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Vanguard FTSE Emerging Markets ETF VWO

i

Market dataready · fetched 2026-11-07T04:09:41.030Z

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 · 2026-11-07T01:00:00.005424121Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T04:09:39.742513+00:00

Share price$55.29
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$0.27$0.94$1.61$2.28$2.96$51.37$53.41$55.45$57.48$59.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VWO spot · $55.29VWO PRICE$0.34$0.41$0.49$0.60$0.70$0.76$0.80$0.84$0.90$1.06$1.22$1.37$1.53$0.45$0.58$0.70$0.85$1.04$1.24$1.44$1.68$1.93$2.28$2.76
Puts——
CallsCheap0.63×
Skew——
Implied moveBearish±$1.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.1228.3%5.7%
25Δ57.4726.6%4.7%
30Δ56.8524.3%3.7%54.2420.8%2.7%
35Δ56.4723.8%3.2%54.5421.3%2.4%
40Δ56.0823.3%2.7%54.8321.8%2.1%
45Δ55.7921.6%2.3%55.1322.3%1.8%
50Δ55.5119.5%1.8%55.4522.8%1.6%
55Δ55.2417.4%1.4%55.7723.3%1.4%
60Δ54.9715.6%1.0%56.1023.7%1.1%
65Δ54.7315.5%0.9%56.4623.8%0.9%
70Δ54.5015.4%0.8%56.8223.8%0.7%
75Δ54.2615.3%0.6%57.2824.3%0.5%
80Δ54.0215.2%0.5%57.8425.4%0.4%

20Δ

Calls
Pseudo strike
58.12
IV
28.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
57.47
IV
26.6%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
56.85
IV
24.3%
B/E move
3.7%
Puts
Pseudo strike
54.24
IV
20.8%
B/E move
2.7%

35Δ

Calls
Pseudo strike
56.47
IV
23.8%
B/E move
3.2%
Puts
Pseudo strike
54.54
IV
21.3%
B/E move
2.4%

40Δ

Calls
Pseudo strike
56.08
IV
23.3%
B/E move
2.7%
Puts
Pseudo strike
54.83
IV
21.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
55.79
IV
21.6%
B/E move
2.3%
Puts
Pseudo strike
55.13
IV
22.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
55.51
IV
19.5%
B/E move
1.8%
Puts
Pseudo strike
55.45
IV
22.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
55.24
IV
17.4%
B/E move
1.4%
Puts
Pseudo strike
55.77
IV
23.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
54.97
IV
15.6%
B/E move
1.0%
Puts
Pseudo strike
56.10
IV
23.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
54.73
IV
15.5%
B/E move
0.9%
Puts
Pseudo strike
56.46
IV
23.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
54.50
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
56.82
IV
23.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
54.26
IV
15.3%
B/E move
0.6%
Puts
Pseudo strike
57.28
IV
24.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
54.02
IV
15.2%
B/E move
0.5%
Puts
Pseudo strike
57.84
IV
25.4%
B/E move
0.4%

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%