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Vanguard Long-Term Treasury ETF VGLT

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Market datapartial · fetched 2026-10-23T02:58:59.941Z

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 · 2026-10-22T23:24:25.002554907Z

FundamentalsAlpha Vantage · unavailable

Share price$52.32
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$0.12$2.02$3.92$5.82$7.72$48.60$50.26$51.92$53.58$55.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGLT spot · $52.32VGLT PRICE$0.32$0.40$0.47$0.44$0.45$0.51$0.58$0.64$0.70$0.77$1.50$2.32$2.35$0.47$0.47$0.49$0.52$0.56$0.64$0.73$0.81$0.89$2.69$2.89$3.80$7.17
PutsExpensive1.37×
CallsCheap0.88×
SkewBearish+7.30 pp
Implied moveBearish±$1.30
TiltBearish31.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.3520.5%6.4%48.9029.9%7.4%
25Δ54.6419.1%5.2%50.2622.5%4.9%
30Δ53.9517.4%4.0%51.1917.4%3.1%
35Δ53.3713.5%2.9%51.6215.1%2.3%
40Δ52.9410.8%2.0%52.0313.0%1.6%
45Δ52.7510.4%1.8%52.2512.5%1.4%
50Δ52.579.9%1.6%52.4712.0%1.1%
55Δ52.399.4%1.3%52.6911.5%0.8%
60Δ52.209.0%1.1%52.9111.0%0.6%
65Δ52.028.5%0.9%54.2427.7%1.5%
70Δ51.3213.3%0.9%54.6625.9%1.1%
75Δ50.5518.8%1.0%55.6829.2%0.8%
80Δ50.4417.7%0.9%58.9745.6%1.0%

20Δ

Calls
Pseudo strike
55.35
IV
20.5%
B/E move
6.4%
Puts
Pseudo strike
48.90
IV
29.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
54.64
IV
19.1%
B/E move
5.2%
Puts
Pseudo strike
50.26
IV
22.5%
B/E move
4.9%

30Δ

Calls
Pseudo strike
53.95
IV
17.4%
B/E move
4.0%
Puts
Pseudo strike
51.19
IV
17.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
53.37
IV
13.5%
B/E move
2.9%
Puts
Pseudo strike
51.62
IV
15.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
52.94
IV
10.8%
B/E move
2.0%
Puts
Pseudo strike
52.03
IV
13.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
52.75
IV
10.4%
B/E move
1.8%
Puts
Pseudo strike
52.25
IV
12.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
52.57
IV
9.9%
B/E move
1.6%
Puts
Pseudo strike
52.47
IV
12.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
52.39
IV
9.4%
B/E move
1.3%
Puts
Pseudo strike
52.69
IV
11.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
52.20
IV
9.0%
B/E move
1.1%
Puts
Pseudo strike
52.91
IV
11.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
52.02
IV
8.5%
B/E move
0.9%
Puts
Pseudo strike
54.24
IV
27.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
51.32
IV
13.3%
B/E move
0.9%
Puts
Pseudo strike
54.66
IV
25.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
50.55
IV
18.8%
B/E move
1.0%
Puts
Pseudo strike
55.68
IV
29.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
50.44
IV
17.7%
B/E move
0.9%
Puts
Pseudo strike
58.97
IV
45.6%
B/E move
1.0%

Options history

No recorded observations