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Vanguard Intermediate-Term Bond ETF BIV

i

Market dataready · fetched 2026-11-12T03:13:50.469Z

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 · 2026-11-12T01:00:00.139670649Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:13:50.098480+00:00

Share price$73.86
1D+0.1%
AH$73.71$73.76$73.82$73.87$73.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIV
Sold putSold callAH

Vanguard Intermediate-Term Bond ETF options

Live interpolated BIV call and put midpoint premiums by absolute delta.Vanguard Intermediate-Term Bond ETF$0.06$0.32$0.57$0.83$1.09$71.76$72.80$73.83$74.86$75.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIV spot · $73.86BIV PRICE$0.09$0.11$0.13$0.15$0.18$0.20$0.29$0.39$0.49$0.59$0.69$0.79$0.89$0.09$0.11$0.13$0.16$0.18$0.20$0.23$0.25$0.41$0.56$0.71$0.86$1.01
PutsCheap0.41×
CallsCheap0.43×
SkewNeutral-0.11 pp
Implied moveBullish±$0.52
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.757.0%1.3%73.186.7%1.0%
25Δ74.616.6%1.2%73.306.4%0.9%
30Δ74.466.2%1.0%73.426.1%0.8%
35Δ74.315.8%0.8%73.535.8%0.7%
40Δ74.165.5%0.6%73.655.5%0.5%
45Δ74.025.1%0.5%73.775.2%0.4%
50Δ73.895.3%0.4%73.894.9%0.3%
55Δ73.765.7%0.4%74.004.6%0.1%
60Δ73.646.0%0.4%74.175.4%0.1%
65Δ73.516.4%0.3%74.346.1%0.1%
70Δ73.386.7%0.3%74.516.8%0.1%
75Δ73.267.1%0.3%74.687.5%0.1%
80Δ73.137.4%0.2%74.858.3%0.0%

20Δ

Calls
Pseudo strike
74.75
IV
7.0%
B/E move
1.3%
Puts
Pseudo strike
73.18
IV
6.7%
B/E move
1.0%

25Δ

Calls
Pseudo strike
74.61
IV
6.6%
B/E move
1.2%
Puts
Pseudo strike
73.30
IV
6.4%
B/E move
0.9%

30Δ

Calls
Pseudo strike
74.46
IV
6.2%
B/E move
1.0%
Puts
Pseudo strike
73.42
IV
6.1%
B/E move
0.8%

35Δ

Calls
Pseudo strike
74.31
IV
5.8%
B/E move
0.8%
Puts
Pseudo strike
73.53
IV
5.8%
B/E move
0.7%

40Δ

Calls
Pseudo strike
74.16
IV
5.5%
B/E move
0.6%
Puts
Pseudo strike
73.65
IV
5.5%
B/E move
0.5%

45Δ

Calls
Pseudo strike
74.02
IV
5.1%
B/E move
0.5%
Puts
Pseudo strike
73.77
IV
5.2%
B/E move
0.4%

50Δ

Calls
Pseudo strike
73.89
IV
5.3%
B/E move
0.4%
Puts
Pseudo strike
73.89
IV
4.9%
B/E move
0.3%

55Δ

Calls
Pseudo strike
73.76
IV
5.7%
B/E move
0.4%
Puts
Pseudo strike
74.00
IV
4.6%
B/E move
0.1%

60Δ

Calls
Pseudo strike
73.64
IV
6.0%
B/E move
0.4%
Puts
Pseudo strike
74.17
IV
5.4%
B/E move
0.1%

65Δ

Calls
Pseudo strike
73.51
IV
6.4%
B/E move
0.3%
Puts
Pseudo strike
74.34
IV
6.1%
B/E move
0.1%

70Δ

Calls
Pseudo strike
73.38
IV
6.7%
B/E move
0.3%
Puts
Pseudo strike
74.51
IV
6.8%
B/E move
0.1%

75Δ

Calls
Pseudo strike
73.26
IV
7.1%
B/E move
0.3%
Puts
Pseudo strike
74.68
IV
7.5%
B/E move
0.1%

80Δ

Calls
Pseudo strike
73.13
IV
7.4%
B/E move
0.2%
Puts
Pseudo strike
74.85
IV
8.3%
B/E move
0.0%

Options history

IV · four-Friday blend6.50%
Daily close
BIV5.8%7.2%8.6%2026-09-15: 6.03%2026-09-24: 6.77%2026-09-28: 6.98%2026-09-29: 8.44%2026-10-01: 6.85%2026-10-02: 6.79%2026-10-05: 6.54%2026-10-06: 6.33%2026-10-07: 6.42%2026-10-08: 6.14%2026-10-12: 6.16%2026-10-13: 6.84%2026-10-16: 6.59%2026-10-19: 6.72%2026-10-20: 6.51%2026-10-21: 6.51%2026-10-22: 6.75%2026-10-23: 6.36%2026-10-26: 6.50%2026-10-27: 6.34%2026-10-28: 6.50%Sep 15Oct 12Oct 28
21 observations2026-09-15 — 2026-10-28
Table
DateIV (%)
6.03%
6.77%
6.98%
8.44%
6.85%
6.79%
6.54%
6.33%
6.42%
6.14%
6.16%
6.84%
6.59%
6.72%
6.51%
6.51%
6.75%
6.36%
6.50%
6.34%
6.50%