IntraAlpha
Create free account Start free

Vanguard FTSE Europe ETF VGK

i

Market dataready · fetched 2026-10-23T04:07:27.591Z

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 · ready · fetched 2026-10-23T04:07:27.167833+00:00

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$1.67$3.06$4.44$5.82$80.45$83.59$86.72$89.86$92.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGK spot · $86.80VGK PRICE$0.44$0.59$0.77$0.96$1.16$1.41$1.69$1.89$2.07$2.66$3.43$4.11$4.72$0.61$0.74$1.08$1.38$1.21$1.45$1.72$2.03$2.27$2.44$2.62$3.14$5.43
PutsCheap0.88×
CallsCheap0.89×
SkewBearish+0.40 pp
Implied moveBalanced±$3.41
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.6016.5%4.9%82.8222.2%5.3%
25Δ89.9416.8%4.3%84.0219.9%4.1%
30Δ89.3617.1%3.8%84.5222.0%3.9%
35Δ88.7817.2%3.4%85.0723.6%3.6%
40Δ88.2317.3%3.0%86.1217.1%2.2%
45Δ87.7017.6%2.7%86.6417.2%1.9%
50Δ87.1718.1%2.4%87.1717.3%1.6%
55Δ86.6617.5%2.0%87.7017.5%1.3%
60Δ86.1716.5%1.7%88.1817.0%1.0%
65Δ85.4518.3%1.5%88.6015.9%0.7%
70Δ84.6020.7%1.4%89.0314.8%0.5%
75Δ83.7521.7%1.2%89.6715.2%0.3%
80Δ82.9221.6%1.0%91.9122.5%0.4%

20Δ

Calls
Pseudo strike
90.60
IV
16.5%
B/E move
4.9%
Puts
Pseudo strike
82.82
IV
22.2%
B/E move
5.3%

25Δ

Calls
Pseudo strike
89.94
IV
16.8%
B/E move
4.3%
Puts
Pseudo strike
84.02
IV
19.9%
B/E move
4.1%

30Δ

Calls
Pseudo strike
89.36
IV
17.1%
B/E move
3.8%
Puts
Pseudo strike
84.52
IV
22.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
88.78
IV
17.2%
B/E move
3.4%
Puts
Pseudo strike
85.07
IV
23.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
88.23
IV
17.3%
B/E move
3.0%
Puts
Pseudo strike
86.12
IV
17.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
87.70
IV
17.6%
B/E move
2.7%
Puts
Pseudo strike
86.64
IV
17.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
87.17
IV
18.1%
B/E move
2.4%
Puts
Pseudo strike
87.17
IV
17.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
86.66
IV
17.5%
B/E move
2.0%
Puts
Pseudo strike
87.70
IV
17.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
86.17
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
88.18
IV
17.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
85.45
IV
18.3%
B/E move
1.5%
Puts
Pseudo strike
88.60
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
84.60
IV
20.7%
B/E move
1.4%
Puts
Pseudo strike
89.03
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
83.75
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
89.67
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
82.92
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
91.91
IV
22.5%
B/E move
0.4%

Options history

No recorded observations