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Vanguard Short-Term Corporate Bond ETF VCSH

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Market datapartial · fetched 2026-10-22T21:55:18.693Z

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 · 2026-10-22T20:47:06.853075298Z

FundamentalsAlpha Vantage · unavailable

Share price$77.71
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$0.11$2.30$4.49$6.68$8.87$71.78$74.94$78.10$81.27$84.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCSH spot · $77.71VCSH PRICE$0.95$1.32$1.32$1.21$0.87$0.52$0.34$1.23$2.11$3.16$4.21$5.48$8.24$1.24$1.35$1.35$1.13$0.87$0.61$0.35$1.25$2.25$3.25$4.25
PutsExpensive3.85×
CallsExpensive4.52×
SkewBullish-3.60 pp
Implied moveBalanced±$0.69
TiltBullish26.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.3037.0%11.0%70.5946.5%10.7%
25Δ85.2843.1%11.4%72.8339.1%8.0%
30Δ82.3233.4%7.6%74.7731.0%5.5%
35Δ80.7026.0%5.4%75.6624.2%4.1%
40Δ79.7617.9%3.8%76.4217.6%2.8%
45Δ78.819.7%2.1%77.1810.9%1.5%
50Δ77.943.7%0.7%77.944.2%0.1%
55Δ77.4811.1%1.3%78.808.3%0.2%
60Δ77.0218.5%1.8%79.6613.3%0.4%
65Δ75.9623.0%1.8%80.5318.4%0.6%
70Δ74.8727.3%1.8%81.3923.4%0.7%
75Δ73.5732.6%1.7%
80Δ70.8143.5%1.7%

20Δ

Calls
Pseudo strike
85.30
IV
37.0%
B/E move
11.0%
Puts
Pseudo strike
70.59
IV
46.5%
B/E move
10.7%

25Δ

Calls
Pseudo strike
85.28
IV
43.1%
B/E move
11.4%
Puts
Pseudo strike
72.83
IV
39.1%
B/E move
8.0%

30Δ

Calls
Pseudo strike
82.32
IV
33.4%
B/E move
7.6%
Puts
Pseudo strike
74.77
IV
31.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
80.70
IV
26.0%
B/E move
5.4%
Puts
Pseudo strike
75.66
IV
24.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
79.76
IV
17.9%
B/E move
3.8%
Puts
Pseudo strike
76.42
IV
17.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
78.81
IV
9.7%
B/E move
2.1%
Puts
Pseudo strike
77.18
IV
10.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
77.94
IV
3.7%
B/E move
0.7%
Puts
Pseudo strike
77.94
IV
4.2%
B/E move
0.1%

55Δ

Calls
Pseudo strike
77.48
IV
11.1%
B/E move
1.3%
Puts
Pseudo strike
78.80
IV
8.3%
B/E move
0.2%

60Δ

Calls
Pseudo strike
77.02
IV
18.5%
B/E move
1.8%
Puts
Pseudo strike
79.66
IV
13.3%
B/E move
0.4%

65Δ

Calls
Pseudo strike
75.96
IV
23.0%
B/E move
1.8%
Puts
Pseudo strike
80.53
IV
18.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
74.87
IV
27.3%
B/E move
1.8%
Puts
Pseudo strike
81.39
IV
23.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
73.57
IV
32.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.81
IV
43.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations