If there was a reason to do this, ideally, you would want to use a structure similar to an open cell foam with a focus on minimizing cell size. Metallic microlattices would do much better than honeycombs.
But even better than microlattices would be some very compressible structure that would automatically adapt to the outside pressure. You need a very strong structure to withstand atmospheric pressure at sea level, but dense air also provides a lot of lift. As altitude increases, aerostatic lift decreases. So you need an increasingly lighter structure, but it will be under increasingly less pressure and can be much weaker.
A material that solves this problem actually exists - it's called gas. As atmospheric pressure decreases with altitude, gas expands and makes itself less dense. With the gas vented outside, the balloon literally makes itself lighter as it ascents.
The problem with the 'vacuum balloon' concept isn't even the lack of sufficiently strong materials. It's the decrease in lift with altitude. A balloon 100 meters in diameter will produces 5,000 tons of lift at sea level, but less than 2.5 kg of lift at the Karman line, the lower edge of space.
In theory, if the envelope could be light enough, an edge of space balloon isn't absolutely impossible. But, for any given finite level of material strength, it will fly higher with hydrogen (or helium) inside than with vacuum and a structure.
Any hypothetical material is better used to make a thinner shell to contain more gas. Since there's literally no limit to how light a gas can get, as pressure is reduced, there's no altitude where you'd have a reason to switch to vacuum.
There's also a practical advantage for gas - it equalizes the pressure, so a gas-filled balloon won't suffer explosive recompression and rapid sinking once a tiny dust speck makes a hole in it.