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Vanguard Long-Term Treasury ETF VGLT

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Market datapartial · fetched 2026-10-22T21:25:26.924Z

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 · 2026-10-22T20:45:05.17268435Z

FundamentalsAlpha Vantage · unavailable

Share price$52.45
1D+0.9%
AH$51.88$52.04$52.20$52.36$52.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVGLT
Sold putSold callAH

Vanguard Long-Term Treasury ETF options

Live interpolated VGLT call and put midpoint premiums by absolute delta.Vanguard Long-Term Treasury ETF$0.14$1.78$3.42$5.06$6.71$48.35$50.12$51.89$53.65$55.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGLT spot · $52.45VGLT PRICE$0.32$0.39$0.47$0.45$0.43$0.47$0.53$0.58$0.63$0.69$0.74$1.16$2.36$0.47$0.47$0.50$0.53$0.60$0.69$0.78$0.87$2.32$2.78$2.99$5.51$6.23
PutsExpensive1.52×
CallsCheap0.77×
SkewBearish+11.13 pp
Implied moveBearish±$1.31
TiltBearish45.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.4119.9%6.3%49.0329.7%7.4%
25Δ54.7418.5%5.1%50.4622.0%4.7%
30Δ54.0617.1%4.0%51.2917.6%3.2%
35Δ53.5413.8%2.9%51.7615.2%2.3%
40Δ53.0410.4%1.9%52.1213.8%1.8%
45Δ52.869.6%1.7%52.3713.3%1.5%
50Δ52.719.1%1.5%52.6112.8%1.2%
55Δ52.568.6%1.3%52.8612.4%0.9%
60Δ52.418.1%1.1%53.8427.3%1.8%
65Δ52.267.6%0.9%54.4228.5%1.5%
70Δ52.107.1%0.7%54.8826.7%1.1%
75Δ51.649.2%0.7%57.3040.8%1.3%
80Δ50.5116.8%0.8%58.2140.5%0.9%

20Δ

Calls
Pseudo strike
55.41
IV
19.9%
B/E move
6.3%
Puts
Pseudo strike
49.03
IV
29.7%
B/E move
7.4%

25Δ

Calls
Pseudo strike
54.74
IV
18.5%
B/E move
5.1%
Puts
Pseudo strike
50.46
IV
22.0%
B/E move
4.7%

30Δ

Calls
Pseudo strike
54.06
IV
17.1%
B/E move
4.0%
Puts
Pseudo strike
51.29
IV
17.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
53.54
IV
13.8%
B/E move
2.9%
Puts
Pseudo strike
51.76
IV
15.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
53.04
IV
10.4%
B/E move
1.9%
Puts
Pseudo strike
52.12
IV
13.8%
B/E move
1.8%

45Δ

Calls
Pseudo strike
52.86
IV
9.6%
B/E move
1.7%
Puts
Pseudo strike
52.37
IV
13.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
52.71
IV
9.1%
B/E move
1.5%
Puts
Pseudo strike
52.61
IV
12.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
52.56
IV
8.6%
B/E move
1.3%
Puts
Pseudo strike
52.86
IV
12.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
52.41
IV
8.1%
B/E move
1.1%
Puts
Pseudo strike
53.84
IV
27.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
52.26
IV
7.6%
B/E move
0.9%
Puts
Pseudo strike
54.42
IV
28.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
52.10
IV
7.1%
B/E move
0.7%
Puts
Pseudo strike
54.88
IV
26.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
51.64
IV
9.2%
B/E move
0.7%
Puts
Pseudo strike
57.30
IV
40.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
50.51
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
58.21
IV
40.5%
B/E move
0.9%

Options history

No recorded observations