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Vanguard FTSE Emerging Markets ETF VWO

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Market dataready · fetched 2026-10-15T20:04:59.116Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:33.058633337Z

FundamentalsAlpha Vantage · ready

Share price$58.81
1D+0.7%
AH$58.17$58.34$58.52$58.69$58.865:30 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$1.00$2.00$3.00$4.00$55.46$56.50$57.53$58.57$59.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $58.81OPTION PRICELive VWO spot · $58.81VWO PRICE$0.37$0.27$0.18$0.08$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.33$0.37$0.37$0.37$0.36$0.36$0.36$0.35$0.35$0.97$1.85$2.72$3.70
PutsExpensive4.64×
CallsCheap-7.46×
SkewBearish+160.25 pp
Implied moveBearish±$0.36
TiltBearish85.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.94112.5%6.0%56.4395.8%4.6%
25Δ60.9077.8%4.0%57.0783.8%3.6%
30Δ59.8643.0%2.1%57.3475.1%3.1%
35Δ58.828.2%0.2%57.6066.3%2.7%
40Δ57.77-26.5%1.8%57.8757.6%2.2%
45Δ56.73-61.3%3.5%58.1348.9%1.8%
50Δ55.69-96.0%5.3%58.3940.1%1.3%
55Δ54.65-130.8%7.1%58.6631.4%0.9%
60Δ53.61-165.5%8.8%58.9222.6%0.4%
65Δ52.56-200.3%10.6%59.5838.6%0.3%
70Δ51.52-235.0%12.4%60.3964.8%0.4%
75Δ50.48-269.8%14.2%61.2190.9%0.6%
80Δ49.44-304.6%15.9%62.12119.2%0.7%

20Δ

Calls
Pseudo strike
61.94
IV
112.5%
B/E move
6.0%
Puts
Pseudo strike
56.43
IV
95.8%
B/E move
4.6%

25Δ

Calls
Pseudo strike
60.90
IV
77.8%
B/E move
4.0%
Puts
Pseudo strike
57.07
IV
83.8%
B/E move
3.6%

30Δ

Calls
Pseudo strike
59.86
IV
43.0%
B/E move
2.1%
Puts
Pseudo strike
57.34
IV
75.1%
B/E move
3.1%

35Δ

Calls
Pseudo strike
58.82
IV
8.2%
B/E move
0.2%
Puts
Pseudo strike
57.60
IV
66.3%
B/E move
2.7%

40Δ

Calls
Pseudo strike
57.77
IV
-26.5%
B/E move
1.8%
Puts
Pseudo strike
57.87
IV
57.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
56.73
IV
-61.3%
B/E move
3.5%
Puts
Pseudo strike
58.13
IV
48.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
55.69
IV
-96.0%
B/E move
5.3%
Puts
Pseudo strike
58.39
IV
40.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
54.65
IV
-130.8%
B/E move
7.1%
Puts
Pseudo strike
58.66
IV
31.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
53.61
IV
-165.5%
B/E move
8.8%
Puts
Pseudo strike
58.92
IV
22.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
52.56
IV
-200.3%
B/E move
10.6%
Puts
Pseudo strike
59.58
IV
38.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
51.52
IV
-235.0%
B/E move
12.4%
Puts
Pseudo strike
60.39
IV
64.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
50.48
IV
-269.8%
B/E move
14.2%
Puts
Pseudo strike
61.21
IV
90.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
49.44
IV
-304.6%
B/E move
15.9%
Puts
Pseudo strike
62.12
IV
119.2%
B/E move
0.7%