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Vanguard Long-Term Bond ETF BLV

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Market datapartial · fetched 2026-10-22T04:23:31.598Z

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 · 2026-10-22T00:00:00.008853528Z

FundamentalsAlpha Vantage · unavailable

Share price$64.21
1D-0.1%
AH$63.93$64.05$64.16$64.28$64.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLV
Sold putSold callAH

Vanguard Long-Term Bond ETF options

Live interpolated BLV call and put midpoint premiums by absolute delta.Vanguard Long-Term Bond ETF$0.07$1.11$2.14$3.18$4.21$57.02$60.54$64.06$67.57$71.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLV spot · $64.21BLV PRICE$0.19$0.25$0.32$0.38$0.47$0.57$0.67$0.77$0.87$1.00$1.14$1.27$1.41$0.22$0.32$0.44$0.57$0.69$0.84$1.02$1.20$1.42$1.72$2.02$2.67$3.91
PutsCheap0.43×
CallsCheap0.29×
SkewBearish+5.00 pp
Implied moveBearish±$1.69
TiltBearish29.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.869.0%2.9%62.8010.8%2.5%
25Δ65.609.0%2.6%63.1810.6%2.1%
30Δ65.349.0%2.2%63.4211.3%1.9%
35Δ65.079.0%1.9%63.6512.0%1.8%
40Δ64.859.0%1.7%63.8912.7%1.6%
45Δ64.649.0%1.6%64.1613.2%1.4%
50Δ64.439.0%1.4%64.4713.4%1.2%
55Δ64.239.0%1.2%64.7813.7%1.0%
60Δ64.029.0%1.0%65.1214.0%0.8%
65Δ63.818.8%0.9%65.5314.5%0.6%
70Δ63.608.6%0.8%65.9315.0%0.5%
75Δ63.398.3%0.7%66.6417.0%0.4%
80Δ63.188.1%0.6%67.9121.5%0.3%

20Δ

Calls
Pseudo strike
65.86
IV
9.0%
B/E move
2.9%
Puts
Pseudo strike
62.80
IV
10.8%
B/E move
2.5%

25Δ

Calls
Pseudo strike
65.60
IV
9.0%
B/E move
2.6%
Puts
Pseudo strike
63.18
IV
10.6%
B/E move
2.1%

30Δ

Calls
Pseudo strike
65.34
IV
9.0%
B/E move
2.2%
Puts
Pseudo strike
63.42
IV
11.3%
B/E move
1.9%

35Δ

Calls
Pseudo strike
65.07
IV
9.0%
B/E move
1.9%
Puts
Pseudo strike
63.65
IV
12.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
64.85
IV
9.0%
B/E move
1.7%
Puts
Pseudo strike
63.89
IV
12.7%
B/E move
1.6%

45Δ

Calls
Pseudo strike
64.64
IV
9.0%
B/E move
1.6%
Puts
Pseudo strike
64.16
IV
13.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
64.43
IV
9.0%
B/E move
1.4%
Puts
Pseudo strike
64.47
IV
13.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
64.23
IV
9.0%
B/E move
1.2%
Puts
Pseudo strike
64.78
IV
13.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
64.02
IV
9.0%
B/E move
1.0%
Puts
Pseudo strike
65.12
IV
14.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
63.81
IV
8.8%
B/E move
0.9%
Puts
Pseudo strike
65.53
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
63.60
IV
8.6%
B/E move
0.8%
Puts
Pseudo strike
65.93
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
63.39
IV
8.3%
B/E move
0.7%
Puts
Pseudo strike
66.64
IV
17.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
63.18
IV
8.1%
B/E move
0.6%
Puts
Pseudo strike
67.91
IV
21.5%
B/E move
0.3%

Options history

No recorded observations