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Vanguard FTSE All-World Ex-US ETF VEU

i

Market dataready · fetched 2026-11-13T01:29:51.188Z

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 · 2026-11-13T01:00:00.129197415Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:29:50.742725+00:00

Share price$80.96
1D+0.5%
AH$80.78$80.93$81.09$81.24$81.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVEU
Sold putSold callAH

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$0.50$1.14$1.77$2.41$3.05$78.31$79.62$80.93$82.25$83.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VEU spot · $80.96VEU PRICE$0.57$0.73$0.87$0.97$1.09$1.20$1.34$1.48$1.63$1.98$2.36$2.87$0.63$0.82$0.92$1.00$1.06$1.12$1.21$1.30$1.39$1.61$1.93$2.26
Puts——
Calls——
Skew——
Implied moveBullish±$2.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ83.7832.5%4.2%78.4434.1%3.9%
30Δ83.2333.0%3.7%78.9835.3%3.5%
35Δ82.6331.8%3.1%79.6332.0%2.8%
40Δ82.0029.3%2.5%80.1928.8%2.2%
45Δ81.5527.5%2.1%80.6525.7%1.7%
50Δ81.1025.7%1.7%81.0623.0%1.3%
55Δ80.7424.5%1.4%81.3421.4%1.0%
60Δ80.3923.4%1.1%81.6119.9%0.8%
65Δ80.0522.4%0.9%81.8918.4%0.6%
70Δ79.5923.2%0.8%82.2418.1%0.4%
75Δ79.1124.4%0.6%82.6318.6%0.3%
80Δ78.5125.6%0.5%83.0419.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
83.78
IV
32.5%
B/E move
4.2%
Puts
Pseudo strike
78.44
IV
34.1%
B/E move
3.9%

30Δ

Calls
Pseudo strike
83.23
IV
33.0%
B/E move
3.7%
Puts
Pseudo strike
78.98
IV
35.3%
B/E move
3.5%

35Δ

Calls
Pseudo strike
82.63
IV
31.8%
B/E move
3.1%
Puts
Pseudo strike
79.63
IV
32.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
82.00
IV
29.3%
B/E move
2.5%
Puts
Pseudo strike
80.19
IV
28.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
81.55
IV
27.5%
B/E move
2.1%
Puts
Pseudo strike
80.65
IV
25.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
81.10
IV
25.7%
B/E move
1.7%
Puts
Pseudo strike
81.06
IV
23.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
80.74
IV
24.5%
B/E move
1.4%
Puts
Pseudo strike
81.34
IV
21.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
80.39
IV
23.4%
B/E move
1.1%
Puts
Pseudo strike
81.61
IV
19.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
80.05
IV
22.4%
B/E move
0.9%
Puts
Pseudo strike
81.89
IV
18.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
79.59
IV
23.2%
B/E move
0.8%
Puts
Pseudo strike
82.24
IV
18.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
79.11
IV
24.4%
B/E move
0.6%
Puts
Pseudo strike
82.63
IV
18.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
78.51
IV
25.6%
B/E move
0.5%
Puts
Pseudo strike
83.04
IV
19.2%
B/E move
0.2%

Options history

IV · four-Friday blend40.86%
Daily EOD
VEU15.4%29.1%42.7%2026-10-19: 17.24%2026-10-20: 17.94%2026-10-21: 33.23%2026-10-22: 17.41%2026-10-23: 23.19%2026-10-26: 20.46%2026-10-27: 24.88%2026-10-28: 23.66%2026-10-29: 27.95%2026-10-30: 40.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.24%
17.94%
33.23%
17.41%
23.19%
20.46%
24.88%
23.66%
27.95%
40.86%