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Vanguard Long-Term Corporate Bond ETF VCLT

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Market datapartial · fetched 2026-10-22T23:16:18.484Z

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 · 2026-10-22T20:43:55.69149472Z

FundamentalsAlpha Vantage · unavailable

Share price$70.85
1D+1.1%
AH$70.00$70.26$70.51$70.77$71.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVCLT
Sold putSold callAH

Vanguard Long-Term Corporate Bond ETF options

Live interpolated VCLT call and put midpoint premiums by absolute delta.Vanguard Long-Term Corporate Bond ETF$0.09$1.42$2.76$4.10$5.43$66.43$68.62$70.82$73.01$75.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCLT spot · $70.85VCLT PRICE$0.23$0.32$0.42$0.50$0.52$0.54$0.56$0.68$0.89$1.10$1.32$1.67$2.13$0.28$0.35$0.42$0.61$0.82$1.02$1.23$1.47$1.70$2.10$2.53$3.60$5.05
PutsCheap0.85×
CallsCheap0.53×
SkewBearish+5.97 pp
Implied moveBearish±$1.80
TiltBearish32.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.779.7%3.0%69.0412.4%2.9%
25Δ72.5010.2%2.8%69.5011.6%2.4%
30Δ72.2410.6%2.5%69.9610.9%1.8%
35Δ71.9710.9%2.3%70.2611.9%1.7%
40Δ71.699.7%1.9%70.5413.0%1.6%
45Δ71.418.5%1.6%70.8214.1%1.5%
50Δ71.147.4%1.2%71.1414.9%1.3%
55Δ70.877.1%1.0%71.5315.1%1.1%
60Δ70.617.8%0.9%71.9215.3%0.9%
65Δ70.368.5%0.9%72.4416.1%0.7%
70Δ70.109.2%0.8%72.9717.1%0.6%
75Δ69.659.9%0.7%74.1120.3%0.5%
80Δ69.0710.6%0.5%75.6024.9%0.4%

20Δ

Calls
Pseudo strike
72.77
IV
9.7%
B/E move
3.0%
Puts
Pseudo strike
69.04
IV
12.4%
B/E move
2.9%

25Δ

Calls
Pseudo strike
72.50
IV
10.2%
B/E move
2.8%
Puts
Pseudo strike
69.50
IV
11.6%
B/E move
2.4%

30Δ

Calls
Pseudo strike
72.24
IV
10.6%
B/E move
2.5%
Puts
Pseudo strike
69.96
IV
10.9%
B/E move
1.8%

35Δ

Calls
Pseudo strike
71.97
IV
10.9%
B/E move
2.3%
Puts
Pseudo strike
70.26
IV
11.9%
B/E move
1.7%

40Δ

Calls
Pseudo strike
71.69
IV
9.7%
B/E move
1.9%
Puts
Pseudo strike
70.54
IV
13.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
71.41
IV
8.5%
B/E move
1.6%
Puts
Pseudo strike
70.82
IV
14.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
71.14
IV
7.4%
B/E move
1.2%
Puts
Pseudo strike
71.14
IV
14.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
70.87
IV
7.1%
B/E move
1.0%
Puts
Pseudo strike
71.53
IV
15.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
70.61
IV
7.8%
B/E move
0.9%
Puts
Pseudo strike
71.92
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
70.36
IV
8.5%
B/E move
0.9%
Puts
Pseudo strike
72.44
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
70.10
IV
9.2%
B/E move
0.8%
Puts
Pseudo strike
72.97
IV
17.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
69.65
IV
9.9%
B/E move
0.7%
Puts
Pseudo strike
74.11
IV
20.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
69.07
IV
10.6%
B/E move
0.5%
Puts
Pseudo strike
75.60
IV
24.9%
B/E move
0.4%

Options history

No recorded observations