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Vanguard Intermediate-Term Corporate Bond ETF VCIT

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Market dataready · fetched 2026-10-22T23:26:38.593Z

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 · 2026-10-22T20:43:40.707308155Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:20:09.383219+00:00

Share price$79.50
1D+0.6%
AH$78.53$78.81$79.09$79.37$79.655:30 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$0.29$1.49$2.68$3.88$5.08$75.08$77.14$79.21$81.28$83.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCIT spot · $79.50VCIT PRICE$1.07$1.07$0.90$0.68$0.47$0.42$0.51$0.59$0.68$0.76$0.85$1.00$1.66$0.95$1.09$0.86$0.52$0.63$0.77$0.91$1.09$1.40$1.70$2.25$3.19$4.73
PutsExpensive1.46×
CallsExpensive1.34×
SkewBearish+2.57 pp
Implied moveBearish±$1.42
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.7545.9%14.2%73.7635.7%8.4%
25Δ85.6434.2%9.1%75.4631.2%6.4%
30Δ83.7225.5%6.4%77.2021.3%4.0%
35Δ82.1917.3%4.2%78.8910.0%1.4%
40Δ80.679.1%2.1%79.259.4%1.1%
45Δ79.915.5%1.1%79.529.6%0.9%
50Δ79.765.4%1.0%79.799.8%0.8%
55Δ79.605.4%0.9%80.0810.2%0.6%
60Δ79.455.3%0.8%80.4711.0%0.5%
65Δ79.295.3%0.7%80.8511.8%0.4%
70Δ79.145.2%0.6%81.4513.4%0.4%
75Δ78.905.5%0.5%82.4216.4%0.3%
80Δ78.057.9%0.3%83.9821.0%0.3%

20Δ

Calls
Pseudo strike
89.75
IV
45.9%
B/E move
14.2%
Puts
Pseudo strike
73.76
IV
35.7%
B/E move
8.4%

25Δ

Calls
Pseudo strike
85.64
IV
34.2%
B/E move
9.1%
Puts
Pseudo strike
75.46
IV
31.2%
B/E move
6.4%

30Δ

Calls
Pseudo strike
83.72
IV
25.5%
B/E move
6.4%
Puts
Pseudo strike
77.20
IV
21.3%
B/E move
4.0%

35Δ

Calls
Pseudo strike
82.19
IV
17.3%
B/E move
4.2%
Puts
Pseudo strike
78.89
IV
10.0%
B/E move
1.4%

40Δ

Calls
Pseudo strike
80.67
IV
9.1%
B/E move
2.1%
Puts
Pseudo strike
79.25
IV
9.4%
B/E move
1.1%

45Δ

Calls
Pseudo strike
79.91
IV
5.5%
B/E move
1.1%
Puts
Pseudo strike
79.52
IV
9.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
79.76
IV
5.4%
B/E move
1.0%
Puts
Pseudo strike
79.79
IV
9.8%
B/E move
0.8%

55Δ

Calls
Pseudo strike
79.60
IV
5.4%
B/E move
0.9%
Puts
Pseudo strike
80.08
IV
10.2%
B/E move
0.6%

60Δ

Calls
Pseudo strike
79.45
IV
5.3%
B/E move
0.8%
Puts
Pseudo strike
80.47
IV
11.0%
B/E move
0.5%

65Δ

Calls
Pseudo strike
79.29
IV
5.3%
B/E move
0.7%
Puts
Pseudo strike
80.85
IV
11.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
79.14
IV
5.2%
B/E move
0.6%
Puts
Pseudo strike
81.45
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
78.90
IV
5.5%
B/E move
0.5%
Puts
Pseudo strike
82.42
IV
16.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
78.05
IV
7.9%
B/E move
0.3%
Puts
Pseudo strike
83.98
IV
21.0%
B/E move
0.3%

Options history

No recorded observations