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Vanguard FTSE Emerging Markets ETF VWO

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Market dataready · fetched 2026-10-15T21:18:25.219Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:55:14.014982771Z

FundamentalsAlpha Vantage · ready

Share price$58.77
1D+0.6%
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$0.03$1.16$2.30$3.44$4.58$56.52$57.59$58.66$59.73$60.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $58.77OPTION PRICELive VWO spot · $58.77VWO PRICE$0.37$0.26$0.15$0.34$0.78$1.21$1.64$2.08$2.51$2.95$3.38$3.81$4.25$0.34$0.37$0.37$0.37$0.37$0.36$0.36$0.36$0.35$0.35$1.28$2.32$3.36
PutsExpensive4.52×
CallsExpensive4.09×
SkewBearish+7.38 pp
Implied moveBullish±$2.00
TiltBullish38.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.91115.3%6.0%56.32101.6%4.8%
25Δ60.7274.7%3.8%57.0685.6%3.6%
30Δ59.5334.1%1.5%57.3077.2%3.1%
35Δ58.7519.5%0.5%57.5468.9%2.7%
40Δ58.2925.8%0.5%57.7760.6%2.3%
45Δ57.8332.1%0.5%58.0152.2%1.9%
50Δ57.3838.4%0.4%58.2543.9%1.5%
55Δ56.9244.7%0.4%58.4935.5%1.1%
60Δ56.4651.0%0.3%58.7327.2%0.7%
65Δ56.0057.3%0.3%58.9718.9%0.3%
70Δ55.5563.6%0.3%59.8645.1%0.3%
75Δ55.0969.9%0.2%60.8375.6%0.4%
80Δ54.6376.2%0.2%61.80106.2%0.6%

20Δ

Calls
Pseudo strike
61.91
IV
115.3%
B/E move
6.0%
Puts
Pseudo strike
56.32
IV
101.6%
B/E move
4.8%

25Δ

Calls
Pseudo strike
60.72
IV
74.7%
B/E move
3.8%
Puts
Pseudo strike
57.06
IV
85.6%
B/E move
3.6%

30Δ

Calls
Pseudo strike
59.53
IV
34.1%
B/E move
1.5%
Puts
Pseudo strike
57.30
IV
77.2%
B/E move
3.1%

35Δ

Calls
Pseudo strike
58.75
IV
19.5%
B/E move
0.5%
Puts
Pseudo strike
57.54
IV
68.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
58.29
IV
25.8%
B/E move
0.5%
Puts
Pseudo strike
57.77
IV
60.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
57.83
IV
32.1%
B/E move
0.5%
Puts
Pseudo strike
58.01
IV
52.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
57.38
IV
38.4%
B/E move
0.4%
Puts
Pseudo strike
58.25
IV
43.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
56.92
IV
44.7%
B/E move
0.4%
Puts
Pseudo strike
58.49
IV
35.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
56.46
IV
51.0%
B/E move
0.3%
Puts
Pseudo strike
58.73
IV
27.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
56.00
IV
57.3%
B/E move
0.3%
Puts
Pseudo strike
58.97
IV
18.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
55.55
IV
63.6%
B/E move
0.3%
Puts
Pseudo strike
59.86
IV
45.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
55.09
IV
69.9%
B/E move
0.2%
Puts
Pseudo strike
60.83
IV
75.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
54.63
IV
76.2%
B/E move
0.2%
Puts
Pseudo strike
61.80
IV
106.2%
B/E move
0.6%