IntraAlpha
Create free account Start free

Vanguard STAR Funds Vanguard Total International Stock ETF VXUS

i

Market dataready · fetched 2026-10-21T17:52:57.563Z

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 · 2026-10-21T17:52:49.860762615Z

FundamentalsAlpha Vantage · ready

Share price$84.09
1D+0.1%
$83.81$83.93$84.04$84.15$84.265:30 AM6:30 AM9:00 AM1:00 PMVXUS
Sold putSold call

Vanguard STAR Funds Vanguard Total International Stock ETF options

Live interpolated VXUS call and put midpoint premiums by absolute delta.Vanguard STAR Funds Vanguard Total International Stock ETF$0.26$1.33$2.40$3.48$4.55$78.65$81.34$84.03$86.73$89.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXUS spot · $84.09VXUS PRICE$0.38$0.51$0.68$0.87$1.14$1.41$1.69$1.98$2.38$2.75$3.08$3.47$4.24$0.57$0.74$0.87$1.04$1.21$1.39$1.39$1.38$1.41$1.60$1.79$2.00$3.90
PutsCheap0.82×
CallsFair0.96×
SkewBullish-2.13 pp
Implied moveBullish±$3.08
TiltBullish12.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.3714.0%4.3%80.4620.2%5.0%
25Δ86.8214.4%3.9%81.2919.9%4.2%
30Δ86.3514.8%3.5%82.1518.4%3.3%
35Δ85.8815.4%3.2%82.7517.7%2.8%
40Δ85.3916.1%2.9%83.3517.1%2.3%
45Δ84.9116.8%2.6%83.9516.5%1.8%
50Δ84.4217.5%2.4%84.3414.5%1.4%
55Δ83.9218.2%2.1%84.7012.4%0.9%
60Δ83.3218.9%1.9%85.0610.6%0.5%
65Δ82.7319.1%1.7%85.3710.3%0.4%
70Δ82.1618.6%1.4%85.6910.0%0.2%
75Δ81.5618.1%1.1%86.029.8%0.1%
80Δ80.6519.3%0.9%87.8615.9%0.2%

20Δ

Calls
Pseudo strike
87.37
IV
14.0%
B/E move
4.3%
Puts
Pseudo strike
80.46
IV
20.2%
B/E move
5.0%

25Δ

Calls
Pseudo strike
86.82
IV
14.4%
B/E move
3.9%
Puts
Pseudo strike
81.29
IV
19.9%
B/E move
4.2%

30Δ

Calls
Pseudo strike
86.35
IV
14.8%
B/E move
3.5%
Puts
Pseudo strike
82.15
IV
18.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
85.88
IV
15.4%
B/E move
3.2%
Puts
Pseudo strike
82.75
IV
17.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
85.39
IV
16.1%
B/E move
2.9%
Puts
Pseudo strike
83.35
IV
17.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
84.91
IV
16.8%
B/E move
2.6%
Puts
Pseudo strike
83.95
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
84.42
IV
17.5%
B/E move
2.4%
Puts
Pseudo strike
84.34
IV
14.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
83.92
IV
18.2%
B/E move
2.1%
Puts
Pseudo strike
84.70
IV
12.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
83.32
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
85.06
IV
10.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
82.73
IV
19.1%
B/E move
1.7%
Puts
Pseudo strike
85.37
IV
10.3%
B/E move
0.4%

70Δ

Calls
Pseudo strike
82.16
IV
18.6%
B/E move
1.4%
Puts
Pseudo strike
85.69
IV
10.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
81.56
IV
18.1%
B/E move
1.1%
Puts
Pseudo strike
86.02
IV
9.8%
B/E move
0.1%

80Δ

Calls
Pseudo strike
80.65
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
87.86
IV
15.9%
B/E move
0.2%

Options history

VXUS17.0117.1417.282026-10-19: 17.03%2026-10-20: 17.26%Oct 19Oct 20
Table
DateIV
17.03%
17.26%