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Vanguard Whitehall Funds Vanguard International High Dividend Yield ETF VYMI

i

Market dataready · fetched 2026-11-13T18:52:17.513Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:52:00.11339603Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:17.051025+00:00

Share price$102.28
1D-0.3%
$102.03$102.18$102.33$102.47$102.625:30 AM6:30 AM9:00 AM1:00 PMVYMI
Sold putSold call

Vanguard Whitehall Funds Vanguard International High Dividend Yield ETF options

Live interpolated VYMI call and put midpoint premiums by absolute delta.Vanguard Whitehall Funds Vanguard International High Dividend Yield ETF$0.26$0.83$1.39$1.96$2.53$98.62$100.57$102.52$104.47$106.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VYMI spot · $102.28VYMI PRICE$1.01$1.13$1.25$1.37$1.49$1.61$1.79$2.19$0.32$0.47$0.61$0.75$0.90$1.04$1.19$1.33$1.48$1.62$1.77$1.91$2.36
PutsCheap0.82×
Calls——
Skew——
Implied moveBearish±$2.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.2217.5%2.3%
25Δ100.5617.3%2.1%
30Δ100.8917.2%2.0%
35Δ101.2317.0%1.8%
40Δ101.5616.9%1.6%
45Δ102.8421.2%1.5%101.9016.7%1.4%
50Δ102.5320.2%1.3%102.2316.6%1.2%
55Δ102.2119.2%1.1%102.5716.4%1.0%
60Δ101.8918.1%1.0%102.9016.3%0.8%
65Δ101.5717.1%0.8%103.2416.1%0.6%
70Δ101.2516.1%0.6%103.5716.0%0.5%
75Δ100.9015.4%0.4%103.9115.8%0.3%
80Δ100.4216.2%0.3%104.4616.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.22
IV
17.5%
B/E move
2.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.56
IV
17.3%
B/E move
2.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.89
IV
17.2%
B/E move
2.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.23
IV
17.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.56
IV
16.9%
B/E move
1.6%

45Δ

Calls
Pseudo strike
102.84
IV
21.2%
B/E move
1.5%
Puts
Pseudo strike
101.90
IV
16.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
102.53
IV
20.2%
B/E move
1.3%
Puts
Pseudo strike
102.23
IV
16.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
102.21
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
102.57
IV
16.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
101.89
IV
18.1%
B/E move
1.0%
Puts
Pseudo strike
102.90
IV
16.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
101.57
IV
17.1%
B/E move
0.8%
Puts
Pseudo strike
103.24
IV
16.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
101.25
IV
16.1%
B/E move
0.6%
Puts
Pseudo strike
103.57
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
100.90
IV
15.4%
B/E move
0.4%
Puts
Pseudo strike
103.91
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
100.42
IV
16.2%
B/E move
0.3%
Puts
Pseudo strike
104.46
IV
16.8%
B/E move
0.2%

Options history

IV · four-Friday blend13.95%
Daily EOD
VYMI13.8%14.6%15.4%2026-10-19: 14.23%2026-10-20: 14.92%2026-10-21: 14.20%2026-10-22: 15.33%2026-10-23: 15.21%2026-10-26: 14.91%2026-10-27: 15.29%2026-10-28: 14.91%2026-10-29: 14.46%2026-10-30: 13.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.23%
14.92%
14.20%
15.33%
15.21%
14.91%
15.29%
14.91%
14.46%
13.95%