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Vanguard ESG International Stock ETF VSGX

i

Market datapartial · fetched 2026-11-13T02:53:59.075Z

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 · 2026-11-13T01:00:07.998280405Z

FundamentalsAlpha Vantage · unavailable

Share price$78.57
1D+0.1%
AH$78.35$78.50$78.65$78.80$78.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSGX
Sold putSold callAH

Vanguard ESG International Stock ETF options

Live interpolated VSGX call and put midpoint premiums by absolute delta.Vanguard ESG International Stock ETF$1.42$1.96$2.51$3.06$3.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVSGX PRICE$1.48$1.48$1.52$1.61$1.72$1.51$1.92$2.33$2.82$3.45$1.48$1.48$1.55$1.62$1.71$1.84$1.99$2.06$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.81107.0%13.0%
25Δ86.9092.2%12.5%73.1081.5%8.8%
30Δ83.5371.5%8.2%75.0567.6%6.5%
35Δ81.6359.1%5.8%76.3957.5%4.8%
40Δ80.5052.1%4.5%77.3850.3%3.7%
45Δ79.6146.7%3.5%78.1545.5%2.9%
50Δ78.7742.1%2.3%
55Δ
60Δ77.9624.6%1.1%
65Δ77.4626.8%1.0%
70Δ76.9628.9%0.9%
75Δ76.3630.1%0.8%80.3520.6%0.4%
80Δ75.6132.1%0.6%80.8121.2%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.81
IV
107.0%
B/E move
13.0%

25Δ

Calls
Pseudo strike
86.90
IV
92.2%
B/E move
12.5%
Puts
Pseudo strike
73.10
IV
81.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
83.53
IV
71.5%
B/E move
8.2%
Puts
Pseudo strike
75.05
IV
67.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
81.63
IV
59.1%
B/E move
5.8%
Puts
Pseudo strike
76.39
IV
57.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
80.50
IV
52.1%
B/E move
4.5%
Puts
Pseudo strike
77.38
IV
50.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
79.61
IV
46.7%
B/E move
3.5%
Puts
Pseudo strike
78.15
IV
45.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.77
IV
42.1%
B/E move
2.3%

55Δ

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

60Δ

Calls
Pseudo strike
77.96
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
77.46
IV
26.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
76.96
IV
28.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
76.36
IV
30.1%
B/E move
0.8%
Puts
Pseudo strike
80.35
IV
20.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
75.61
IV
32.1%
B/E move
0.6%
Puts
Pseudo strike
80.81
IV
21.2%
B/E move
0.3%

Options history

IV · four-Friday blend18.71%
Daily EOD
VSGX16.6%17.7%18.9%2026-10-19: 17.25%2026-10-20: 16.88%2026-10-21: 16.73%2026-10-22: 17.46%2026-10-23: 18.11%2026-10-26: 18.10%2026-10-27: 18.30%2026-10-28: 18.23%2026-10-29: 17.83%2026-10-30: 18.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.25%
16.88%
16.73%
17.46%
18.11%
18.10%
18.30%
18.23%
17.83%
18.71%