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Vanguard ESG International Stock ETF VSGX

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Market datapartial · fetched 2026-10-22T18:29:32.898Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T18:28:11.418263168Z

FundamentalsAlpha Vantage · unavailable

Share price$78.42
1D-0.4%
$78.27$78.42$78.58$78.73$78.895:30 AM6:30 AM9:00 AM1:00 PMVSGX
Sold putSold call

Vanguard ESG International Stock ETF options

Live interpolated VSGX call and put midpoint premiums by absolute delta.Vanguard ESG International Stock ETF$2.43$5.32$8.21$11.10$13.99$65.62$71.63$77.64$83.65$89.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSGX spot · $78.42VSGX PRICE$2.74$3.21$3.68$4.15$4.62$3.09$3.76$5.62$7.51$9.39$11.27$13.16
PutsExpensive1.14×
CallsCheap0.79×
SkewBearish+7.65 pp
Implied moveBearish±$6.50
TiltBearish49.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ78.9118.7%3.3%
50Δ79.8216.1%5.3%79.9819.5%2.8%
55Δ78.9215.9%4.7%82.1821.3%2.4%
60Δ78.0115.7%4.2%84.4023.2%1.9%
65Δ77.1115.4%3.6%86.6225.0%1.5%
70Δ76.2015.2%3.1%88.8426.8%1.1%
75Δ91.0628.7%0.7%
80Δ

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
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.91
IV
18.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
79.82
IV
16.1%
B/E move
5.3%
Puts
Pseudo strike
79.98
IV
19.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
78.92
IV
15.9%
B/E move
4.7%
Puts
Pseudo strike
82.18
IV
21.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
78.01
IV
15.7%
B/E move
4.2%
Puts
Pseudo strike
84.40
IV
23.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
77.11
IV
15.4%
B/E move
3.6%
Puts
Pseudo strike
86.62
IV
25.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
76.20
IV
15.2%
B/E move
3.1%
Puts
Pseudo strike
88.84
IV
26.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.06
IV
28.7%
B/E move
0.7%

80Δ

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

Options history

No recorded observations