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Vanguard FTSE All-World Ex-US ETF VEU

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Market dataready · fetched 2026-10-23T02:22:39.982Z

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 · 2026-10-23T00:00:00.139392391Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:22:39.076552+00:00

Share price$80.91
1D-0.4%
AH$80.69$80.85$81.02$81.19$81.355:30 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$0.62$1.73$2.84$3.94$5.05$75.52$78.33$81.15$83.96$86.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEU spot · $80.91VEU PRICE$0.74$0.82$0.91$1.05$1.18$1.34$1.54$1.82$2.19$2.68$3.26$3.87$4.73$0.85$0.95$0.82$1.06$1.26$1.39$1.58$1.84$2.10$2.36$2.66$3.02$3.55
PutsExpensive1.16×
CallsExpensive1.22×
SkewBullish-2.07 pp
Implied moveBalanced±$3.13
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.7030.6%9.3%75.4232.5%7.8%
25Δ85.8026.0%7.1%77.1527.5%5.8%
30Δ83.9521.6%4.9%79.1018.3%3.2%
35Δ83.1120.3%4.0%79.6318.9%2.9%
40Δ82.4018.8%3.3%80.1718.9%2.5%
45Δ81.7817.7%2.7%80.7317.5%1.9%
50Δ81.2717.4%2.4%81.2516.8%1.5%
55Δ80.7417.6%2.0%81.7416.7%1.2%
60Δ80.2018.4%1.8%82.2116.5%1.0%
65Δ79.5519.5%1.6%82.6816.1%0.7%
70Δ78.8320.8%1.5%83.1615.7%0.5%
75Δ78.0421.6%1.2%83.6715.4%0.3%
80Δ77.0223.0%1.0%84.3415.6%0.2%

20Δ

Calls
Pseudo strike
87.70
IV
30.6%
B/E move
9.3%
Puts
Pseudo strike
75.42
IV
32.5%
B/E move
7.8%

25Δ

Calls
Pseudo strike
85.80
IV
26.0%
B/E move
7.1%
Puts
Pseudo strike
77.15
IV
27.5%
B/E move
5.8%

30Δ

Calls
Pseudo strike
83.95
IV
21.6%
B/E move
4.9%
Puts
Pseudo strike
79.10
IV
18.3%
B/E move
3.2%

35Δ

Calls
Pseudo strike
83.11
IV
20.3%
B/E move
4.0%
Puts
Pseudo strike
79.63
IV
18.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
82.40
IV
18.8%
B/E move
3.3%
Puts
Pseudo strike
80.17
IV
18.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
81.78
IV
17.7%
B/E move
2.7%
Puts
Pseudo strike
80.73
IV
17.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
81.27
IV
17.4%
B/E move
2.4%
Puts
Pseudo strike
81.25
IV
16.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
80.74
IV
17.6%
B/E move
2.0%
Puts
Pseudo strike
81.74
IV
16.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
80.20
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
82.21
IV
16.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
79.55
IV
19.5%
B/E move
1.6%
Puts
Pseudo strike
82.68
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
78.83
IV
20.8%
B/E move
1.5%
Puts
Pseudo strike
83.16
IV
15.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
78.04
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
83.67
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
77.02
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
84.34
IV
15.6%
B/E move
0.2%

Options history

No recorded observations