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Vanguard Long-Term Treasury ETF VGLT

i

Market datapartial · fetched 2026-11-12T16:05:38.301Z

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 · 2026-11-12T16:05:17.688818937Z

FundamentalsAlpha Vantage · unavailable

Share price$51.54
1D-0.2%
$51.51$51.60$51.69$51.77$51.865:30 AM6:30 AM9:00 AM1:00 PMVGLT
Sold putSold call

Vanguard Long-Term Treasury ETF options

Live interpolated VGLT call and put midpoint premiums by absolute delta.Vanguard Long-Term Treasury ETF$0.23$0.38$0.52$0.66$0.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVGLT PRICE$0.33$0.38$0.38$0.38$0.39$0.46$0.54$0.61$0.69$0.76$0.25$0.25$0.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.4639.4%6.3%49.4931.3%4.5%
25Δ53.6935.4%4.9%50.1724.4%3.1%
30Δ53.0929.2%3.7%50.8517.5%1.8%
35Δ52.4822.9%2.6%
40Δ51.9717.9%1.6%
45Δ51.8017.5%1.4%
50Δ51.6417.1%1.2%
55Δ51.4716.8%1.1%
60Δ51.3116.4%0.9%
65Δ51.1416.0%0.7%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
54.46
IV
39.4%
B/E move
6.3%
Puts
Pseudo strike
49.49
IV
31.3%
B/E move
4.5%

25Δ

Calls
Pseudo strike
53.69
IV
35.4%
B/E move
4.9%
Puts
Pseudo strike
50.17
IV
24.4%
B/E move
3.1%

30Δ

Calls
Pseudo strike
53.09
IV
29.2%
B/E move
3.7%
Puts
Pseudo strike
50.85
IV
17.5%
B/E move
1.8%

35Δ

Calls
Pseudo strike
52.48
IV
22.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
51.97
IV
17.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
51.80
IV
17.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
51.64
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
51.47
IV
16.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
51.31
IV
16.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
51.14
IV
16.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend11.39%
Daily EOD
VGLT10.4%11.9%13.3%2026-10-19: 13.07%2026-10-20: 10.64%2026-10-21: 12.75%2026-10-22: 12.29%2026-10-23: 11.87%2026-10-26: 10.72%2026-10-27: 11.07%2026-10-28: 12.41%2026-10-29: 11.70%2026-10-30: 11.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.07%
10.64%
12.75%
12.29%
11.87%
10.72%
11.07%
12.41%
11.70%
11.39%