IntraAlpha
Create free account Start free

Vanguard Whitehall Funds Vanguard Emerging Markets Government Bond ETF VWOB

i

Market dataready · fetched 2026-10-22T14:53:16.151Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:52:56.038656422Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:53:13.757408+00:00

Share price$63.62
1D+0.2%
$63.48$63.53$63.58$63.63$63.695:30 AM6:30 AM9:00 AM1:00 PMVWOB
Sold putSold call

Vanguard Whitehall Funds Vanguard Emerging Markets Government Bond ETF options

Live interpolated VWOB call and put midpoint premiums by absolute delta.Vanguard Whitehall Funds Vanguard Emerging Markets Government Bond ETF$1.14$2.76$4.38$6.01$7.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVWOB PRICE$1.31$1.43$1.54$1.64$1.74$1.83$1.92$7.16$3.27$4.76
PutsExpensive3.43×
CallsExpensive1.64×
SkewBearish+16.81 pp
Implied move——
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ63.9518.9%2.6%
55Δ63.5717.7%2.2%
60Δ63.2016.4%1.8%
65Δ62.8915.2%1.4%
70Δ62.6614.0%1.2%69.4150.0%2.2%
75Δ62.4312.7%1.0%66.5620.9%0.5%
80Δ62.2011.5%0.8%68.1225.2%0.4%

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
63.95
IV
18.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
63.57
IV
17.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
63.20
IV
16.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
62.89
IV
15.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
62.66
IV
14.0%
B/E move
1.2%
Puts
Pseudo strike
69.41
IV
50.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
62.43
IV
12.7%
B/E move
1.0%
Puts
Pseudo strike
66.56
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
62.20
IV
11.5%
B/E move
0.8%
Puts
Pseudo strike
68.12
IV
25.2%
B/E move
0.4%

Options history

No recorded observations