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Vanguard Total Bond Market ETF BND

i

Market dataready · fetched 2026-11-12T03:01:33.855Z

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 · 2026-11-12T00:58:47.833582413Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:52.921820+00:00

Share price$71.09
1D+0.1%
AH$70.94$70.99$71.04$71.09$71.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBND
Sold putSold callAH

Vanguard Total Bond Market ETF options

Live interpolated BND call and put midpoint premiums by absolute delta.Vanguard Total Bond Market ETF$0.01$0.64$1.28$1.91$2.54$69.49$70.28$71.07$71.85$72.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BND spot · $71.09BND PRICE$0.13$0.16$0.18$0.21$0.23$0.25$0.28$0.30$0.32$0.45$0.60$0.08$0.09$0.10$0.12$0.28$0.54$0.80$1.06$1.32$1.58$1.84$2.10$2.36
PutsCheap0.77×
Calls——
Skew——
Implied moveBearish±$1.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.2210.5%1.8%70.357.2%1.1%
25Δ71.959.9%1.4%70.546.4%0.9%
30Δ71.829.3%1.3%70.735.5%0.7%
35Δ71.698.6%1.1%70.924.7%0.4%
40Δ71.558.0%1.0%71.165.1%0.3%
45Δ71.427.4%0.8%71.446.5%0.3%
50Δ71.296.7%0.7%71.727.8%0.2%
55Δ71.156.1%0.5%72.009.1%0.2%
60Δ71.025.4%0.4%72.2810.4%0.2%
65Δ70.865.7%0.3%72.5611.7%0.2%
70Δ70.696.2%0.3%72.8413.0%0.1%
75Δ73.1214.4%0.1%
80Δ73.4015.7%0.1%

20Δ

Calls
Pseudo strike
72.22
IV
10.5%
B/E move
1.8%
Puts
Pseudo strike
70.35
IV
7.2%
B/E move
1.1%

25Δ

Calls
Pseudo strike
71.95
IV
9.9%
B/E move
1.4%
Puts
Pseudo strike
70.54
IV
6.4%
B/E move
0.9%

30Δ

Calls
Pseudo strike
71.82
IV
9.3%
B/E move
1.3%
Puts
Pseudo strike
70.73
IV
5.5%
B/E move
0.7%

35Δ

Calls
Pseudo strike
71.69
IV
8.6%
B/E move
1.1%
Puts
Pseudo strike
70.92
IV
4.7%
B/E move
0.4%

40Δ

Calls
Pseudo strike
71.55
IV
8.0%
B/E move
1.0%
Puts
Pseudo strike
71.16
IV
5.1%
B/E move
0.3%

45Δ

Calls
Pseudo strike
71.42
IV
7.4%
B/E move
0.8%
Puts
Pseudo strike
71.44
IV
6.5%
B/E move
0.3%

50Δ

Calls
Pseudo strike
71.29
IV
6.7%
B/E move
0.7%
Puts
Pseudo strike
71.72
IV
7.8%
B/E move
0.2%

55Δ

Calls
Pseudo strike
71.15
IV
6.1%
B/E move
0.5%
Puts
Pseudo strike
72.00
IV
9.1%
B/E move
0.2%

60Δ

Calls
Pseudo strike
71.02
IV
5.4%
B/E move
0.4%
Puts
Pseudo strike
72.28
IV
10.4%
B/E move
0.2%

65Δ

Calls
Pseudo strike
70.86
IV
5.7%
B/E move
0.3%
Puts
Pseudo strike
72.56
IV
11.7%
B/E move
0.2%

70Δ

Calls
Pseudo strike
70.69
IV
6.2%
B/E move
0.3%
Puts
Pseudo strike
72.84
IV
13.0%
B/E move
0.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.12
IV
14.4%
B/E move
0.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.40
IV
15.7%
B/E move
0.1%

Options history

IV · four-Friday blend6.59%
Daily close
BND4.8%6.6%8.5%2026-08-17: 8.24%2026-09-01: 5.19%2026-09-02: 5.04%2026-09-03: 5.34%2026-09-04: 5.15%2026-09-08: 6.66%2026-09-28: 7.01%2026-09-29: 7.16%2026-09-30: 7.35%2026-10-01: 8.05%2026-10-02: 7.08%2026-10-05: 7.62%2026-10-06: 6.77%2026-10-07: 6.83%2026-10-08: 6.89%2026-10-16: 6.59%2026-10-19: 6.06%2026-10-20: 6.62%2026-10-23: 6.77%2026-10-26: 6.77%2026-10-28: 6.59%Aug 17Oct 2Oct 28
21 observations2026-08-17 — 2026-10-28
Table
DateIV (%)
8.24%
5.19%
5.04%
5.34%
5.15%
6.66%
7.01%
7.16%
7.35%
8.05%
7.08%
7.62%
6.77%
6.83%
6.89%
6.59%
6.06%
6.62%
6.77%
6.77%
6.59%