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Vanguard Short-Term Bond ETF BSV

i

Market dataready · fetched 2026-11-11T15:55:56.893Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T15:55:44.559998979Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:55.041012+00:00

Share price$76.58
1D+0.0%
$76.53$76.56$76.59$76.62$76.655:30 AM6:30 AM9:00 AM1:00 PMBSV
Sold putSold call

Vanguard Short-Term Bond ETF options

Live interpolated BSV call and put midpoint premiums by absolute delta.Vanguard Short-Term Bond ETF$0.29$1.84$3.38$4.92$6.46$-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 P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBSV PRICE$0.46$0.84$1.21$1.58$1.96$2.33$2.70$3.08$3.45$6.01
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
40Δ76.963.4%1.1%
45Δ76.523.9%1.0%
50Δ76.084.4%0.9%
55Δ75.654.9%0.9%
60Δ75.215.4%0.8%
65Δ74.775.9%0.7%
70Δ74.346.4%0.6%82.4017.0%0.2%
75Δ73.906.8%0.5%
80Δ73.477.3%0.4%

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
76.96
IV
3.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
76.52
IV
3.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
76.08
IV
4.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
75.65
IV
4.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
75.21
IV
5.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
74.77
IV
5.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
74.34
IV
6.4%
B/E move
0.6%
Puts
Pseudo strike
82.40
IV
17.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
73.90
IV
6.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
73.47
IV
7.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.21%
Daily close
BSV7.0%17.7%28.4%2026-09-04: 11.09%2026-09-17: 26.94%2026-09-30: 8.49%2026-10-15: 22.30%2026-10-22: 9.60%2026-10-23: 12.21%Sep 4Sep 30Oct 23
6 observations2026-09-04 — 2026-10-23
Table
DateIV (%)
11.09%
26.94%
8.49%
22.30%
9.60%
12.21%