IntraAlpha
Create free account Start free

Vanguard Whitehall Funds Vanguard Emerging Markets Government Bond ETF VWOB

i

Market datapartial · fetched 2026-10-22T23:30:14.114Z

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 · 2026-10-22T20:00:00.074122788Z

FundamentalsAlpha Vantage · unavailable

Share price$63.82
1D+0.5%
AH$63.48$63.59$63.69$63.80$63.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVWOB
Sold putSold callAH

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$0.89$3.09$5.29$7.49$9.70$57.05$60.01$62.96$65.92$68.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VWOB spot · $63.82VWOB PRICE$1.13$1.13$1.13$1.16$1.22$1.30$1.43$1.59$1.75$1.82$1.89$1.96$1.15$1.17$1.19$1.25$1.34$1.50$1.66$1.85$2.09$2.57$4.06$6.68$9.06
PutsExpensive3.37×
CallsExpensive2.33×
SkewBearish+9.57 pp
Implied moveBearish±$2.97
TiltBearish34.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.0853.3%12.4%
25Δ70.2844.7%11.9%59.6241.1%8.4%
30Δ67.7534.7%7.9%61.2433.2%5.9%
35Δ66.2327.9%5.5%62.2728.5%4.4%
40Δ65.3223.7%4.2%63.0625.2%3.3%
45Δ64.6820.9%3.3%63.6323.7%2.6%
50Δ64.1718.8%2.6%64.1622.3%2.1%
55Δ63.7517.7%2.1%64.6321.3%1.6%
60Δ63.3717.0%1.8%65.1220.7%1.2%
65Δ63.0016.2%1.5%65.7121.8%1.1%
70Δ62.7214.8%1.1%67.1828.6%1.1%
75Δ62.4413.3%0.8%69.6840.9%1.3%
80Δ62.1711.8%0.5%72.2147.0%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.08
IV
53.3%
B/E move
12.4%

25Δ

Calls
Pseudo strike
70.28
IV
44.7%
B/E move
11.9%
Puts
Pseudo strike
59.62
IV
41.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
67.75
IV
34.7%
B/E move
7.9%
Puts
Pseudo strike
61.24
IV
33.2%
B/E move
5.9%

35Δ

Calls
Pseudo strike
66.23
IV
27.9%
B/E move
5.5%
Puts
Pseudo strike
62.27
IV
28.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
65.32
IV
23.7%
B/E move
4.2%
Puts
Pseudo strike
63.06
IV
25.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
64.68
IV
20.9%
B/E move
3.3%
Puts
Pseudo strike
63.63
IV
23.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
64.17
IV
18.8%
B/E move
2.6%
Puts
Pseudo strike
64.16
IV
22.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
63.75
IV
17.7%
B/E move
2.1%
Puts
Pseudo strike
64.63
IV
21.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
63.37
IV
17.0%
B/E move
1.8%
Puts
Pseudo strike
65.12
IV
20.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
63.00
IV
16.2%
B/E move
1.5%
Puts
Pseudo strike
65.71
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
62.72
IV
14.8%
B/E move
1.1%
Puts
Pseudo strike
67.18
IV
28.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
62.44
IV
13.3%
B/E move
0.8%
Puts
Pseudo strike
69.68
IV
40.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.17
IV
11.8%
B/E move
0.5%
Puts
Pseudo strike
72.21
IV
47.0%
B/E move
1.0%

Options history

No recorded observations