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Vanguard FTSE Pacific ETF VPL

i

Market dataready · fetched 2026-11-12T00:53:16.878Z

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 · 2026-11-11T23:30:00.000783625Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:53:16.488755+00:00

Share price$107.67
1D+0.3%
AH$106.66$107.05$107.43$107.81$108.205:30 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$0.56$1.70$2.83$3.97$5.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVPL PRICE$0.69$0.95$1.24$1.11$1.36$1.58$1.66$1.77$2.28$2.70$2.98$3.47$1.03$1.30$1.82$2.71$3.21$3.52$3.75$4.07$4.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ111.1328.1%3.9%
30Δ110.5429.8%3.5%105.1931.2%3.3%
35Δ110.0232.0%3.3%105.8731.6%2.9%
40Δ108.8423.3%2.1%106.4935.6%2.8%
45Δ108.3524.0%1.9%
50Δ107.8724.0%1.7%
55Δ107.4321.8%1.3%108.6633.0%1.6%
60Δ106.9719.9%1.0%109.3833.9%1.4%
65Δ106.3822.0%0.9%110.0432.3%1.1%
70Δ105.8322.9%0.8%110.5730.0%0.8%
75Δ105.3721.9%0.6%111.1528.1%0.5%
80Δ104.7021.4%0.5%112.0328.5%0.4%

20Δ

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

25Δ

Calls
Pseudo strike
111.13
IV
28.1%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
110.54
IV
29.8%
B/E move
3.5%
Puts
Pseudo strike
105.19
IV
31.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
110.02
IV
32.0%
B/E move
3.3%
Puts
Pseudo strike
105.87
IV
31.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
108.84
IV
23.3%
B/E move
2.1%
Puts
Pseudo strike
106.49
IV
35.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
108.35
IV
24.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
107.87
IV
24.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
107.43
IV
21.8%
B/E move
1.3%
Puts
Pseudo strike
108.66
IV
33.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
106.97
IV
19.9%
B/E move
1.0%
Puts
Pseudo strike
109.38
IV
33.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
106.38
IV
22.0%
B/E move
0.9%
Puts
Pseudo strike
110.04
IV
32.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
105.83
IV
22.9%
B/E move
0.8%
Puts
Pseudo strike
110.57
IV
30.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
105.37
IV
21.9%
B/E move
0.6%
Puts
Pseudo strike
111.15
IV
28.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
104.70
IV
21.4%
B/E move
0.5%
Puts
Pseudo strike
112.03
IV
28.5%
B/E move
0.4%

Options history

IV · four-Friday blend28.41%
Daily EOD
VPL23.8%26.3%28.7%2026-10-19: 24.61%2026-10-20: 25.49%2026-10-21: 24.19%2026-10-22: 27.09%2026-10-23: 25.83%2026-10-26: 26.62%2026-10-27: 25.87%2026-10-28: 24.60%2026-10-29: 25.81%2026-10-30: 28.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.61%
25.49%
24.19%
27.09%
25.83%
26.62%
25.87%
24.60%
25.81%
28.41%