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Vanguard Long-Term Bond ETF BLV

i

Market dataready · fetched 2026-11-11T14:50:56.046Z

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 · 2026-11-11T14:50:25.934493858Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:50:55.442644+00:00

Share price$64.63
1D+0.2%
$64.49$64.53$64.57$64.61$64.655:30 AM6:30 AM9:00 AM1:00 PMBLV
Sold putSold call

Vanguard Long-Term Bond ETF options

Live interpolated BLV call and put midpoint premiums by absolute delta.Vanguard Long-Term Bond ETF$0.12$0.42$0.71$1.00$1.30$63.05$63.75$64.46$65.17$65.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BLV spot · $64.63BLV PRICE$0.29$0.38$0.46$0.55$0.64$0.73$0.82$0.96$1.21$0.16$0.21$0.27$0.33$0.38$0.44$0.50$0.56$0.68$0.83$0.99$1.14
Puts——
Calls——
Skew——
Implied moveBullish±$0.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ64.0110.1%1.2%
30Δ64.1510.0%1.1%
35Δ64.2810.0%1.0%
40Δ64.949.6%0.9%64.4210.0%0.8%
45Δ64.809.8%0.8%64.5510.0%0.7%
50Δ64.6610.0%0.8%64.6910.0%0.6%
55Δ64.5210.3%0.7%64.829.9%0.5%
60Δ64.3810.5%0.6%64.959.9%0.4%
65Δ64.2410.7%0.5%65.1310.1%0.3%
70Δ64.1010.9%0.4%65.3210.3%0.2%
75Δ63.9111.3%0.4%65.5110.5%0.2%
80Δ63.6111.8%0.3%65.7110.7%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.01
IV
10.1%
B/E move
1.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.15
IV
10.0%
B/E move
1.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.28
IV
10.0%
B/E move
1.0%

40Δ

Calls
Pseudo strike
64.94
IV
9.6%
B/E move
0.9%
Puts
Pseudo strike
64.42
IV
10.0%
B/E move
0.8%

45Δ

Calls
Pseudo strike
64.80
IV
9.8%
B/E move
0.8%
Puts
Pseudo strike
64.55
IV
10.0%
B/E move
0.7%

50Δ

Calls
Pseudo strike
64.66
IV
10.0%
B/E move
0.8%
Puts
Pseudo strike
64.69
IV
10.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
64.52
IV
10.3%
B/E move
0.7%
Puts
Pseudo strike
64.82
IV
9.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
64.38
IV
10.5%
B/E move
0.6%
Puts
Pseudo strike
64.95
IV
9.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
64.24
IV
10.7%
B/E move
0.5%
Puts
Pseudo strike
65.13
IV
10.1%
B/E move
0.3%

70Δ

Calls
Pseudo strike
64.10
IV
10.9%
B/E move
0.4%
Puts
Pseudo strike
65.32
IV
10.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
63.91
IV
11.3%
B/E move
0.4%
Puts
Pseudo strike
65.51
IV
10.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
63.61
IV
11.8%
B/E move
0.3%
Puts
Pseudo strike
65.71
IV
10.7%
B/E move
0.1%

Options history

IV · four-Friday blend11.54%
Daily close
BLV7.6%10.5%13.4%2026-08-14: 8.47%2026-08-20: 9.56%2026-08-21: 11.75%2026-08-24: 9.16%2026-08-25: 8.91%2026-08-26: 9.37%2026-08-28: 9.31%2026-08-31: 8.38%2026-09-01: 8.55%2026-09-02: 8.56%2026-09-03: 7.97%2026-09-04: 8.39%2026-09-08: 8.49%2026-09-09: 8.82%2026-09-10: 9.60%2026-09-11: 10.09%2026-09-14: 12.15%2026-09-15: 10.44%2026-09-16: 10.35%2026-09-18: 9.80%2026-09-21: 8.91%2026-09-22: 10.10%2026-09-23: 10.06%2026-09-24: 10.88%2026-09-25: 11.16%2026-09-28: 12.11%2026-09-29: 12.73%2026-09-30: 13.04%2026-10-01: 12.24%2026-10-02: 12.38%2026-10-05: 11.91%2026-10-06: 11.54%2026-10-07: 12.10%2026-10-08: 11.95%2026-10-09: 10.72%2026-10-12: 11.28%2026-10-13: 11.32%2026-10-16: 11.91%2026-10-19: 11.80%2026-10-20: 11.98%2026-10-21: 11.76%2026-10-22: 11.78%2026-10-23: 11.38%2026-10-26: 11.42%2026-10-27: 11.07%2026-10-28: 11.08%2026-10-29: 10.97%2026-10-30: 11.54%Aug 14Sep 24Oct 30
48 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
8.47%
9.56%
11.75%
9.16%
8.91%
9.37%
9.31%
8.38%
8.55%
8.56%
7.97%
8.39%
8.49%
8.82%
9.60%
10.09%
12.15%
10.44%
10.35%
9.80%
8.91%
10.10%
10.06%
10.88%
11.16%
12.11%
12.73%
13.04%
12.24%
12.38%
11.91%
11.54%
12.10%
11.95%
10.72%
11.28%
11.32%
11.91%
11.80%
11.98%
11.76%
11.78%
11.38%
11.42%
11.07%
11.08%
10.97%
11.54%