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Vanguard Intermediate-Term Bond ETF BIV

i

Market datapartial · fetched 2026-10-22T23:30:07.315Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.00355392Z

FundamentalsAlpha Vantage · unavailable

Share price$74.07
1D+0.5%
AH$73.66$73.80$73.94$74.07$74.215:30 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$1.10$2.15$3.19$4.23$71.48$72.78$74.09$75.39$76.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIV spot · $74.07BIV PRICE$0.21$0.18$0.21$0.26$0.32$0.37$0.42$0.47$0.52$0.66$0.89$1.11$1.43$0.18$0.25$0.32$0.40$0.47$0.60$0.78$0.96$1.13$1.45$1.92$2.83$3.93
PutsFair1.05×
CallsCheap0.57×
SkewBearish+4.25 pp
Implied moveBearish±$1.20
TiltBearish36.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.2910.0%3.3%73.077.2%1.6%
25Δ75.306.3%1.9%73.287.3%1.4%
30Δ74.905.2%1.4%73.497.4%1.2%
35Δ74.775.1%1.3%73.707.5%1.0%
40Δ74.635.0%1.2%73.917.6%0.8%
45Δ74.494.9%1.1%74.148.0%0.7%
50Δ74.354.8%0.9%74.388.6%0.6%
55Δ74.214.7%0.8%74.639.1%0.5%
60Δ74.074.6%0.7%74.879.6%0.4%
65Δ73.844.9%0.6%75.2510.7%0.4%
70Δ73.525.6%0.5%75.7612.3%0.3%
75Δ73.196.4%0.3%76.6715.8%0.3%
80Δ72.807.1%0.2%77.8118.8%0.2%

20Δ

Calls
Pseudo strike
76.29
IV
10.0%
B/E move
3.3%
Puts
Pseudo strike
73.07
IV
7.2%
B/E move
1.6%

25Δ

Calls
Pseudo strike
75.30
IV
6.3%
B/E move
1.9%
Puts
Pseudo strike
73.28
IV
7.3%
B/E move
1.4%

30Δ

Calls
Pseudo strike
74.90
IV
5.2%
B/E move
1.4%
Puts
Pseudo strike
73.49
IV
7.4%
B/E move
1.2%

35Δ

Calls
Pseudo strike
74.77
IV
5.1%
B/E move
1.3%
Puts
Pseudo strike
73.70
IV
7.5%
B/E move
1.0%

40Δ

Calls
Pseudo strike
74.63
IV
5.0%
B/E move
1.2%
Puts
Pseudo strike
73.91
IV
7.6%
B/E move
0.8%

45Δ

Calls
Pseudo strike
74.49
IV
4.9%
B/E move
1.1%
Puts
Pseudo strike
74.14
IV
8.0%
B/E move
0.7%

50Δ

Calls
Pseudo strike
74.35
IV
4.8%
B/E move
0.9%
Puts
Pseudo strike
74.38
IV
8.6%
B/E move
0.6%

55Δ

Calls
Pseudo strike
74.21
IV
4.7%
B/E move
0.8%
Puts
Pseudo strike
74.63
IV
9.1%
B/E move
0.5%

60Δ

Calls
Pseudo strike
74.07
IV
4.6%
B/E move
0.7%
Puts
Pseudo strike
74.87
IV
9.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
73.84
IV
4.9%
B/E move
0.6%
Puts
Pseudo strike
75.25
IV
10.7%
B/E move
0.4%

70Δ

Calls
Pseudo strike
73.52
IV
5.6%
B/E move
0.5%
Puts
Pseudo strike
75.76
IV
12.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
73.19
IV
6.4%
B/E move
0.3%
Puts
Pseudo strike
76.67
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
72.80
IV
7.1%
B/E move
0.2%
Puts
Pseudo strike
77.81
IV
18.8%
B/E move
0.2%

Options history

BIV20.0820.1020.122026-10-21: 20.10%Oct 21Oct 21
Table
DateIV
20.10%