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Vanguard Whitehall Funds Vanguard International High Dividend Yield ETF VYMI

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Market dataready · fetched 2026-10-25T18:28:52.682Z

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 · 2026-10-23T20:53:36.827763102Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-25T18:28:52.906779+00:00

Share price$101.32
1D+0.3%
AH$100.83$101.01$101.18$101.36$101.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVYMI
Sold putSold callAH

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$1.60$2.94$4.29$5.63$93.56$97.34$101.12$104.90$108.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VYMI spot · $101.32VYMI PRICE$0.41$0.58$0.75$0.92$1.09$1.26$1.43$1.61$1.87$2.22$2.62$3.07$3.60$0.97$1.05$1.15$1.23$1.36$1.47$1.53$1.67$2.11$2.56$3.03$3.60$5.24
PutsCheap0.78×
CallsCheap0.62×
SkewBearish+4.64 pp
Implied moveBearish±$2.96
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.6912.6%3.7%95.0930.9%7.1%
25Δ104.1912.8%3.4%97.3425.2%5.0%
30Δ103.6913.0%3.1%98.6521.9%3.8%
35Δ103.1913.3%2.8%99.7718.9%2.7%
40Δ102.7013.5%2.4%100.5417.2%2.1%
45Δ102.2013.7%2.1%101.1615.7%1.6%
50Δ101.7113.5%1.8%101.6314.0%1.2%
55Δ101.2413.1%1.5%102.1212.9%0.9%
60Δ100.7613.0%1.3%102.6713.9%0.7%
65Δ100.2513.5%1.1%103.2514.7%0.6%
70Δ99.7013.8%1.0%103.8815.2%0.5%
75Δ99.1114.1%0.8%104.6015.5%0.3%
80Δ98.4314.3%0.7%106.3318.6%0.2%

20Δ

Calls
Pseudo strike
104.69
IV
12.6%
B/E move
3.7%
Puts
Pseudo strike
95.09
IV
30.9%
B/E move
7.1%

25Δ

Calls
Pseudo strike
104.19
IV
12.8%
B/E move
3.4%
Puts
Pseudo strike
97.34
IV
25.2%
B/E move
5.0%

30Δ

Calls
Pseudo strike
103.69
IV
13.0%
B/E move
3.1%
Puts
Pseudo strike
98.65
IV
21.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
103.19
IV
13.3%
B/E move
2.8%
Puts
Pseudo strike
99.77
IV
18.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
102.70
IV
13.5%
B/E move
2.4%
Puts
Pseudo strike
100.54
IV
17.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
102.20
IV
13.7%
B/E move
2.1%
Puts
Pseudo strike
101.16
IV
15.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
101.71
IV
13.5%
B/E move
1.8%
Puts
Pseudo strike
101.63
IV
14.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
101.24
IV
13.1%
B/E move
1.5%
Puts
Pseudo strike
102.12
IV
12.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
100.76
IV
13.0%
B/E move
1.3%
Puts
Pseudo strike
102.67
IV
13.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
100.25
IV
13.5%
B/E move
1.1%
Puts
Pseudo strike
103.25
IV
14.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
99.70
IV
13.8%
B/E move
1.0%
Puts
Pseudo strike
103.88
IV
15.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
99.11
IV
14.1%
B/E move
0.8%
Puts
Pseudo strike
104.60
IV
15.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
98.43
IV
14.3%
B/E move
0.7%
Puts
Pseudo strike
106.33
IV
18.6%
B/E move
0.2%

Options history

VYMI15.2015.2715.342026-10-22: 15.33%2026-10-23: 15.21%Oct 22Oct 23
Table
DateIV
15.33%
15.21%