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Vanguard FTSE Emerging Markets ETF VWO

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Market dataready · fetched 2026-10-16T00:20:20.994Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.00098382Z

FundamentalsAlpha Vantage · ready

Share price$58.79
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$0.15$1.51$2.86$4.22$5.58$53.62$56.16$58.70$61.24$63.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VWO spot · $58.79VWO PRICE$0.30$0.39$0.51$0.63$0.78$0.94$1.11$1.25$1.37$1.50$2.05$2.77$3.21$0.37$0.48$0.60$0.71$0.87$1.03$1.19$1.35$1.51$1.97$2.96$4.09$5.19
PutsCheap0.79×
CallsCheap0.70×
SkewBearish+2.62 pp
Implied moveBearish±$2.30
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.4014.3%4.9%56.4117.5%4.7%
25Δ60.9414.6%4.3%57.0216.9%3.8%
30Δ60.5514.6%3.9%57.4916.4%3.2%
35Δ60.1514.7%3.4%57.9616.0%2.6%
40Δ59.7914.9%3.0%58.3415.9%2.2%
45Δ59.4415.2%2.7%58.7215.8%1.9%
50Δ59.0915.4%2.4%59.0815.6%1.5%
55Δ58.7614.9%2.1%59.4315.1%1.2%
60Δ58.4514.2%1.7%59.7714.7%0.9%
65Δ58.1313.4%1.4%60.3216.3%0.8%
70Δ57.5215.9%1.3%61.2721.2%0.8%
75Δ56.7818.7%1.3%62.4625.0%0.7%
80Δ56.2118.3%1.1%63.7026.9%0.5%

20Δ

Calls
Pseudo strike
61.40
IV
14.3%
B/E move
4.9%
Puts
Pseudo strike
56.41
IV
17.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
60.94
IV
14.6%
B/E move
4.3%
Puts
Pseudo strike
57.02
IV
16.9%
B/E move
3.8%

30Δ

Calls
Pseudo strike
60.55
IV
14.6%
B/E move
3.9%
Puts
Pseudo strike
57.49
IV
16.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
60.15
IV
14.7%
B/E move
3.4%
Puts
Pseudo strike
57.96
IV
16.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
59.79
IV
14.9%
B/E move
3.0%
Puts
Pseudo strike
58.34
IV
15.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
59.44
IV
15.2%
B/E move
2.7%
Puts
Pseudo strike
58.72
IV
15.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
59.09
IV
15.4%
B/E move
2.4%
Puts
Pseudo strike
59.08
IV
15.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
58.76
IV
14.9%
B/E move
2.1%
Puts
Pseudo strike
59.43
IV
15.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
58.45
IV
14.2%
B/E move
1.7%
Puts
Pseudo strike
59.77
IV
14.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
58.13
IV
13.4%
B/E move
1.4%
Puts
Pseudo strike
60.32
IV
16.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
57.52
IV
15.9%
B/E move
1.3%
Puts
Pseudo strike
61.27
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
56.78
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
62.46
IV
25.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
56.21
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
63.70
IV
26.9%
B/E move
0.5%