65.35$67.32$69.28$71.24$73.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VEA spot · $69.43VEA PRICE$0.34$0.40$0.44$0.47$0.52$0.68$0.84$1.01$1.18$1.43$1.68$2.05$2.90$0.45$0.53$0.53$0.54$0.65$0.75$0.85$0.95$1.07$1.19$1.32$1.44
Puts——
CallsCheap0.78×
Skew——
Implied moveBullish±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.4231.3%4.8%
25Δ71.4927.2%3.5%67.5329.3%3.4%
30Δ70.8323.1%2.6%68.1026.6%2.7%
35Δ70.3920.2%2.1%68.5922.0%2.0%
40Δ69.9717.8%1.5%69.0418.2%1.3%
45Δ69.7218.8%1.4%69.2717.8%1.2%
50Δ69.4719.8%1.3%69.4917.5%1.0%
55Δ69.2220.8%1.1%69.7217.2%0.8%
60Δ68.9621.7%1.0%69.9516.9%0.6%
65Δ68.6122.3%0.9%70.1516.2%0.5%
70Δ68.2722.9%0.7%70.3515.5%0.4%
75Δ67.8224.7%0.6%70.5514.8%0.3%
80Δ66.9530.7%0.6%70.7514.0%0.2%

20Δ

Calls
Pseudo strike
72.42
IV
31.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.49
IV
27.2%
B/E move
3.5%
Puts
Pseudo strike
67.53
IV
29.3%
B/E move
3.4%

30Δ

Calls
Pseudo strike
70.83
IV
23.1%
B/E move
2.6%
Puts
Pseudo strike
68.10
IV
26.6%
B/E move
2.7%

35Δ

Calls
Pseudo strike
70.39
IV
20.2%
B/E move
2.1%
Puts
Pseudo strike
68.59
IV
22.0%
B/E move
2.0%

40Δ

Calls
Pseudo strike
69.97
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
69.04
IV
18.2%
B/E move
1.3%

45Δ

Calls
Pseudo strike
69.72
IV
18.8%
B/E move
1.4%
Puts
Pseudo strike
69.27
IV
17.8%
B/E move
1.2%

50Δ

Calls
Pseudo strike
69.47
IV
19.8%
B/E move
1.3%
Puts
Pseudo strike
69.49
IV
17.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
69.22
IV
20.8%
B/E move
1.1%
Puts
Pseudo strike
69.72
IV
17.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
68.96
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
69.95
IV
16.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
68.61
IV
22.3%
B/E move
0.9%
Puts
Pseudo strike
70.15
IV
16.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
68.27
IV
22.9%
B/E move
0.7%
Puts
Pseudo strike
70.35
IV
15.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
67.82
IV
24.7%
B/E move
0.6%
Puts
Pseudo strike
70.55
IV
14.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
66.95
IV
30.7%
B/E move
0.6%
Puts
Pseudo strike
70.75
IV
14.0%
B/E move
0.2%

Options history

IV · four-Friday blend18.51%
Daily EOD
VEA17.4%18.2%19.0%2026-10-19: 17.68%2026-10-20: 17.53%2026-10-21: 18.48%2026-10-22: 18.18%2026-10-23: 18.77%2026-10-26: 18.63%2026-10-27: 18.90%2026-10-28: 18.92%2026-10-29: 17.73%2026-10-30: 18.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.68%
17.53%
18.48%
18.18%
18.77%
18.63%
18.90%
18.92%
17.73%
18.51%