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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 2026-10-22T17:43:58.321Z

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 · 2026-10-22T17:43:26.236767428Z

FundamentalsAlpha Vantage · unavailable

Share price$42.68
1D+0.3%
$42.47$42.53$42.59$42.64$42.705:30 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$0.87$1.48$2.09$2.70$3.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVNQI PRICE$0.94$1.21$1.49$1.76$2.04$2.31$2.59$2.86$3.14
PutsExpensive2.29×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ42.2124.5%3.3%
45Δ42.6324.5%2.9%
50Δ43.0624.4%2.6%
55Δ43.4824.4%2.3%
60Δ43.9024.3%1.9%
65Δ44.3324.3%1.6%
70Δ44.7524.2%1.2%
75Δ45.1824.2%0.9%
80Δ45.6024.1%0.5%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.21
IV
24.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.63
IV
24.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.06
IV
24.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.48
IV
24.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.90
IV
24.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.33
IV
24.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.75
IV
24.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.18
IV
24.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.60
IV
24.1%
B/E move
0.5%

Options history

No recorded observations