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Vanguard Long-Term Corporate Bond ETF VCLT

i

Market dataready · fetched 2026-11-12T02:58:11.610Z

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 · 2026-11-11T22:30:03.521886198Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:58:11.125740+00:00

Share price$70.49
1D+0.4%
AH$70.00$70.13$70.25$70.38$70.505:30 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$0.07$0.47$0.86$1.25$1.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —OPTION PRICEVCLT PRICE$0.12$0.15$0.18$0.23$0.29$0.35$0.41$0.47$0.53$0.59$0.65$0.76$1.03$0.97$1.25$1.53
Puts——
CallsFair0.95×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.559.4%1.7%
25Δ71.339.1%1.4%
30Δ71.118.8%1.1%
35Δ70.948.6%1.0%
40Δ70.828.5%0.9%
45Δ70.708.5%0.8%
50Δ70.588.4%0.7%
55Δ70.468.3%0.6%
60Δ70.338.2%0.5%
65Δ70.218.2%0.4%
70Δ70.098.1%0.4%71.3011.3%0.2%
75Δ69.928.2%0.3%71.6112.6%0.2%
80Δ69.619.2%0.2%71.9213.9%0.1%

20Δ

Calls
Pseudo strike
71.55
IV
9.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.33
IV
9.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
71.11
IV
8.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
70.94
IV
8.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
70.82
IV
8.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
70.70
IV
8.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
70.58
IV
8.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
70.46
IV
8.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
70.33
IV
8.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
70.21
IV
8.2%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
70.09
IV
8.1%
B/E move
0.4%
Puts
Pseudo strike
71.30
IV
11.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
69.92
IV
8.2%
B/E move
0.3%
Puts
Pseudo strike
71.61
IV
12.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
69.61
IV
9.2%
B/E move
0.2%
Puts
Pseudo strike
71.92
IV
13.9%
B/E move
0.1%

Options history

IV · four-Friday blend11.71%
Daily EOD
VCLT11.2%12.1%13.0%2026-10-19: 12.80%2026-10-20: 11.33%2026-10-21: 11.88%2026-10-22: 11.70%2026-10-23: 12.85%2026-10-26: 12.42%2026-10-27: 12.70%2026-10-28: 11.91%2026-10-29: 11.75%2026-10-30: 11.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.80%
11.33%
11.88%
11.70%
12.85%
12.42%
12.70%
11.91%
11.75%
11.71%