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Vanguard Short-Term Treasury ETF VGSH

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Market datapartial · fetched 2026-10-22T21:55:18.037Z

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 · 2026-10-22T21:41:36.646852998Z

FundamentalsAlpha Vantage · unavailable

Share price$57.81
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$0.30$0.96$1.63$2.30$2.96$53.67$55.73$57.79$59.85$61.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGSH spot · $57.81VGSH PRICE$0.97$0.97$0.97$0.97$0.99$1.00$1.09$1.21$1.32$1.44$1.61$1.78$0.97$0.97$0.97$0.97$0.81$0.47$0.37$0.90$1.44$1.80$1.99$2.17$2.77
PutsFair1.00×
CallsFair0.97×
SkewBearish+0.75 pp
Implied moveBullish±$1.37
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.0350.1%11.7%
25Δ63.3842.6%11.3%54.2638.1%7.8%
30Δ61.2033.1%7.6%55.6630.2%5.4%
35Δ59.9026.6%5.3%56.5824.7%3.8%
40Δ59.0421.8%3.8%57.2118.2%2.4%
45Δ58.5618.8%3.0%57.679.7%1.1%
50Δ58.1015.9%2.2%58.104.9%0.1%
55Δ57.7914.7%1.8%58.4610.0%0.4%
60Δ57.5214.1%1.6%58.8215.0%0.7%
65Δ57.2513.4%1.3%59.1617.1%0.8%
70Δ56.9712.7%1.0%59.4816.3%0.6%
75Δ56.6512.1%0.8%59.7915.5%0.3%
80Δ56.3311.6%0.5%60.4717.0%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.03
IV
50.1%
B/E move
11.7%

25Δ

Calls
Pseudo strike
63.38
IV
42.6%
B/E move
11.3%
Puts
Pseudo strike
54.26
IV
38.1%
B/E move
7.8%

30Δ

Calls
Pseudo strike
61.20
IV
33.1%
B/E move
7.6%
Puts
Pseudo strike
55.66
IV
30.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
59.90
IV
26.6%
B/E move
5.3%
Puts
Pseudo strike
56.58
IV
24.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
59.04
IV
21.8%
B/E move
3.8%
Puts
Pseudo strike
57.21
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
58.56
IV
18.8%
B/E move
3.0%
Puts
Pseudo strike
57.67
IV
9.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
58.10
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
58.10
IV
4.9%
B/E move
0.1%

55Δ

Calls
Pseudo strike
57.79
IV
14.7%
B/E move
1.8%
Puts
Pseudo strike
58.46
IV
10.0%
B/E move
0.4%

60Δ

Calls
Pseudo strike
57.52
IV
14.1%
B/E move
1.6%
Puts
Pseudo strike
58.82
IV
15.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
57.25
IV
13.4%
B/E move
1.3%
Puts
Pseudo strike
59.16
IV
17.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.97
IV
12.7%
B/E move
1.0%
Puts
Pseudo strike
59.48
IV
16.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
56.65
IV
12.1%
B/E move
0.8%
Puts
Pseudo strike
59.79
IV
15.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
56.33
IV
11.6%
B/E move
0.5%
Puts
Pseudo strike
60.47
IV
17.0%
B/E move
0.2%

Options history

No recorded observations