Vanguard Developed Markets Index Fund
(VEA)
New York Stock Exchange Arca - Financial Services - Asset Management
Total Open Interest
Report Date: 2025-06-20
Total Volume
Report Date: 2025-06-20
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
18,750
Vol 5D
13,306
Vol 20D
13,017
Vol 60D
14,424
52 High
$56.37
52 Low
$45.14
$ Target
-
Mkt Cap
214.3B
Beta
1.09
Profit %
-
Divd %
2.79%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
1
1D
0.27%
5D
-0.94%
10D
-0.37%
1M
1.73%
3M
5.95%
6M
14.01%
1Y
-
Open Interest by Expiration
Report Date: 2025-06-20
30D RVOL & IVOL
Report Date: 2025-06-20
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-06-20
Upcoming OpEx: 2025-06-20
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-06-20 | CALL | 52.0 | 2,681.0 |
| 2025-06-20 | CALL | 51.0 | 2,070.0 |
| 2025-06-20 | CALL | 56.0 | 2,011.0 |
| 2025-06-20 | CALL | 54.0 | 1,433.0 |
| 2025-06-20 | CALL | 47.0 | 918.0 |
| 2025-06-20 | CALL | 55.0 | 329.0 |
| 2025-06-20 | PUT | 50.0 | 307.0 |
| 2025-06-20 | PUT | 53.0 | 294.0 |
| 2025-06-20 | PUT | 55.0 | 246.0 |
| 2025-06-20 | PUT | 45.0 | 219.0 |
| 2025-06-20 | CALL | 53.0 | 214.0 |
| 2025-06-20 | PUT | 46.0 | 209.0 |
| 2025-06-20 | PUT | 57.0 | 201.0 |
| 2025-06-20 | PUT | 49.0 | 197.0 |
| 2025-06-20 | CALL | 50.0 | 185.0 |
| 2025-06-20 | PUT | 51.0 | 176.0 |
| 2025-06-20 | PUT | 52.0 | 124.0 |
| 2025-06-20 | PUT | 54.0 | 116.0 |
| 2025-06-20 | CALL | 57.0 | 108.0 |
| 2025-06-20 | PUT | 56.0 | 92.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-06-20 | CALL | 52.0 | 2,681.0 |
| 2025-06-20 | CALL | 51.0 | 2,070.0 |
| 2025-06-20 | CALL | 56.0 | 2,011.0 |
| 2025-06-20 | CALL | 54.0 | 1,433.0 |
| 2025-06-20 | CALL | 47.0 | 918.0 |
| 2025-09-19 | CALL | 45.0 | 715.0 |
| 2025-09-19 | CALL | 55.0 | 460.0 |
| 2025-09-19 | CALL | 53.0 | 436.0 |
| 2025-06-20 | CALL | 55.0 | 329.0 |
| 2025-06-20 | PUT | 50.0 | 307.0 |
| 2025-06-20 | PUT | 53.0 | 294.0 |
| 2025-06-20 | PUT | 55.0 | 246.0 |
| 2025-06-20 | PUT | 45.0 | 219.0 |
| 2025-09-19 | CALL | 56.0 | 215.0 |
| 2025-06-20 | CALL | 53.0 | 214.0 |
| 2025-06-20 | PUT | 46.0 | 209.0 |
| 2025-06-20 | PUT | 57.0 | 201.0 |
| 2025-06-20 | PUT | 49.0 | 197.0 |
| 2025-06-20 | CALL | 50.0 | 185.0 |
| 2025-06-20 | PUT | 51.0 | 176.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-06-20 | 54.00 | PUT | 116 | 0.42 | $70.00 | 700.0% | 1.0% | $0.42 |
| 2025-06-20 | 55.00 | PUT | 246 | 1.07 | $45.00 | 129.0% | 18.0% | $7.97 |
| 2025-06-20 | 56.00 | CALL | 2,011 | 13.18 | $95.00 | 475.0% | 80.0% | $76.25 |
| 2025-06-20 | 57.00 | CALL | 108 | 0.60 | $110.00 | 2200.0% | 10.0% | $10.88 |
| 2025-06-20 | 58.00 | CALL | 25 | 0.10 | $100.00 | 667.0% | 0.0% | $0.16 |
| 2025-07-18 | 48.00 | PUT | 0 | 0.00 | $45.00 | 60.0% | 0.0% | $0.01 |
| 2025-07-18 | 49.00 | PUT | 0 | 0.00 | $90.00 | 300.0% | 0.0% | $0.10 |
| 2025-07-18 | 50.00 | PUT | 31 | 0.04 | $85.00 | 243.0% | 1.0% | $0.51 |
| 2025-07-18 | 51.00 | PUT | 22 | 0.03 | $80.00 | 200.0% | 2.0% | $1.50 |
| 2025-07-18 | 52.00 | PUT | 3 | 0.01 | $75.00 | 167.0% | 6.0% | $4.82 |
| 2025-07-18 | 53.00 | PUT | 14 | 0.04 | $65.00 | 118.0% | 18.0% | $11.51 |
| 2025-07-18 | 54.00 | PUT | 175 | 0.65 | $70.00 | 140.0% | 34.0% | $23.95 |
| 2025-07-18 | 55.00 | PUT | 24 | 0.10 | $25.00 | 26.0% | 65.0% | $16.32 |
| 2025-07-18 | 56.00 | CALL | 66 | 0.62 | $60.00 | 67.0% | 88.0% | $52.85 |
| 2025-07-18 | 57.00 | CALL | 67 | 0.51 | $105.00 | 233.0% | 58.0% | $61.14 |
| 2025-07-18 | 58.00 | CALL | 46 | 0.20 | $120.00 | 400.0% | 29.0% | $35.25 |
| 2025-07-18 | 59.00 | CALL | 0 | 0.00 | $85.00 | 131.0% | 15.0% | $12.50 |
| 2025-07-18 | 60.00 | CALL | 0 | 0.00 | $75.00 | 100.0% | 5.0% | $3.84 |
| 2025-07-18 | 61.00 | CALL | 0 | 0.00 | $75.00 | 100.0% | 1.0% | $1.07 |
| 2025-07-18 | 62.00 | CALL | 0 | 0.00 | $75.00 | 100.0% | 0.0% | $0.33 |
| 2025-07-18 | 63.00 | CALL | 0 | 0.00 | $95.00 | 173.0% | 0.0% | $0.08 |
| 2025-07-18 | 64.00 | CALL | 0 | 0.00 | $75.00 | 100.0% | 0.0% | $0.01 |
| 2025-08-15 | 48.00 | PUT | 0 | 0.00 | $55.00 | 32.0% | 0.0% | $0.01 |
| 2025-08-15 | 49.00 | PUT | 0 | 0.00 | $25.00 | 13.0% | 0.0% | $0.03 |
| 2025-08-15 | 50.00 | PUT | 0 | 0.00 | $-10.00 | -4.0% | 1.0% | $-0.06 |
| 2025-08-15 | 51.00 | PUT | 0 | 0.00 | $115.00 | 105.0% | 2.0% | $2.81 |
| 2025-08-15 | 52.00 | PUT | 0 | 0.00 | $20.00 | 10.0% | 6.0% | $1.29 |
| 2025-08-15 | 53.00 | PUT | 0 | 0.00 | $15.00 | 7.0% | 18.0% | $2.66 |
| 2025-08-15 | 54.00 | PUT | 0 | 0.00 | $-20.00 | -8.0% | 34.0% | $-6.84 |
| 2025-08-15 | 55.00 | PUT | 0 | 0.00 | $45.00 | 25.0% | 65.0% | $29.37 |
| 2025-08-15 | 56.00 | CALL | 0 | 0.00 | $70.00 | 44.0% | 88.0% | $61.65 |
| 2025-08-15 | 57.00 | CALL | 0 | 0.00 | $95.00 | 70.0% | 58.0% | $55.32 |
| 2025-08-15 | 58.00 | CALL | 0 | 0.00 | $140.00 | 156.0% | 29.0% | $41.12 |
| 2025-08-15 | 59.00 | CALL | 0 | 0.00 | $160.00 | 229.0% | 15.0% | $23.53 |
| 2025-08-15 | 60.00 | CALL | 0 | 0.00 | $175.00 | 318.0% | 5.0% | $8.96 |
| 2025-08-15 | 61.00 | CALL | 0 | 0.00 | $75.00 | 48.0% | 2.0% | $1.41 |
| 2025-08-15 | 62.00 | CALL | 0 | 0.00 | $55.00 | 31.0% | 0.0% | $0.24 |
| 2025-08-15 | 63.00 | CALL | 0 | 0.00 | $15.00 | 7.0% | 0.0% | $0.01 |
| 2025-08-15 | 64.00 | CALL | 0 | 0.00 | $15.00 | 7.0% | 0.0% | $0.00 |
| 2025-09-19 | 46.00 | PUT | 74 | 0.04 | $170.00 | 340.0% | 0.0% | $0.03 |
| 2025-09-19 | 47.00 | PUT | 19 | 0.01 | $185.00 | 529.0% | 0.0% | $0.15 |
| 2025-09-19 | 48.00 | PUT | 3 | 0.00 | $160.00 | 267.0% | 0.0% | $0.51 |
| 2025-09-19 | 49.00 | PUT | 26 | 0.02 | $155.00 | 238.0% | 1.0% | $1.25 |
| 2025-09-19 | 50.00 | PUT | 45 | 0.05 | $145.00 | 193.0% | 2.0% | $3.55 |
| 2025-09-19 | 51.00 | PUT | 7 | 0.01 | $140.00 | 175.0% | 6.0% | $9.00 |
| 2025-09-19 | 52.00 | PUT | 37 | 0.06 | $120.00 | 120.0% | 15.0% | $17.65 |
| 2025-09-19 | 53.00 | PUT | 31 | 0.06 | $120.00 | 120.0% | 25.0% | $30.02 |
| 2025-09-19 | 54.00 | PUT | 11 | 0.03 | $80.00 | 57.0% | 45.0% | $36.26 |
| 2025-09-19 | 55.00 | PUT | 65 | 0.16 | $45.00 | 26.0% | 73.0% | $32.69 |
| 2025-09-19 | 56.00 | CALL | 215 | 1.00 | $60.00 | 32.0% | 96.0% | $57.61 |
| 2025-09-19 | 57.00 | CALL | 165 | 0.80 | $115.00 | 85.0% | 65.0% | $75.06 |
| 2025-09-19 | 58.00 | CALL | 160 | 0.70 | $170.00 | 213.0% | 40.0% | $67.21 |
| 2025-09-19 | 59.00 | CALL | 4 | 0.01 | $180.00 | 257.0% | 21.0% | $38.03 |
| 2025-09-19 | 60.00 | CALL | 63 | 0.18 | $195.00 | 355.0% | 12.0% | $23.62 |
| 2025-09-19 | 65.00 | CALL | 0 | 0.00 | $230.00 | 1150.0% | 0.0% | $0.13 |
Call/Put Open Interest and Volatility Skew
Vega