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Vanguard Whitehall Funds Vanguard International Dividend Appreciation ETF VIGI

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Market dataready · fetched 2026-10-22T21:00:18.231Z

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 · 2026-10-22T20:00:07.294032907Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:00:17.527013+00:00

Share price$98.86
1D+0.9%
AH$97.89$98.15$98.42$98.68$98.945:30 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$0.92$2.12$3.32$4.52$5.72$89.40$94.38$99.37$104.35$109.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIGI spot · $98.86VIGI PRICE$1.05$1.14$1.28$1.52$2.03$2.24$2.17$2.23$2.51$2.82$3.28$1.06$1.16$1.28$1.39$1.49$1.67$1.83$1.98$2.26$2.67$3.37$4.18$5.38
PutsCheap0.72×
CallsCheap0.52×
SkewBearish+3.53 pp
Implied moveBullish±$3.87
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.2332.5%7.8%
25Δ94.5127.0%5.6%
30Δ102.4620.5%4.7%96.0523.3%4.1%
35Δ101.3218.0%3.6%97.1720.6%3.1%
40Δ100.5316.6%3.0%98.0618.2%2.3%
45Δ99.8616.3%2.6%98.7117.2%1.8%
50Δ99.2718.6%2.5%99.2716.1%1.4%
55Δ98.7518.1%2.2%99.7614.9%1.1%
60Δ98.2915.2%1.6%100.3014.5%0.8%
65Δ97.8313.2%1.2%100.8914.9%0.7%
70Δ97.3612.8%1.0%101.7116.2%0.5%
75Δ96.8712.6%0.8%102.6517.4%0.4%
80Δ96.2812.6%0.7%103.9719.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.23
IV
32.5%
B/E move
7.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.51
IV
27.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
102.46
IV
20.5%
B/E move
4.7%
Puts
Pseudo strike
96.05
IV
23.3%
B/E move
4.1%

35Δ

Calls
Pseudo strike
101.32
IV
18.0%
B/E move
3.6%
Puts
Pseudo strike
97.17
IV
20.6%
B/E move
3.1%

40Δ

Calls
Pseudo strike
100.53
IV
16.6%
B/E move
3.0%
Puts
Pseudo strike
98.06
IV
18.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
99.86
IV
16.3%
B/E move
2.6%
Puts
Pseudo strike
98.71
IV
17.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
99.27
IV
18.6%
B/E move
2.5%
Puts
Pseudo strike
99.27
IV
16.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
98.75
IV
18.1%
B/E move
2.2%
Puts
Pseudo strike
99.76
IV
14.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
98.29
IV
15.2%
B/E move
1.6%
Puts
Pseudo strike
100.30
IV
14.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
97.83
IV
13.2%
B/E move
1.2%
Puts
Pseudo strike
100.89
IV
14.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
97.36
IV
12.8%
B/E move
1.0%
Puts
Pseudo strike
101.71
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
96.87
IV
12.6%
B/E move
0.8%
Puts
Pseudo strike
102.65
IV
17.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
96.28
IV
12.6%
B/E move
0.7%
Puts
Pseudo strike
103.97
IV
19.3%
B/E move
0.3%

Options history

No recorded observations