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Vanguard Charlotte Funds Vanguard Total International Bond ETF BNDX

i

Market dataready · fetched 2026-10-23T06:05:15.184Z

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 · 2026-10-22T23:02:11.011674135Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:05:14.762645+00:00

Share price$47.07
1D+0.2%
AH$47.11$47.15$47.20$47.24$47.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNDX
Sold putSold callAH

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$0.45$1.37$2.29$3.21$4.14$43.19$45.19$47.19$49.19$51.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNDX spot · $47.07BNDX PRICE$0.82$0.82$0.82$0.84$0.89$0.94$1.00$1.05$1.15$1.24$1.34$1.44$1.69$0.82$0.82$0.82$0.81$0.63$0.55$0.76$0.97$1.18$1.63$2.38$3.12$3.87
PutsExpensive2.92×
CallsExpensive2.61×
SkewBullish-1.77 pp
Implied moveBullish±$1.76
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.3060.7%19.2%42.2052.3%12.1%
25Δ51.8144.7%11.8%44.0939.7%8.1%
30Δ50.1135.3%8.2%45.2431.6%5.6%
35Δ48.9128.4%5.7%46.0625.2%3.9%
40Δ48.4325.7%4.8%46.6017.4%2.4%
45Δ47.9523.0%3.9%47.0711.9%1.2%
50Δ47.4820.4%3.0%47.3313.1%1.1%
55Δ47.0017.7%2.1%47.5914.4%1.0%
60Δ46.7716.7%1.8%47.8515.7%0.9%
65Δ46.5415.7%1.5%48.3617.5%0.7%
70Δ46.3114.7%1.2%49.1620.1%0.6%
75Δ46.0813.7%1.0%49.9722.7%0.5%
80Δ45.7513.5%0.8%50.7825.3%0.3%

20Δ

Calls
Pseudo strike
55.30
IV
60.7%
B/E move
19.2%
Puts
Pseudo strike
42.20
IV
52.3%
B/E move
12.1%

25Δ

Calls
Pseudo strike
51.81
IV
44.7%
B/E move
11.8%
Puts
Pseudo strike
44.09
IV
39.7%
B/E move
8.1%

30Δ

Calls
Pseudo strike
50.11
IV
35.3%
B/E move
8.2%
Puts
Pseudo strike
45.24
IV
31.6%
B/E move
5.6%

35Δ

Calls
Pseudo strike
48.91
IV
28.4%
B/E move
5.7%
Puts
Pseudo strike
46.06
IV
25.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
48.43
IV
25.7%
B/E move
4.8%
Puts
Pseudo strike
46.60
IV
17.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
47.95
IV
23.0%
B/E move
3.9%
Puts
Pseudo strike
47.07
IV
11.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
47.48
IV
20.4%
B/E move
3.0%
Puts
Pseudo strike
47.33
IV
13.1%
B/E move
1.1%

55Δ

Calls
Pseudo strike
47.00
IV
17.7%
B/E move
2.1%
Puts
Pseudo strike
47.59
IV
14.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
46.77
IV
16.7%
B/E move
1.8%
Puts
Pseudo strike
47.85
IV
15.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
46.54
IV
15.7%
B/E move
1.5%
Puts
Pseudo strike
48.36
IV
17.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
46.31
IV
14.7%
B/E move
1.2%
Puts
Pseudo strike
49.16
IV
20.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
46.08
IV
13.7%
B/E move
1.0%
Puts
Pseudo strike
49.97
IV
22.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
45.75
IV
13.5%
B/E move
0.8%
Puts
Pseudo strike
50.78
IV
25.3%
B/E move
0.3%

Options history

BNDX46.8450.6054.352026-10-20: 47.36%2026-10-21: 53.83%Oct 20Oct 21
Table
DateIV
47.36%
53.83%