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Vanguard Short-Term Corporate Bond ETF VCSH

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Market datapartial · fetched 2026-10-22T20:18:06.934Z

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 · 2026-10-22T20:10:08.836042152Z

FundamentalsAlpha Vantage · unavailable

Share price$77.72
1D+0.2%
AH$77.49$77.57$77.65$77.73$77.815:30 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$0.00$2.20$4.41$6.61$8.81$72.04$75.12$78.21$81.30$84.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCSH spot · $77.72VCSH PRICE$0.94$1.32$1.32$1.22$0.89$0.56$0.23$1.15$2.09$3.13$4.19$5.44$8.18$1.24$1.35$1.35$1.12$0.85$0.58$0.35$1.34$2.32$3.30$4.29$2.75$4.33
PutsExpensive3.67×
CallsExpensive4.49×
SkewBullish-4.47 pp
Implied moveBearish±$0.58
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.2636.8%10.9%70.5646.7%10.8%
25Δ85.2943.0%11.4%72.8539.1%8.0%
30Δ82.3333.4%7.6%74.7831.0%5.5%
35Δ80.7226.1%5.4%75.6824.1%4.1%
40Δ79.8118.3%3.8%76.4617.2%2.7%
45Δ78.9110.5%2.3%77.2410.4%1.4%
50Δ78.012.7%0.7%78.023.9%0.1%
55Δ77.5210.4%1.2%78.878.8%0.2%
60Δ77.0318.2%1.8%79.7313.8%0.4%
65Δ75.9822.8%1.8%80.5818.7%0.6%
70Δ74.8927.1%1.7%81.4323.7%0.7%
75Δ73.6132.3%1.7%80.3213.8%0.2%
80Δ70.8743.1%1.7%81.9915.3%0.1%

20Δ

Calls
Pseudo strike
85.26
IV
36.8%
B/E move
10.9%
Puts
Pseudo strike
70.56
IV
46.7%
B/E move
10.8%

25Δ

Calls
Pseudo strike
85.29
IV
43.0%
B/E move
11.4%
Puts
Pseudo strike
72.85
IV
39.1%
B/E move
8.0%

30Δ

Calls
Pseudo strike
82.33
IV
33.4%
B/E move
7.6%
Puts
Pseudo strike
74.78
IV
31.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
80.72
IV
26.1%
B/E move
5.4%
Puts
Pseudo strike
75.68
IV
24.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
79.81
IV
18.3%
B/E move
3.8%
Puts
Pseudo strike
76.46
IV
17.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
78.91
IV
10.5%
B/E move
2.3%
Puts
Pseudo strike
77.24
IV
10.4%
B/E move
1.4%

50Δ

Calls
Pseudo strike
78.01
IV
2.7%
B/E move
0.7%
Puts
Pseudo strike
78.02
IV
3.9%
B/E move
0.1%

55Δ

Calls
Pseudo strike
77.52
IV
10.4%
B/E move
1.2%
Puts
Pseudo strike
78.87
IV
8.8%
B/E move
0.2%

60Δ

Calls
Pseudo strike
77.03
IV
18.2%
B/E move
1.8%
Puts
Pseudo strike
79.73
IV
13.8%
B/E move
0.4%

65Δ

Calls
Pseudo strike
75.98
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
80.58
IV
18.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
74.89
IV
27.1%
B/E move
1.7%
Puts
Pseudo strike
81.43
IV
23.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
73.61
IV
32.3%
B/E move
1.7%
Puts
Pseudo strike
80.32
IV
13.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
70.87
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
81.99
IV
15.3%
B/E move
0.1%

Options history

No recorded observations