Share price$74.07
1D+0.5%
Sold putSold callAH
Vanguard Intermediate-Term Bond ETF BIV
i
Market datapartial · fetched 2026-10-22T21:06:44.932Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.003924088Z
FundamentalsAlpha Vantage · unavailable
Vanguard Intermediate-Term Bond ETF options
PutsFair1.05×
CallsCheap0.57×
SkewBearish+4.26 pp
Implied moveBearish±$1.20
TiltBearish36.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 76.29 | 10.0% | 3.3% | 73.07 | 7.2% | 1.6% |
| 25Δ | 75.30 | 6.3% | 1.9% | 73.28 | 7.3% | 1.4% |
| 30Δ | 74.90 | 5.2% | 1.4% | 73.49 | 7.4% | 1.2% |
| 35Δ | 74.77 | 5.1% | 1.3% | 73.70 | 7.5% | 1.0% |
| 40Δ | 74.63 | 5.0% | 1.2% | 73.91 | 7.6% | 0.8% |
| 45Δ | 74.49 | 4.9% | 1.1% | 74.14 | 8.0% | 0.7% |
| 50Δ | 74.35 | 4.8% | 0.9% | 74.38 | 8.6% | 0.6% |
| 55Δ | 74.21 | 4.7% | 0.8% | 74.63 | 9.1% | 0.5% |
| 60Δ | 74.07 | 4.6% | 0.7% | 74.87 | 9.6% | 0.4% |
| 65Δ | 73.84 | 4.9% | 0.6% | 75.25 | 10.7% | 0.4% |
| 70Δ | 73.52 | 5.6% | 0.5% | 75.76 | 12.3% | 0.3% |
| 75Δ | 73.19 | 6.3% | 0.3% | 76.67 | 15.8% | 0.3% |
| 80Δ | 72.80 | 7.1% | 0.2% | 77.81 | 18.8% | 0.2% |
20Δ
- Pseudo strike
- 76.29
- IV
- 10.0%
- B/E move
- 3.3%
- Pseudo strike
- 73.07
- IV
- 7.2%
- B/E move
- 1.6%
25Δ
- Pseudo strike
- 75.30
- IV
- 6.3%
- B/E move
- 1.9%
- Pseudo strike
- 73.28
- IV
- 7.3%
- B/E move
- 1.4%
30Δ
- Pseudo strike
- 74.90
- IV
- 5.2%
- B/E move
- 1.4%
- Pseudo strike
- 73.49
- IV
- 7.4%
- B/E move
- 1.2%
35Δ
- Pseudo strike
- 74.77
- IV
- 5.1%
- B/E move
- 1.3%
- Pseudo strike
- 73.70
- IV
- 7.5%
- B/E move
- 1.0%
40Δ
- Pseudo strike
- 74.63
- IV
- 5.0%
- B/E move
- 1.2%
- Pseudo strike
- 73.91
- IV
- 7.6%
- B/E move
- 0.8%
45Δ
- Pseudo strike
- 74.49
- IV
- 4.9%
- B/E move
- 1.1%
- Pseudo strike
- 74.14
- IV
- 8.0%
- B/E move
- 0.7%
50Δ
- Pseudo strike
- 74.35
- IV
- 4.8%
- B/E move
- 0.9%
- Pseudo strike
- 74.38
- IV
- 8.6%
- B/E move
- 0.6%
55Δ
- Pseudo strike
- 74.21
- IV
- 4.7%
- B/E move
- 0.8%
- Pseudo strike
- 74.63
- IV
- 9.1%
- B/E move
- 0.5%
60Δ
- Pseudo strike
- 74.07
- IV
- 4.6%
- B/E move
- 0.7%
- Pseudo strike
- 74.87
- IV
- 9.6%
- B/E move
- 0.4%
65Δ
- Pseudo strike
- 73.84
- IV
- 4.9%
- B/E move
- 0.6%
- Pseudo strike
- 75.25
- IV
- 10.7%
- B/E move
- 0.4%
70Δ
- Pseudo strike
- 73.52
- IV
- 5.6%
- B/E move
- 0.5%
- Pseudo strike
- 75.76
- IV
- 12.3%
- B/E move
- 0.3%
75Δ
- Pseudo strike
- 73.19
- IV
- 6.3%
- B/E move
- 0.3%
- Pseudo strike
- 76.67
- IV
- 15.8%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 72.80
- IV
- 7.1%
- B/E move
- 0.2%
- Pseudo strike
- 77.81
- IV
- 18.8%
- B/E move
- 0.2%
Options history
Table
| Date | IV |
|---|---|
| 20.10% |