The game against Switzerland is sold out and there are rumors that North Korean leader Kim Jong Un's sister might attend.
Pence also has promised the USA will soon unveil "the toughest and most aggressive round of economic sanctions on North Korea ever".
Usually held in April, the parade took place this year on the eve of the opening ceremony of the Winter Olympics being staged in the South Korean mountain resort of Pyeongchang, just across the heavily fortified border.
Pence said Friday that the USA would oppose talks between the two Koreas until the North agreed to open negotiations on ending its nuclear program.More news: Mkhitaryan has no excuses for United struggles
South Korean officials said Moon had been invited to Pyongyang to speak with Kim Jong Un during the talks and lunch that Moon hosted at the presidential Blue House in Seoul on Saturday.
On his flight to Alaska on Saturday, the vice president said he left Asia "encouraged that we will continue to work very closely to continue and intensify the maximum pressure campaign" against North Korea.
Speaking with NBC's Lester Holt on the sidelines of the 23rd Olympic Winter Games, in PyeongChang, South Korea, Pence, who is leading the USA delegation there, made clear that the US was not ruling out military options as tensions continued to roil the Korean Peninsula.
"An early resumption of dialogue between the United States and the North is needed also for the development of the South-North Korean relationship", he said, according to his spokesman.More news: NBC apologizes to Koreans for Opening Ceremony remarks about Japan
Moon Jae-in asked Kim Yo Jong if she had had hard time "due to cold weather", to which she replied it had been "okay because you... were kind enough to care", the Yonhap news agency reported, quoting pool reports. The North Korean orchestra will return home on Monday after their second and last performance on Sunday.
The North Korean delegation is headed by the North's ceremonial head of state, Kim Yong-nam.
"We should firmly keep in mind that any talks where denuclearisation is not a precondition only buy North Korea more time to complete its nuclear capabilities while they fool us with their peace offensive façade", said Chang Je-won, spokesman for the Liberty Korea Party.More news: North Korean Cheerleaders: 100 Olympic Stars Are Born
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