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Vanguard FTSE Developed Markets ETF VEA

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Market datapartial · fetched 2026-10-23T21:58:06.724Z

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 · 2026-10-23T21:36:54.430453618Z

FundamentalsAlpha Vantage · unavailable

Share price$69.13
1D+0.3%
AH$68.61$68.76$68.91$69.06$69.215:30 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$0.20$1.68$3.16$4.64$6.13$63.82$66.33$68.83$71.34$73.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEA spot · $69.13VEA PRICE$0.36$0.48$0.61$0.76$0.92$1.08$1.21$1.34$1.66$2.00$2.39$2.79$3.75$0.63$0.92$0.81$0.90$1.06$1.22$1.52$1.83$2.51$2.96$3.17$3.93$5.70
PutsExpensive1.11×
CallsCheap0.88×
SkewBearish+5.38 pp
Implied moveBearish±$2.73
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1916.7%4.9%65.3426.9%6.4%
25Δ71.6817.0%4.4%65.8230.0%6.1%
30Δ71.1717.0%3.8%67.2821.7%3.8%
35Δ70.7017.1%3.4%68.0119.4%2.9%
40Δ70.2717.2%3.0%68.5018.8%2.4%
45Δ69.8417.0%2.6%68.9918.2%2.0%
50Δ69.4416.2%2.2%69.4619.0%1.7%
55Δ69.0315.5%1.8%69.9319.7%1.5%
60Δ68.5816.3%1.6%70.6523.0%1.4%
65Δ68.1317.3%1.5%71.2523.8%1.2%
70Δ67.6217.9%1.3%71.7222.1%0.8%
75Δ67.0818.4%1.1%72.6323.6%0.6%
80Δ66.0521.6%1.0%74.4628.9%0.5%

20Δ

Calls
Pseudo strike
72.19
IV
16.7%
B/E move
4.9%
Puts
Pseudo strike
65.34
IV
26.9%
B/E move
6.4%

25Δ

Calls
Pseudo strike
71.68
IV
17.0%
B/E move
4.4%
Puts
Pseudo strike
65.82
IV
30.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
71.17
IV
17.0%
B/E move
3.8%
Puts
Pseudo strike
67.28
IV
21.7%
B/E move
3.8%

35Δ

Calls
Pseudo strike
70.70
IV
17.1%
B/E move
3.4%
Puts
Pseudo strike
68.01
IV
19.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
70.27
IV
17.2%
B/E move
3.0%
Puts
Pseudo strike
68.50
IV
18.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
69.84
IV
17.0%
B/E move
2.6%
Puts
Pseudo strike
68.99
IV
18.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
69.44
IV
16.2%
B/E move
2.2%
Puts
Pseudo strike
69.46
IV
19.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
69.03
IV
15.5%
B/E move
1.8%
Puts
Pseudo strike
69.93
IV
19.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
68.58
IV
16.3%
B/E move
1.6%
Puts
Pseudo strike
70.65
IV
23.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
68.13
IV
17.3%
B/E move
1.5%
Puts
Pseudo strike
71.25
IV
23.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
67.62
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
71.72
IV
22.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
67.08
IV
18.4%
B/E move
1.1%
Puts
Pseudo strike
72.63
IV
23.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
66.05
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
74.46
IV
28.9%
B/E move
0.5%

Options history

No recorded observations