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Vanguard Scottsdale Funds Vanguard Total World Bond ETF BNDW

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Market datapartial · fetched 2026-10-23T02:26:19.449Z

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 · 2026-10-22T20:00:00.649822803Z

FundamentalsAlpha Vantage · unavailable

Share price$66.68
1D+0.8%
AH$66.08$66.26$66.44$66.62$66.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNDW
Sold putSold callAH

Vanguard Scottsdale Funds Vanguard Total World Bond ETF options

Live interpolated BNDW call and put midpoint premiums by absolute delta.Vanguard Scottsdale Funds Vanguard Total World Bond ETF$0.92$1.41$1.90$2.39$2.88$61.33$64.11$66.89$69.67$72.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNDW spot · $66.67BNDW PRICE$0.97$0.97$0.97$0.98$1.00$1.04$1.14$1.25$1.36$1.52$1.70$1.89$0.97$0.97$0.97$1.00$1.05$1.15$1.24$1.42$1.60$1.79$2.00$2.22$2.74
PutsCheap0.90×
CallsCheap0.70×
SkewBearish+3.09 pp
Implied moveBearish±$2.28
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.7644.0%10.3%
25Δ72.1336.8%9.6%63.0933.3%6.8%
30Δ70.0128.5%6.5%64.5026.5%4.7%
35Δ68.7823.0%4.6%65.4222.0%3.4%
40Δ67.9319.0%3.4%66.0919.0%2.4%
45Δ67.4416.5%2.7%66.5317.6%1.9%
50Δ66.9714.2%2.0%66.9816.2%1.4%
55Δ66.6813.5%1.7%67.3415.7%1.1%
60Δ66.3912.7%1.5%67.7015.3%0.9%
65Δ66.1012.0%1.2%68.0614.9%0.6%
70Δ65.7611.5%0.9%68.3914.3%0.4%
75Δ65.3911.2%0.6%68.7213.8%0.3%
80Δ65.0210.8%0.4%69.3314.7%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.76
IV
44.0%
B/E move
10.3%

25Δ

Calls
Pseudo strike
72.13
IV
36.8%
B/E move
9.6%
Puts
Pseudo strike
63.09
IV
33.3%
B/E move
6.8%

30Δ

Calls
Pseudo strike
70.01
IV
28.5%
B/E move
6.5%
Puts
Pseudo strike
64.50
IV
26.5%
B/E move
4.7%

35Δ

Calls
Pseudo strike
68.78
IV
23.0%
B/E move
4.6%
Puts
Pseudo strike
65.42
IV
22.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
67.93
IV
19.0%
B/E move
3.4%
Puts
Pseudo strike
66.09
IV
19.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
67.44
IV
16.5%
B/E move
2.7%
Puts
Pseudo strike
66.53
IV
17.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
66.97
IV
14.2%
B/E move
2.0%
Puts
Pseudo strike
66.98
IV
16.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
66.68
IV
13.5%
B/E move
1.7%
Puts
Pseudo strike
67.34
IV
15.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
66.39
IV
12.7%
B/E move
1.5%
Puts
Pseudo strike
67.70
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
66.10
IV
12.0%
B/E move
1.2%
Puts
Pseudo strike
68.06
IV
14.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
65.76
IV
11.5%
B/E move
0.9%
Puts
Pseudo strike
68.39
IV
14.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
65.39
IV
11.2%
B/E move
0.6%
Puts
Pseudo strike
68.72
IV
13.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
65.02
IV
10.8%
B/E move
0.4%
Puts
Pseudo strike
69.33
IV
14.7%
B/E move
0.1%

Options history

BNDW41.8642.1142.362026-10-20: 41.90%2026-10-21: 42.32%Oct 20Oct 21
Table
DateIV
41.90%
42.32%