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

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Market datapartial · fetched 2026-10-22T16:40:56.314Z

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 · 2026-10-22T16:40:02.100732414Z

FundamentalsAlpha Vantage · unavailable

Share price$42.61
1D+0.1%
$42.47$42.52$42.56$42.61$42.655:30 AM6:30 AM9:00 AM1:00 PMVNQI
Sold putSold call

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$0.60$1.03$1.46$1.89$2.33$39.08$40.86$42.65$44.43$46.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNQI spot · $42.61VNQI PRICE$0.65$0.65$0.66$0.69$0.78$0.86$0.95$1.04$1.13$1.22$1.40$1.58$1.76$0.66$0.70$0.75$0.78$0.83$0.92$1.00$1.08$1.16$1.24$1.32$1.40$2.20
PutsExpensive2.20×
CallsExpensive2.14×
SkewBullish-0.63 pp
Implied moveBearish±$1.95
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.9952.1%16.5%38.5946.6%11.0%
25Δ46.2938.3%10.2%40.0537.1%7.6%
30Δ44.8930.0%6.9%40.9931.2%5.6%
35Δ44.1025.6%5.1%41.6126.8%4.2%
40Δ43.6223.6%4.2%42.1223.4%3.1%
45Δ43.1922.0%3.4%42.4621.8%2.5%
50Δ42.8520.6%2.8%42.8020.2%1.9%
55Δ42.5719.4%2.3%43.0818.7%1.4%
60Δ42.2918.2%1.9%43.2817.5%1.2%
65Δ42.0116.9%1.5%43.4816.3%0.9%
70Δ41.7416.5%1.2%43.6815.0%0.6%
75Δ41.4716.1%1.0%43.8913.8%0.3%
80Δ41.2015.7%0.8%44.7218.2%0.2%

20Δ

Calls
Pseudo strike
48.99
IV
52.1%
B/E move
16.5%
Puts
Pseudo strike
38.59
IV
46.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
46.29
IV
38.3%
B/E move
10.2%
Puts
Pseudo strike
40.05
IV
37.1%
B/E move
7.6%

30Δ

Calls
Pseudo strike
44.89
IV
30.0%
B/E move
6.9%
Puts
Pseudo strike
40.99
IV
31.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
44.10
IV
25.6%
B/E move
5.1%
Puts
Pseudo strike
41.61
IV
26.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
43.62
IV
23.6%
B/E move
4.2%
Puts
Pseudo strike
42.12
IV
23.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
43.19
IV
22.0%
B/E move
3.4%
Puts
Pseudo strike
42.46
IV
21.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
42.85
IV
20.6%
B/E move
2.8%
Puts
Pseudo strike
42.80
IV
20.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
42.57
IV
19.4%
B/E move
2.3%
Puts
Pseudo strike
43.08
IV
18.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
42.29
IV
18.2%
B/E move
1.9%
Puts
Pseudo strike
43.28
IV
17.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
42.01
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
43.48
IV
16.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
41.74
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
43.68
IV
15.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
41.47
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
43.89
IV
13.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
41.20
IV
15.7%
B/E move
0.8%
Puts
Pseudo strike
44.72
IV
18.2%
B/E move
0.2%

Options history

No recorded observations