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Vanguard ESG U.S. Corporate Bond ETF VCEB

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Market datapartial · fetched 2026-10-22T23:52:16.834Z

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 · 2026-10-22T22:30:07.674459794Z

FundamentalsAlpha Vantage · unavailable

Share price$60.41
1D+0.5%
AH$60.05$60.16$60.28$60.39$60.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVCEB
Sold putSold callAH

Vanguard ESG U.S. Corporate Bond ETF options

Live interpolated VCEB call and put midpoint premiums by absolute delta.Vanguard ESG U.S. Corporate Bond ETF$0.52$0.81$1.10$1.39$1.68$54.34$57.32$60.30$63.28$66.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCEB spot · $60.41VCEB PRICE$0.55$0.55$0.55$0.56$0.59$0.61$0.65$0.68$0.71$0.75$0.78$0.57$0.61$0.65$0.70$0.76$0.86$0.96$1.05$1.30$1.59
PutsCheap0.60×
CallsCheap0.50×
SkewBearish+3.65 pp
Implied moveBearish±$1.60
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.3830.3%9.1%56.7529.3%7.0%
25Δ63.4322.6%5.9%58.1223.2%4.8%
30Δ62.3417.7%4.1%58.9919.5%3.4%
35Δ61.7114.7%3.1%59.5217.3%2.6%
40Δ61.2712.6%2.4%60.0215.3%1.9%
45Δ60.9311.0%1.9%60.3314.5%1.6%
50Δ60.7610.1%1.7%60.6313.8%1.2%
55Δ60.609.3%1.4%60.9413.0%0.9%
60Δ60.438.4%1.2%61.2913.5%0.7%
65Δ60.267.5%1.0%61.6514.2%0.6%
70Δ60.096.7%0.8%
75Δ
80Δ

20Δ

Calls
Pseudo strike
65.38
IV
30.3%
B/E move
9.1%
Puts
Pseudo strike
56.75
IV
29.3%
B/E move
7.0%

25Δ

Calls
Pseudo strike
63.43
IV
22.6%
B/E move
5.9%
Puts
Pseudo strike
58.12
IV
23.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
62.34
IV
17.7%
B/E move
4.1%
Puts
Pseudo strike
58.99
IV
19.5%
B/E move
3.4%

35Δ

Calls
Pseudo strike
61.71
IV
14.7%
B/E move
3.1%
Puts
Pseudo strike
59.52
IV
17.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
61.27
IV
12.6%
B/E move
2.4%
Puts
Pseudo strike
60.02
IV
15.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
60.93
IV
11.0%
B/E move
1.9%
Puts
Pseudo strike
60.33
IV
14.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
60.76
IV
10.1%
B/E move
1.7%
Puts
Pseudo strike
60.63
IV
13.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
60.60
IV
9.3%
B/E move
1.4%
Puts
Pseudo strike
60.94
IV
13.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
60.43
IV
8.4%
B/E move
1.2%
Puts
Pseudo strike
61.29
IV
13.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
60.26
IV
7.5%
B/E move
1.0%
Puts
Pseudo strike
61.65
IV
14.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
60.09
IV
6.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

No recorded observations