IntraAlpha
Create free account Start free

Vanguard ESG International Stock ETF VSGX

i

Market datapartial · fetched 2026-10-22T23:10:06.633Z

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 · 2026-10-22T22:30:07.94685005Z

FundamentalsAlpha Vantage · unavailable

Share price$78.40
1D-0.4%
AH$78.21$78.38$78.55$78.72$78.895:30 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$0.62$1.81$3.01$4.20$5.40$72.73$75.65$78.57$81.50$84.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSGX spot · $78.40VSGX PRICE$0.75$0.83$0.93$1.05$1.20$1.35$1.59$1.92$2.29$2.70$3.30$4.06$5.05$0.87$0.98$1.06$1.19$1.29$1.45$1.66$1.91$2.18$2.45$2.71$3.04$3.55
PutsExpensive1.11×
CallsExpensive1.43×
SkewBullish-1.58 pp
Implied moveBearish±$3.25
TiltBullish5.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.1431.6%9.5%72.9433.9%8.1%
25Δ82.9226.2%6.8%74.6429.0%6.0%
30Δ81.5923.0%5.3%76.0724.4%4.3%
35Δ80.6420.8%4.2%76.9522.2%3.4%
40Δ79.9219.6%3.5%77.6320.0%2.6%
45Δ79.3018.6%2.9%78.2318.6%2.1%
50Δ78.7418.4%2.5%78.7418.2%1.7%
55Δ78.2119.2%2.2%79.2517.9%1.4%
60Δ77.6419.8%2.0%79.7417.6%1.1%
65Δ77.0420.4%1.7%80.2217.2%0.8%
70Δ76.2821.7%1.5%80.6716.5%0.6%
75Δ75.3723.4%1.3%81.1716.0%0.3%
80Δ74.2225.4%1.1%81.8216.1%0.2%

20Δ

Calls
Pseudo strike
85.14
IV
31.6%
B/E move
9.5%
Puts
Pseudo strike
72.94
IV
33.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
82.92
IV
26.2%
B/E move
6.8%
Puts
Pseudo strike
74.64
IV
29.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
81.59
IV
23.0%
B/E move
5.3%
Puts
Pseudo strike
76.07
IV
24.4%
B/E move
4.3%

35Δ

Calls
Pseudo strike
80.64
IV
20.8%
B/E move
4.2%
Puts
Pseudo strike
76.95
IV
22.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
79.92
IV
19.6%
B/E move
3.5%
Puts
Pseudo strike
77.63
IV
20.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
79.30
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
78.23
IV
18.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
78.74
IV
18.4%
B/E move
2.5%
Puts
Pseudo strike
78.74
IV
18.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
78.21
IV
19.2%
B/E move
2.2%
Puts
Pseudo strike
79.25
IV
17.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
77.64
IV
19.8%
B/E move
2.0%
Puts
Pseudo strike
79.74
IV
17.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
77.04
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
80.22
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
76.28
IV
21.7%
B/E move
1.5%
Puts
Pseudo strike
80.67
IV
16.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
75.37
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
81.17
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
74.22
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
81.82
IV
16.1%
B/E move
0.2%

Options history

No recorded observations