IntraAlpha
Create free account Start free

Vanguard Whitehall Funds Vanguard Emerging Markets Government Bond ETF VWOB

i

Market dataready · fetched 2026-11-07T07:32:40.863Z

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 · 2026-11-06T21:00:00.388684639Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:32:39.112240+00:00

Share price$63.88
1D-0.2%
AH$63.84$63.90$63.96$64.02$64.085:30 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$1.12$3.01$4.90$6.79$8.67$63.15$63.54$63.93$64.33$64.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VWOB spot · $63.88VWOB PRICE$1.32$1.32$1.32$1.32$1.37$1.46$1.65$1.86$2.03$2.16$2.29$2.57$1.32$1.32$1.33$1.35$1.42$1.52$1.72$1.93$2.11$8.13
Puts——
Calls——
Skew——
Implied moveBearish±$2.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ71.5977.7%14.1%59.1067.6%9.6%
30Δ68.4760.1%9.3%60.9453.5%6.7%
35Δ66.6348.2%6.4%62.1443.9%4.8%
40Δ65.4739.7%4.6%63.0036.9%3.5%
45Δ64.7034.3%3.4%63.5633.0%2.7%
50Δ64.1230.9%2.7%64.0929.7%2.0%
55Δ63.6429.7%2.2%64.5328.9%1.7%
60Δ63.1929.0%1.8%64.9628.1%1.3%
65Δ62.8127.6%1.5%65.3326.6%1.0%
70Δ62.4925.5%1.2%
75Δ62.1623.4%0.9%70.8873.1%1.8%
80Δ61.7322.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.59
IV
77.7%
B/E move
14.1%
Puts
Pseudo strike
59.10
IV
67.6%
B/E move
9.6%

30Δ

Calls
Pseudo strike
68.47
IV
60.1%
B/E move
9.3%
Puts
Pseudo strike
60.94
IV
53.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
66.63
IV
48.2%
B/E move
6.4%
Puts
Pseudo strike
62.14
IV
43.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
65.47
IV
39.7%
B/E move
4.6%
Puts
Pseudo strike
63.00
IV
36.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
64.70
IV
34.3%
B/E move
3.4%
Puts
Pseudo strike
63.56
IV
33.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
64.12
IV
30.9%
B/E move
2.7%
Puts
Pseudo strike
64.09
IV
29.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
63.64
IV
29.7%
B/E move
2.2%
Puts
Pseudo strike
64.53
IV
28.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
63.19
IV
29.0%
B/E move
1.8%
Puts
Pseudo strike
64.96
IV
28.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
62.81
IV
27.6%
B/E move
1.5%
Puts
Pseudo strike
65.33
IV
26.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
62.49
IV
25.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
62.16
IV
23.4%
B/E move
0.9%
Puts
Pseudo strike
70.88
IV
73.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
61.73
IV
22.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.24%
Daily EOD
VWOB16.0%17.3%18.5%2026-10-19: 16.80%2026-10-20: 17.56%2026-10-21: 17.60%2026-10-22: 17.59%2026-10-23: 16.21%2026-10-26: 18.24%2026-10-27: 17.99%2026-10-28: 18.20%2026-10-29: 18.32%2026-10-30: 18.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.80%
17.56%
17.60%
17.59%
16.21%
18.24%
17.99%
18.20%
18.32%
18.24%