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Vanguard FTSE Europe ETF VGK

i

Market dataready · fetched 2026-11-12T15:29:07.329Z

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 · 2026-11-12T15:28:38.221062778Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:29:06.387313+00:00

Share price$88.93
1D-0.4%
$88.80$88.94$89.08$89.22$89.365:30 AM6:30 AM9:00 AM1:00 PMVGK
Sold putSold call

Vanguard FTSE Europe ETF options

Live interpolated VGK call and put midpoint premiums by absolute delta.Vanguard FTSE Europe ETF$0.23$1.31$2.39$3.48$4.56$84.75$86.88$89.02$91.15$93.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VGK spot · $88.92VGK PRICE$0.34$0.45$0.56$0.68$0.89$1.18$1.47$1.61$1.70$1.85$2.11$2.38$4.25$0.38$0.43$0.55$0.67$0.89$1.11$1.34$1.57$1.80$2.03$2.26
Puts——
CallsCheap0.94×
Skew——
Implied moveBullish±$2.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.7623.3%3.6%85.8727.0%3.9%
25Δ91.1622.8%3.0%87.1820.9%2.4%
30Δ90.6622.4%2.6%87.5821.0%2.1%
35Δ90.2022.0%2.2%87.9821.1%1.8%
40Δ89.7923.4%2.0%88.3422.4%1.7%
45Δ89.4326.0%1.9%88.7023.7%1.5%
50Δ89.0628.6%1.8%89.0624.7%1.3%
55Δ88.6827.1%1.5%89.4624.3%1.2%
60Δ88.2824.8%1.2%89.8623.8%1.0%
65Δ87.8923.1%0.9%90.2623.3%0.8%
70Δ87.4822.7%0.8%90.6622.9%0.6%
75Δ87.0822.4%0.6%
80Δ85.2835.2%0.7%

20Δ

Calls
Pseudo strike
91.76
IV
23.3%
B/E move
3.6%
Puts
Pseudo strike
85.87
IV
27.0%
B/E move
3.9%

25Δ

Calls
Pseudo strike
91.16
IV
22.8%
B/E move
3.0%
Puts
Pseudo strike
87.18
IV
20.9%
B/E move
2.4%

30Δ

Calls
Pseudo strike
90.66
IV
22.4%
B/E move
2.6%
Puts
Pseudo strike
87.58
IV
21.0%
B/E move
2.1%

35Δ

Calls
Pseudo strike
90.20
IV
22.0%
B/E move
2.2%
Puts
Pseudo strike
87.98
IV
21.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
89.79
IV
23.4%
B/E move
2.0%
Puts
Pseudo strike
88.34
IV
22.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
89.43
IV
26.0%
B/E move
1.9%
Puts
Pseudo strike
88.70
IV
23.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
89.06
IV
28.6%
B/E move
1.8%
Puts
Pseudo strike
89.06
IV
24.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
88.68
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
89.46
IV
24.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
88.28
IV
24.8%
B/E move
1.2%
Puts
Pseudo strike
89.86
IV
23.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
87.89
IV
23.1%
B/E move
0.9%
Puts
Pseudo strike
90.26
IV
23.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
87.48
IV
22.7%
B/E move
0.8%
Puts
Pseudo strike
90.66
IV
22.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
87.08
IV
22.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
85.28
IV
35.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.45%
Daily EOD
VGK17.0%17.9%18.8%2026-10-19: 17.75%2026-10-20: 18.35%2026-10-21: 18.06%2026-10-22: 17.37%2026-10-23: 18.25%2026-10-26: 18.66%2026-10-27: 18.08%2026-10-28: 17.09%2026-10-29: 17.47%2026-10-30: 17.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.75%
18.35%
18.06%
17.37%
18.25%
18.66%
18.08%
17.09%
17.47%
17.45%