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Vanguard Intermediate-Term Treasury ETF VGIT

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Market dataready · fetched 2026-10-23T04:07:20.976Z

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 · 2026-10-22T23:02:27.905117937Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:07:20.579232+00:00

Share price$57.42
1D+0.4%
AH$57.19$57.28$57.38$57.47$57.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVGIT
Sold putSold callAH

Vanguard Intermediate-Term Treasury ETF options

Live interpolated VGIT call and put midpoint premiums by absolute delta.Vanguard Intermediate-Term Treasury ETF$0.37$1.20$2.04$2.87$3.70$53.38$55.57$57.76$59.95$62.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGIT spot · $57.42VGIT PRICE$0.82$0.82$0.82$0.82$0.86$0.90$0.99$1.08$1.17$1.82$2.74$3.40$3.46$0.56$0.46$0.87$0.94$1.01$1.08$1.15$1.23$1.36$1.48$1.61$2.04$3.12
PutsExpensive2.27×
CallsExpensive2.45×
SkewBullish-4.23 pp
Implied moveBearish±$2.14
TiltBullish7.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.3148.9%15.2%53.8630.3%7.2%
25Δ62.0236.1%9.4%55.6119.4%4.0%
30Δ60.2728.1%6.4%55.3028.1%5.2%
35Δ59.2022.6%4.5%55.8525.6%4.4%
40Δ58.5819.5%3.5%56.3923.2%3.6%
45Δ58.0516.9%2.6%56.9320.8%2.7%
50Δ57.7215.9%2.2%57.4718.3%1.9%
55Δ57.4015.0%1.8%58.0115.9%1.1%
60Δ57.0914.1%1.5%58.2815.1%0.9%
65Δ56.4718.7%1.5%58.5514.4%0.6%
70Δ55.6325.2%1.7%58.8113.6%0.4%
75Δ54.8827.6%1.5%59.3414.4%0.2%
80Δ54.5824.3%1.1%60.4218.9%0.2%

20Δ

Calls
Pseudo strike
65.31
IV
48.9%
B/E move
15.2%
Puts
Pseudo strike
53.86
IV
30.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
62.02
IV
36.1%
B/E move
9.4%
Puts
Pseudo strike
55.61
IV
19.4%
B/E move
4.0%

30Δ

Calls
Pseudo strike
60.27
IV
28.1%
B/E move
6.4%
Puts
Pseudo strike
55.30
IV
28.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
59.20
IV
22.6%
B/E move
4.5%
Puts
Pseudo strike
55.85
IV
25.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
58.58
IV
19.5%
B/E move
3.5%
Puts
Pseudo strike
56.39
IV
23.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
58.05
IV
16.9%
B/E move
2.6%
Puts
Pseudo strike
56.93
IV
20.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
57.72
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
57.47
IV
18.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
57.40
IV
15.0%
B/E move
1.8%
Puts
Pseudo strike
58.01
IV
15.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
57.09
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
58.28
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
56.47
IV
18.7%
B/E move
1.5%
Puts
Pseudo strike
58.55
IV
14.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
55.63
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
58.81
IV
13.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
54.88
IV
27.6%
B/E move
1.5%
Puts
Pseudo strike
59.34
IV
14.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
54.58
IV
24.3%
B/E move
1.1%
Puts
Pseudo strike
60.42
IV
18.9%
B/E move
0.2%

Options history

No recorded observations