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Vanguard Intermediate-Term Corporate Bond ETF VCIT

i

Market dataready · fetched 2026-11-13T00:47:21.313Z

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 · 2026-11-12T23:02:30.69692269Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:20.869686+00:00

Share price$79.31
1D-0.5%
AH$78.72$78.83$78.94$79.05$79.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVCIT
Sold putSold callAH

Vanguard Intermediate-Term Corporate Bond ETF options

Live interpolated VCIT call and put midpoint premiums by absolute delta.Vanguard Intermediate-Term Corporate Bond ETF$0.00$1.61$3.23$4.84$6.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVCIT PRICE$0.16$0.22$0.28$0.33$0.42$0.61$0.79$0.98$1.17$1.68$3.79$5.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.2910.7%1.5%
25Δ78.4810.9%1.3%
30Δ78.6711.2%1.2%
35Δ78.8611.4%1.0%
40Δ79.0612.0%0.9%
45Δ79.2813.5%0.8%
50Δ79.5115.0%0.8%
55Δ79.7316.4%0.7%
60Δ79.9617.9%0.7%
65Δ80.4821.8%0.6%
70Δ
75Δ82.5437.3%0.7%
80Δ84.7450.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.29
IV
10.7%
B/E move
1.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.48
IV
10.9%
B/E move
1.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.67
IV
11.2%
B/E move
1.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.86
IV
11.4%
B/E move
1.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.06
IV
12.0%
B/E move
0.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.28
IV
13.5%
B/E move
0.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.51
IV
15.0%
B/E move
0.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.73
IV
16.4%
B/E move
0.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.96
IV
17.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.48
IV
21.8%
B/E move
0.6%

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.54
IV
37.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.74
IV
50.1%
B/E move
0.7%

Options history

IV · four-Friday blend9.72%
Daily EOD
VCIT7.3%8.6%9.9%2026-10-19: 8.35%2026-10-20: 8.35%2026-10-21: 7.44%2026-10-22: 7.91%2026-10-23: 8.87%2026-10-26: 9.72%Oct 19Oct 21Oct 26
6 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
8.35%
8.35%
7.44%
7.91%
8.87%
9.72%