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Vanguard FTSE Pacific ETF VPL

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Market datapartial · fetched 2026-10-22T23:26:56.784Z

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 · 2026-10-22T22:30:00.000790766Z

FundamentalsAlpha Vantage · unavailable

Share price$108.67
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$0.82$3.45$6.09$8.72$11.36$97.75$103.69$109.62$115.56$121.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VPL spot · $108.67VPL PRICE$1.10$1.50$1.76$2.27$2.31$3.33$3.56$4.35$4.59$5.30$6.64$8.62$10.60$1.23$1.69$2.16$2.70$2.61$2.91$3.43$4.05$4.83$5.07$5.99$6.31$6.33
PutsFair1.02×
CallsExpensive1.53×
SkewBullish-4.34 pp
Implied moveBalanced±$6.99
TiltBullish6.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.6033.5%10.1%101.4131.9%7.8%
25Δ117.0134.6%9.1%102.7833.0%7.0%
30Δ114.6831.6%7.2%104.1434.1%6.2%
35Δ113.4833.0%6.5%105.4635.3%5.4%
40Δ111.4927.5%4.7%107.1428.6%3.8%
45Δ110.8633.8%5.1%108.3026.7%3.0%
50Δ109.4530.8%4.0%109.2926.8%2.6%
55Δ108.2032.3%3.6%110.4126.9%2.1%
60Δ107.1229.5%2.8%111.4827.9%1.9%
65Δ105.9329.5%2.4%112.3425.2%1.3%
70Δ104.2831.8%2.1%113.5625.8%1.0%
75Δ102.0535.9%1.8%114.2223.9%0.7%
80Δ99.8239.6%1.6%114.5820.8%0.4%

20Δ

Calls
Pseudo strike
118.60
IV
33.5%
B/E move
10.1%
Puts
Pseudo strike
101.41
IV
31.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
117.01
IV
34.6%
B/E move
9.1%
Puts
Pseudo strike
102.78
IV
33.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
114.68
IV
31.6%
B/E move
7.2%
Puts
Pseudo strike
104.14
IV
34.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
113.48
IV
33.0%
B/E move
6.5%
Puts
Pseudo strike
105.46
IV
35.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
111.49
IV
27.5%
B/E move
4.7%
Puts
Pseudo strike
107.14
IV
28.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
110.86
IV
33.8%
B/E move
5.1%
Puts
Pseudo strike
108.30
IV
26.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
109.45
IV
30.8%
B/E move
4.0%
Puts
Pseudo strike
109.29
IV
26.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
108.20
IV
32.3%
B/E move
3.6%
Puts
Pseudo strike
110.41
IV
26.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
107.12
IV
29.5%
B/E move
2.8%
Puts
Pseudo strike
111.48
IV
27.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
105.93
IV
29.5%
B/E move
2.4%
Puts
Pseudo strike
112.34
IV
25.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
104.28
IV
31.8%
B/E move
2.1%
Puts
Pseudo strike
113.56
IV
25.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
102.05
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
114.22
IV
23.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
99.82
IV
39.6%
B/E move
1.6%
Puts
Pseudo strike
114.58
IV
20.8%
B/E move
0.4%

Options history

No recorded observations