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Vanguard International Equity Index Funds Vanguard Global ex-U.S. Real Estate ETF VNQI

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Market dataready · fetched 2026-11-12T03:48:11.826Z

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 · 2026-11-11T21:00:00.307934022Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:48:11.353616+00:00

Share price$43.44
1D-0.0%
AH$43.34$43.38$43.42$43.46$43.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNQI
Sold putSold callAH

Vanguard International Equity Index Funds Vanguard Global ex-U.S. Real Estate ETF options

Live interpolated VNQI call and put midpoint premiums by absolute delta.Vanguard International Equity Index Funds Vanguard Global ex-U.S. Real Estate ETF$0.68$0.88$1.09$1.30$1.51$39.99$41.75$43.52$45.28$47.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNQI spot · $43.44VNQI PRICE$0.70$0.72$0.73$0.75$0.78$0.83$0.91$0.99$1.07$1.16$1.26$1.35$1.45$0.72$0.72$0.76$0.80$0.84$0.89$0.94$1.00$1.06$1.14$1.23$1.32$1.41
PutsExpensive2.65×
CallsExpensive1.81×
SkewBullish-2.36 pp
Implied moveBalanced±$1.85
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.1199.7%17.0%39.0390.5%11.8%
25Δ47.4877.0%11.0%40.6369.6%8.1%
30Δ45.8760.0%7.3%41.6557.1%5.9%
35Δ44.9449.8%5.2%42.3149.1%4.4%
40Δ44.3843.0%4.0%42.8342.5%3.3%
45Δ43.9037.6%3.0%43.1938.2%2.6%
50Δ43.6135.1%2.5%43.4634.9%2.1%
55Δ43.3132.6%2.0%43.7431.5%1.6%
60Δ43.0230.1%1.5%44.0128.3%1.1%
65Δ42.8228.2%1.3%44.1826.5%0.9%
70Δ42.6326.4%1.0%44.3524.6%0.7%
75Δ42.4424.5%0.8%44.5122.7%0.6%
80Δ42.2522.7%0.6%44.6820.8%0.4%

20Δ

Calls
Pseudo strike
50.11
IV
99.7%
B/E move
17.0%
Puts
Pseudo strike
39.03
IV
90.5%
B/E move
11.8%

25Δ

Calls
Pseudo strike
47.48
IV
77.0%
B/E move
11.0%
Puts
Pseudo strike
40.63
IV
69.6%
B/E move
8.1%

30Δ

Calls
Pseudo strike
45.87
IV
60.0%
B/E move
7.3%
Puts
Pseudo strike
41.65
IV
57.1%
B/E move
5.9%

35Δ

Calls
Pseudo strike
44.94
IV
49.8%
B/E move
5.2%
Puts
Pseudo strike
42.31
IV
49.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
44.38
IV
43.0%
B/E move
4.0%
Puts
Pseudo strike
42.83
IV
42.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
43.90
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
43.19
IV
38.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
43.61
IV
35.1%
B/E move
2.5%
Puts
Pseudo strike
43.46
IV
34.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
43.31
IV
32.6%
B/E move
2.0%
Puts
Pseudo strike
43.74
IV
31.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
43.02
IV
30.1%
B/E move
1.5%
Puts
Pseudo strike
44.01
IV
28.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
42.82
IV
28.2%
B/E move
1.3%
Puts
Pseudo strike
44.18
IV
26.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
42.63
IV
26.4%
B/E move
1.0%
Puts
Pseudo strike
44.35
IV
24.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
42.44
IV
24.5%
B/E move
0.8%
Puts
Pseudo strike
44.51
IV
22.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
42.25
IV
22.7%
B/E move
0.6%
Puts
Pseudo strike
44.68
IV
20.8%
B/E move
0.4%

Options history

IV · four-Friday blend80.77%
Daily EOD
VNQI19.5%74.4%129.4%2026-10-19: 56.89%2026-10-20: 52.29%2026-10-21: 64.26%2026-10-22: 27.10%2026-10-23: 74.28%2026-10-26: 59.66%2026-10-27: 56.25%2026-10-28: 75.64%2026-10-29: 121.80%2026-10-30: 80.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.89%
52.29%
64.26%
27.10%
74.28%
59.66%
56.25%
75.64%
121.80%
80.77%