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Vanguard FTSE Europe ETF VGK

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Market datapartial · fetched 2026-10-23T03:14:32.495Z

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 · 2026-10-23T00:00:00.002278082Z

FundamentalsAlpha Vantage · unavailable

Share price$86.80
1D-0.3%
AH$86.54$86.69$86.84$86.99$87.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVGK
Sold putSold callAH

Vanguard FTSE Europe ETF options

Live interpolated VGK call and put midpoint premiums by absolute delta.Vanguard FTSE Europe ETF$0.29$1.66$3.03$4.40$5.78$80.45$83.59$86.72$89.86$92.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGK spot · $86.80VGK PRICE$0.44$0.59$0.77$0.95$1.16$1.41$1.68$1.89$2.06$2.64$3.41$4.09$4.67$0.62$0.74$1.08$1.38$1.21$1.46$1.73$2.03$2.28$2.45$2.64$3.16$5.38
PutsCheap0.87×
CallsCheap0.87×
SkewBearish+0.49 pp
Implied moveBalanced±$3.41
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.6116.2%4.9%82.8321.8%5.3%
25Δ89.9516.5%4.3%84.0219.6%4.1%
30Δ89.3616.7%3.8%84.5321.7%3.9%
35Δ88.7916.9%3.4%85.0823.2%3.6%
40Δ88.2417.0%3.0%86.1316.8%2.2%
45Δ87.7017.3%2.7%86.6516.9%1.9%
50Δ87.1717.7%2.4%87.1817.1%1.6%
55Δ86.6717.2%2.0%87.7117.2%1.3%
60Δ86.1816.2%1.7%88.2016.8%1.0%
65Δ85.4717.8%1.5%88.6115.6%0.7%
70Δ84.6220.2%1.4%89.0514.6%0.4%
75Δ83.7721.2%1.2%89.7015.0%0.3%
80Δ82.9821.0%1.0%91.8722.0%0.4%

20Δ

Calls
Pseudo strike
90.61
IV
16.2%
B/E move
4.9%
Puts
Pseudo strike
82.83
IV
21.8%
B/E move
5.3%

25Δ

Calls
Pseudo strike
89.95
IV
16.5%
B/E move
4.3%
Puts
Pseudo strike
84.02
IV
19.6%
B/E move
4.1%

30Δ

Calls
Pseudo strike
89.36
IV
16.7%
B/E move
3.8%
Puts
Pseudo strike
84.53
IV
21.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
88.79
IV
16.9%
B/E move
3.4%
Puts
Pseudo strike
85.08
IV
23.2%
B/E move
3.6%

40Δ

Calls
Pseudo strike
88.24
IV
17.0%
B/E move
3.0%
Puts
Pseudo strike
86.13
IV
16.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
87.70
IV
17.3%
B/E move
2.7%
Puts
Pseudo strike
86.65
IV
16.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
87.17
IV
17.7%
B/E move
2.4%
Puts
Pseudo strike
87.18
IV
17.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
86.67
IV
17.2%
B/E move
2.0%
Puts
Pseudo strike
87.71
IV
17.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
86.18
IV
16.2%
B/E move
1.7%
Puts
Pseudo strike
88.20
IV
16.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
85.47
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
88.61
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
84.62
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
89.05
IV
14.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
83.77
IV
21.2%
B/E move
1.2%
Puts
Pseudo strike
89.70
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
82.98
IV
21.0%
B/E move
1.0%
Puts
Pseudo strike
91.87
IV
22.0%
B/E move
0.4%

Options history

No recorded observations