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Vanguard Charlotte Funds Vanguard Total International Bond ETF BNDX

i

Market dataready · fetched 2026-11-13T19:11:38.581Z

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 · 2026-11-13T19:11:37.525687215Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:37.985059+00:00

Share price$47.25
1D-0.0%
$47.21$47.24$47.26$47.28$47.315:30 AM6:30 AM9:00 AM1:00 PMBNDX
Sold putSold call

Vanguard Charlotte Funds Vanguard Total International Bond ETF options

Live interpolated BNDX call and put midpoint premiums by absolute delta.Vanguard Charlotte Funds Vanguard Total International Bond ETF$0.76$2.64$4.51$6.39$8.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBNDX PRICE$3.79$5.32$7.72$0.96$1.66$2.36$3.06$3.76$4.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ47.0640.8%2.4%
50Δ47.7651.4%2.4%
55Δ48.4662.1%2.4%
60Δ49.1672.7%2.4%
65Δ49.8683.3%2.4%
70Δ44.6688.2%2.5%50.5883.3%2.0%
75Δ43.13110.8%2.5%
80Δ40.73145.2%2.5%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.06
IV
40.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.76
IV
51.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.46
IV
62.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.16
IV
72.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.86
IV
83.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
44.66
IV
88.2%
B/E move
2.5%
Puts
Pseudo strike
50.58
IV
83.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
43.13
IV
110.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.73
IV
145.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.70%
Daily close
BNDX14.3%26.8%39.2%2026-08-17: 26.57%2026-08-18: 28.66%2026-08-19: 31.00%2026-08-20: 33.82%2026-08-21: 17.53%2026-08-24: 17.92%2026-08-25: 16.41%2026-08-26: 16.05%2026-08-27: 17.57%2026-08-28: 16.91%2026-08-31: 18.28%2026-09-01: 18.78%2026-09-02: 18.27%2026-09-03: 19.23%2026-09-04: 19.41%2026-09-08: 18.16%2026-09-09: 21.10%2026-09-10: 18.40%2026-09-11: 18.62%2026-09-14: 20.47%2026-09-15: 26.50%2026-09-16: 29.27%2026-09-17: 36.95%2026-09-18: 17.79%2026-09-21: 18.14%2026-09-22: 18.39%2026-09-23: 17.82%2026-09-24: 17.37%2026-09-25: 17.68%2026-09-28: 16.91%2026-09-29: 19.46%2026-09-30: 18.26%2026-10-01: 19.06%2026-10-02: 19.34%2026-10-05: 20.71%2026-10-06: 20.88%2026-10-07: 21.30%2026-10-08: 21.41%2026-10-09: 21.63%2026-10-12: 24.77%2026-10-13: 26.73%2026-10-14: 29.44%2026-10-15: 37.48%2026-10-16: 18.64%2026-10-19: 17.45%2026-10-20: 19.05%2026-10-21: 18.77%2026-10-22: 18.84%2026-10-23: 20.87%2026-10-26: 21.96%2026-10-27: 22.99%2026-10-28: 22.47%2026-10-29: 23.12%2026-10-30: 23.70%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
26.57%
28.66%
31.00%
33.82%
17.53%
17.92%
16.41%
16.05%
17.57%
16.91%
18.28%
18.78%
18.27%
19.23%
19.41%
18.16%
21.10%
18.40%
18.62%
20.47%
26.50%
29.27%
36.95%
17.79%
18.14%
18.39%
17.82%
17.37%
17.68%
16.91%
19.46%
18.26%
19.06%
19.34%
20.71%
20.88%
21.30%
21.41%
21.63%
24.77%
26.73%
29.44%
37.48%
18.64%
17.45%
19.05%
18.77%
18.84%
20.87%
21.96%
22.99%
22.47%
23.12%
23.70%