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Vanguard Whitehall Funds Vanguard International Dividend Appreciation ETF VIGI

i

Market dataready · fetched 2026-11-12T03:18:38.414Z

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 · 2026-11-11T21:00:00.377171771Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:18:38.027853+00:00

Share price$99.37
1D+0.3%
AH$98.82$98.99$99.17$99.34$99.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIGI
Sold putSold callAH

Vanguard Whitehall Funds Vanguard International Dividend Appreciation ETF options

Live interpolated VIGI call and put midpoint premiums by absolute delta.Vanguard Whitehall Funds Vanguard International Dividend Appreciation ETF$0.77$1.33$1.89$2.45$3.01$85.57$92.14$98.72$105.29$111.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VIGI spot · $99.37VIGI PRICE$1.00$1.05$1.12$1.20$1.32$1.43$1.56$1.69$1.83$2.03$2.33$1.00$0.83$1.09$1.21$1.29$1.41$1.53$1.75$1.99$2.25$2.55$2.85
Puts——
Calls——
Skew——
Implied moveBearish±$2.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.8355.9%7.6%
25Δ
30Δ102.5535.3%4.2%97.5426.1%2.7%
35Δ101.3929.8%3.1%97.9128.8%2.6%
40Δ100.6326.4%2.4%98.4727.1%2.1%
45Δ100.0023.5%1.8%99.0724.3%1.6%
50Δ99.5822.0%1.5%99.5022.6%1.3%
55Δ99.1520.5%1.2%99.9221.0%1.0%
60Δ98.8019.2%1.0%100.3320.4%0.8%
65Δ98.4918.1%0.8%100.7320.0%0.6%
70Δ98.1716.9%0.6%101.1419.6%0.5%
75Δ97.8216.2%0.5%101.5719.1%0.4%
80Δ97.4215.8%0.4%101.9918.7%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.83
IV
55.9%
B/E move
7.6%

25Δ

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

30Δ

Calls
Pseudo strike
102.55
IV
35.3%
B/E move
4.2%
Puts
Pseudo strike
97.54
IV
26.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
101.39
IV
29.8%
B/E move
3.1%
Puts
Pseudo strike
97.91
IV
28.8%
B/E move
2.6%

40Δ

Calls
Pseudo strike
100.63
IV
26.4%
B/E move
2.4%
Puts
Pseudo strike
98.47
IV
27.1%
B/E move
2.1%

45Δ

Calls
Pseudo strike
100.00
IV
23.5%
B/E move
1.8%
Puts
Pseudo strike
99.07
IV
24.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
99.58
IV
22.0%
B/E move
1.5%
Puts
Pseudo strike
99.50
IV
22.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
99.15
IV
20.5%
B/E move
1.2%
Puts
Pseudo strike
99.92
IV
21.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
98.80
IV
19.2%
B/E move
1.0%
Puts
Pseudo strike
100.33
IV
20.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
98.49
IV
18.1%
B/E move
0.8%
Puts
Pseudo strike
100.73
IV
20.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
98.17
IV
16.9%
B/E move
0.6%
Puts
Pseudo strike
101.14
IV
19.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
97.82
IV
16.2%
B/E move
0.5%
Puts
Pseudo strike
101.57
IV
19.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
97.42
IV
15.8%
B/E move
0.4%
Puts
Pseudo strike
101.99
IV
18.7%
B/E move
0.2%

Options history

IV · four-Friday blend15.99%
Daily EOD
VIGI14.4%15.3%16.1%2026-10-19: 15.05%2026-10-20: 14.62%2026-10-21: 14.55%2026-10-22: 15.50%2026-10-23: 14.69%2026-10-26: 15.87%2026-10-27: 15.72%2026-10-28: 15.68%2026-10-29: 15.18%2026-10-30: 15.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.05%
14.62%
14.55%
15.50%
14.69%
15.87%
15.72%
15.68%
15.18%
15.99%