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Vanguard Short-Term Treasury ETF VGSH

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Market datapartial · fetched 2026-10-23T00:35:11.325Z

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 · 2026-10-22T23:57:24.682506762Z

FundamentalsAlpha Vantage · unavailable

Share price$57.82
1D+0.2%
AH$57.68$57.72$57.77$57.81$57.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVGSH
Sold putSold callAH

Vanguard Short-Term Treasury ETF options

Live interpolated VGSH call and put midpoint premiums by absolute delta.Vanguard Short-Term Treasury ETF$0.35$1.03$1.71$2.39$3.07$53.66$55.73$57.79$59.86$61.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGSH spot · $57.82VGSH PRICE$0.97$0.97$0.97$0.97$0.99$1.00$1.09$1.20$1.31$1.43$1.60$1.76$0.97$0.97$0.97$0.97$0.80$0.44$0.43$0.95$1.47$1.81$2.00$2.19$2.87
PutsFair1.01×
CallsFair0.97×
SkewBearish+0.89 pp
Implied moveBullish±$1.42
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.0450.2%11.7%
25Δ63.3942.8%11.3%54.2738.2%7.8%
30Δ61.2133.2%7.5%55.6730.3%5.4%
35Δ59.9126.6%5.3%56.5824.8%3.8%
40Δ59.0621.9%3.8%57.2318.0%2.4%
45Δ58.5718.8%3.0%57.719.1%1.0%
50Δ58.1216.0%2.2%58.145.6%0.2%
55Δ57.8014.7%1.8%58.4910.5%0.5%
60Δ57.5314.0%1.6%58.8415.4%0.8%
65Δ57.2613.3%1.3%59.1817.2%0.8%
70Δ56.9912.6%1.0%59.4916.4%0.6%
75Δ56.6712.1%0.8%59.8115.6%0.3%
80Δ56.3611.5%0.5%60.5717.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.04
IV
50.2%
B/E move
11.7%

25Δ

Calls
Pseudo strike
63.39
IV
42.8%
B/E move
11.3%
Puts
Pseudo strike
54.27
IV
38.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
61.21
IV
33.2%
B/E move
7.5%
Puts
Pseudo strike
55.67
IV
30.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
59.91
IV
26.6%
B/E move
5.3%
Puts
Pseudo strike
56.58
IV
24.8%
B/E move
3.8%

40Δ

Calls
Pseudo strike
59.06
IV
21.9%
B/E move
3.8%
Puts
Pseudo strike
57.23
IV
18.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
58.57
IV
18.8%
B/E move
3.0%
Puts
Pseudo strike
57.71
IV
9.1%
B/E move
1.0%

50Δ

Calls
Pseudo strike
58.12
IV
16.0%
B/E move
2.2%
Puts
Pseudo strike
58.14
IV
5.6%
B/E move
0.2%

55Δ

Calls
Pseudo strike
57.80
IV
14.7%
B/E move
1.8%
Puts
Pseudo strike
58.49
IV
10.5%
B/E move
0.5%

60Δ

Calls
Pseudo strike
57.53
IV
14.0%
B/E move
1.6%
Puts
Pseudo strike
58.84
IV
15.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
57.26
IV
13.3%
B/E move
1.3%
Puts
Pseudo strike
59.18
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.99
IV
12.6%
B/E move
1.0%
Puts
Pseudo strike
59.49
IV
16.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
56.67
IV
12.1%
B/E move
0.8%
Puts
Pseudo strike
59.81
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
56.36
IV
11.5%
B/E move
0.5%
Puts
Pseudo strike
60.57
IV
17.6%
B/E move
0.2%

Options history

No recorded observations