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Vanguard FTSE Emerging Markets ETF VWO

i

Market datapartial · fetched 2026-11-06T22:55:20.900Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T22:40:52.975950062Z

FundamentalsAlpha Vantage · unavailable

Share price$55.45
1D-0.1%
AH$54.99$55.21$55.44$55.66$55.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVWO
Sold putSold callAH

Vanguard FTSE Emerging Markets ETF options

Live interpolated VWO call and put midpoint premiums by absolute delta.Vanguard FTSE Emerging Markets ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVWO PRICE
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
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
IV
B/E move

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend19.34%
Daily close
VWO11.8%18.7%25.5%2026-08-10: 19.10%2026-08-11: 18.67%2026-08-12: 18.17%2026-08-13: 18.21%2026-08-14: 16.88%2026-08-17: 17.02%2026-08-18: 18.21%2026-08-19: 16.91%2026-08-20: 18.74%2026-08-21: 16.59%2026-08-24: 17.10%2026-08-25: 16.00%2026-08-26: 14.70%2026-08-27: 13.12%2026-08-28: 13.81%2026-08-31: 14.73%2026-09-01: 14.05%2026-09-02: 14.33%2026-09-03: 14.48%2026-09-04: 12.75%2026-09-08: 14.68%2026-09-09: 15.36%2026-09-10: 15.58%2026-09-11: 15.42%2026-09-14: 16.80%2026-09-15: 20.37%2026-09-16: 24.56%2026-09-18: 14.42%2026-09-21: 14.41%2026-09-22: 15.01%2026-09-23: 15.38%2026-09-24: 16.13%2026-09-25: 15.44%2026-09-28: 15.44%2026-09-29: 14.14%2026-09-30: 15.25%2026-10-01: 15.37%2026-10-02: 15.09%2026-10-05: 15.01%2026-10-06: 14.17%2026-10-07: 15.12%2026-10-08: 14.27%2026-10-09: 15.22%2026-10-12: 15.39%2026-10-13: 16.04%2026-10-14: 16.22%2026-10-16: 17.11%2026-10-19: 16.80%2026-10-20: 16.96%2026-10-21: 15.88%2026-10-22: 17.21%2026-10-23: 18.43%2026-10-26: 17.35%2026-10-27: 18.07%2026-10-28: 17.00%2026-10-29: 20.11%2026-10-30: 19.34%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
19.10%
18.67%
18.17%
18.21%
16.88%
17.02%
18.21%
16.91%
18.74%
16.59%
17.10%
16.00%
14.70%
13.12%
13.81%
14.73%
14.05%
14.33%
14.48%
12.75%
14.68%
15.36%
15.58%
15.42%
16.80%
20.37%
24.56%
14.42%
14.41%
15.01%
15.38%
16.13%
15.44%
15.44%
14.14%
15.25%
15.37%
15.09%
15.01%
14.17%
15.12%
14.27%
15.22%
15.39%
16.04%
16.22%
17.11%
16.80%
16.96%
15.88%
17.21%
18.43%
17.35%
18.07%
17.00%
20.11%
19.34%