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Vanguard Total Bond Market ETF BND

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Market datapartial · fetched 2026-10-23T03:51:21.055Z

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 · 2026-10-22T23:59:15.48192108Z

FundamentalsAlpha Vantage · unavailable

Share price$71.59
1D+0.5%
AH$70.96$71.10$71.25$71.40$71.545:30 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$0.00$1.61$3.22$4.82$6.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBND PRICE$0.11$0.14$0.17$0.19$0.22$0.21$0.28$0.35$0.46$0.59$0.73$0.87$1.09$1.44$1.79$2.60$3.72$5.96
PutsExpensive1.30×
CallsCheap0.48×
SkewBearish+8.69 pp
Implied move——
TiltBearish92.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.774.9%1.8%70.279.0%2.1%
25Δ72.594.7%1.6%70.578.9%1.8%
30Δ72.404.4%1.4%70.888.8%1.5%
35Δ72.214.2%1.1%71.149.1%1.3%
40Δ72.023.9%0.9%71.389.5%1.1%
45Δ71.629.9%1.0%
50Δ71.8610.3%0.8%
55Δ72.1611.1%0.7%
60Δ72.5612.5%0.6%
65Δ72.9613.8%0.6%
70Δ73.7817.2%0.6%
75Δ74.9221.3%0.5%
80Δ77.1628.9%0.5%

20Δ

Calls
Pseudo strike
72.77
IV
4.9%
B/E move
1.8%
Puts
Pseudo strike
70.27
IV
9.0%
B/E move
2.1%

25Δ

Calls
Pseudo strike
72.59
IV
4.7%
B/E move
1.6%
Puts
Pseudo strike
70.57
IV
8.9%
B/E move
1.8%

30Δ

Calls
Pseudo strike
72.40
IV
4.4%
B/E move
1.4%
Puts
Pseudo strike
70.88
IV
8.8%
B/E move
1.5%

35Δ

Calls
Pseudo strike
72.21
IV
4.2%
B/E move
1.1%
Puts
Pseudo strike
71.14
IV
9.1%
B/E move
1.3%

40Δ

Calls
Pseudo strike
72.02
IV
3.9%
B/E move
0.9%
Puts
Pseudo strike
71.38
IV
9.5%
B/E move
1.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.62
IV
9.9%
B/E move
1.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.86
IV
10.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.16
IV
11.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.56
IV
12.5%
B/E move
0.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.96
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.78
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.92
IV
21.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.16
IV
28.9%
B/E move
0.5%

Options history

BND7.367.377.382026-10-20: 7.37%Oct 20Oct 20
Table
DateIV
7.37%