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Vanguard FTSE Pacific ETF VPL

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Market datapartial · fetched 2026-10-22T21:03:44.811Z

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 · 2026-10-22T20:12:50.345309527Z

FundamentalsAlpha Vantage · unavailable

Share price$109.71
1D+0.1%
AH$108.25$108.64$109.03$109.43$109.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVPL
Sold putSold callAH

Vanguard FTSE Pacific ETF options

Live interpolated VPL call and put midpoint premiums by absolute delta.Vanguard FTSE Pacific ETF$0.67$3.95$7.22$10.50$13.77$97.13$103.24$109.35$115.46$121.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VPL spot · $109.71VPL PRICE$1.02$1.40$1.76$2.01$2.57$1.88$3.12$3.56$4.32$4.58$4.87$5.59$6.92$1.36$1.86$2.36$2.91$2.78$3.42$4.25$4.82$5.62$6.31$6.34$8.16$12.83
PutsExpensive1.19×
CallsExpensive1.25×
SkewBearish+6.47 pp
Implied moveBearish±$7.37
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.9130.8%9.3%101.7934.6%8.5%
25Δ117.4031.6%8.3%103.2736.1%7.6%
30Δ115.7231.3%7.1%104.7437.5%6.7%
35Δ113.9828.8%5.7%106.2337.7%5.8%
40Δ112.9030.6%5.3%108.1130.0%4.0%
45Δ110.8818.1%2.8%109.2531.0%3.5%
50Δ110.2425.9%3.3%110.5632.3%3.1%
55Δ109.3826.1%2.9%111.7031.7%2.6%
60Δ108.2327.2%2.6%113.0231.7%2.1%
65Δ107.4125.2%2.1%114.2030.9%1.7%
70Δ106.5823.1%1.6%114.8627.1%1.1%
75Δ105.5523.0%1.3%116.9329.7%0.9%
80Δ103.9624.1%1.1%121.6139.6%0.8%

20Δ

Calls
Pseudo strike
118.91
IV
30.8%
B/E move
9.3%
Puts
Pseudo strike
101.79
IV
34.6%
B/E move
8.5%

25Δ

Calls
Pseudo strike
117.40
IV
31.6%
B/E move
8.3%
Puts
Pseudo strike
103.27
IV
36.1%
B/E move
7.6%

30Δ

Calls
Pseudo strike
115.72
IV
31.3%
B/E move
7.1%
Puts
Pseudo strike
104.74
IV
37.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
113.98
IV
28.8%
B/E move
5.7%
Puts
Pseudo strike
106.23
IV
37.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
112.90
IV
30.6%
B/E move
5.3%
Puts
Pseudo strike
108.11
IV
30.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
110.88
IV
18.1%
B/E move
2.8%
Puts
Pseudo strike
109.25
IV
31.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
110.24
IV
25.9%
B/E move
3.3%
Puts
Pseudo strike
110.56
IV
32.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
109.38
IV
26.1%
B/E move
2.9%
Puts
Pseudo strike
111.70
IV
31.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
108.23
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
113.02
IV
31.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
107.41
IV
25.2%
B/E move
2.1%
Puts
Pseudo strike
114.20
IV
30.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
106.58
IV
23.1%
B/E move
1.6%
Puts
Pseudo strike
114.86
IV
27.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
105.55
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
116.93
IV
29.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
103.96
IV
24.1%
B/E move
1.1%
Puts
Pseudo strike
121.61
IV
39.6%
B/E move
0.8%

Options history

No recorded observations