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Vanguard Short-Term Corporate Bond ETF VCSH

i

Market dataready · fetched 2026-11-12T01:09:41.323Z

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 · 2026-11-11T21:02:10.754392062Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:09:40.871125+00:00

Share price$77.48
1D-0.0%
AH$77.40$77.44$77.49$77.53$77.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVCSH
Sold putSold callAH

Vanguard Short-Term Corporate Bond ETF options

Live interpolated VCSH call and put midpoint premiums by absolute delta.Vanguard Short-Term Corporate Bond ETF$0.14$0.92$1.71$2.49$3.27$-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 unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVCSH PRICE$0.22$0.46$0.69$0.93$1.16$1.40$1.63$1.87$2.11$2.34$2.58$2.81$3.05
PutsExpensive1.69×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.205.6%0.7%
25Δ77.476.7%0.6%
30Δ77.747.7%0.6%
35Δ78.018.8%0.5%
40Δ78.279.9%0.5%
45Δ78.5410.9%0.4%
50Δ78.8112.0%0.4%
55Δ79.0813.0%0.3%
60Δ79.3514.1%0.3%
65Δ79.6215.2%0.3%
70Δ79.8916.2%0.2%
75Δ80.1617.3%0.2%
80Δ80.4218.4%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.20
IV
5.6%
B/E move
0.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.47
IV
6.7%
B/E move
0.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.74
IV
7.7%
B/E move
0.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.01
IV
8.8%
B/E move
0.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.27
IV
9.9%
B/E move
0.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.54
IV
10.9%
B/E move
0.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.81
IV
12.0%
B/E move
0.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.08
IV
13.0%
B/E move
0.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.35
IV
14.1%
B/E move
0.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.62
IV
15.2%
B/E move
0.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.89
IV
16.2%
B/E move
0.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.16
IV
17.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.42
IV
18.4%
B/E move
0.1%

Options history

IV · four-Friday blend11.44%
Daily EOD
VCSH11.4%11.4%11.5%2026-10-22: 11.44%Oct 22
1 observations2026-10-22 — 2026-10-22
Table
DateIV (%)
11.44%