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Vanguard FTSE All-World Ex-US ETF VEU

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Market datapartial · fetched 2026-10-23T16:42:56.917Z

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 · 2026-10-23T16:42:52.691683242Z

FundamentalsAlpha Vantage · unavailable

Share price$80.76
1D+0.3%
$80.28$80.43$80.58$80.72$80.875:30 AM6:30 AM9:00 AM1:00 PMVEU
Sold putSold call

Vanguard FTSE All-World Ex-US ETF options

Live interpolated VEU call and put midpoint premiums by absolute delta.Vanguard FTSE All-World Ex-US ETF$0.44$1.70$2.96$4.22$5.47$75.24$78.02$80.80$83.58$86.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEU spot · $80.76VEU PRICE$0.73$0.83$0.93$1.02$1.14$1.29$1.45$1.71$2.00$2.39$2.82$3.40$4.26$0.58$0.87$0.77$1.05$1.32$1.52$1.74$2.03$2.37$2.80$3.20$3.63$5.11
PutsExpensive1.27×
CallsExpensive1.35×
SkewBullish-0.34 pp
Implied moveBearish±$3.18
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.5130.7%9.3%77.1721.7%5.2%
25Δ85.6626.6%7.1%77.6424.2%4.9%
30Δ83.8922.7%5.0%79.0817.5%3.0%
35Δ82.8920.0%3.9%79.5318.8%2.8%
40Δ82.1918.5%3.2%79.9920.1%2.6%
45Δ81.6217.5%2.7%80.5619.4%2.1%
50Δ81.1016.7%2.2%81.1118.8%1.7%
55Δ80.6116.8%1.9%81.6518.8%1.4%
60Δ80.1217.1%1.7%82.2118.9%1.1%
65Δ79.5617.6%1.5%82.8219.3%0.9%
70Δ78.9818.3%1.3%83.4119.1%0.7%
75Δ78.2519.1%1.1%84.0318.9%0.4%
80Δ77.2620.9%0.9%85.5822.6%0.4%

20Δ

Calls
Pseudo strike
87.51
IV
30.7%
B/E move
9.3%
Puts
Pseudo strike
77.17
IV
21.7%
B/E move
5.2%

25Δ

Calls
Pseudo strike
85.66
IV
26.6%
B/E move
7.1%
Puts
Pseudo strike
77.64
IV
24.2%
B/E move
4.9%

30Δ

Calls
Pseudo strike
83.89
IV
22.7%
B/E move
5.0%
Puts
Pseudo strike
79.08
IV
17.5%
B/E move
3.0%

35Δ

Calls
Pseudo strike
82.89
IV
20.0%
B/E move
3.9%
Puts
Pseudo strike
79.53
IV
18.8%
B/E move
2.8%

40Δ

Calls
Pseudo strike
82.19
IV
18.5%
B/E move
3.2%
Puts
Pseudo strike
79.99
IV
20.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
81.62
IV
17.5%
B/E move
2.7%
Puts
Pseudo strike
80.56
IV
19.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
81.10
IV
16.7%
B/E move
2.2%
Puts
Pseudo strike
81.11
IV
18.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
80.61
IV
16.8%
B/E move
1.9%
Puts
Pseudo strike
81.65
IV
18.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
80.12
IV
17.1%
B/E move
1.7%
Puts
Pseudo strike
82.21
IV
18.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
79.56
IV
17.6%
B/E move
1.5%
Puts
Pseudo strike
82.82
IV
19.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
78.98
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
83.41
IV
19.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
78.25
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
84.03
IV
18.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
77.26
IV
20.9%
B/E move
0.9%
Puts
Pseudo strike
85.58
IV
22.6%
B/E move
0.4%

Options history

No recorded observations