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Vanguard Malvern Funds Vanguard Core Plus Bond ETF VPLS

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Market datapartial · fetched 2026-10-22T23:45:49.751Z

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 · 2026-10-22T20:00:00.35200118Z

FundamentalsAlpha Vantage · unavailable

Share price$74.98
1D+0.5%
AH$74.58$74.70$74.83$74.95$75.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVPLS
Sold putSold callAH

Vanguard Malvern Funds Vanguard Core Plus Bond ETF options

Live interpolated VPLS call and put midpoint premiums by absolute delta.Vanguard Malvern Funds Vanguard Core Plus Bond ETF$0.76$1.80$2.83$3.87$4.91$70.05$72.38$74.71$77.04$79.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VPLS spot · $74.98VPLS PRICE$0.89$0.88$0.88$0.90$0.90$0.93$0.98$1.03$1.24$1.46$1.68$1.89$2.11$0.89$0.88$0.90$0.94$1.04$1.15$1.29$1.43$1.57$1.94$2.31$3.57$4.61
PutsExpensive1.32×
CallsExpensive1.21×
SkewBearish+2.54 pp
Implied moveBearish±$2.27
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.2640.0%12.2%69.4436.0%8.6%
25Δ79.8129.2%7.6%71.7026.9%5.5%
30Δ77.9622.6%5.1%73.0121.7%3.8%
35Δ76.9118.7%3.8%73.8318.5%2.8%
40Δ76.1915.5%2.8%74.4016.9%2.2%
45Δ75.7313.6%2.2%74.8915.7%1.7%
50Δ75.3612.1%1.8%75.2814.9%1.3%
55Δ75.0010.7%1.4%75.6414.2%1.0%
60Δ74.6310.6%1.2%76.0013.5%0.7%
65Δ74.2610.6%1.0%76.4714.1%0.6%
70Δ73.8910.6%0.8%76.9514.8%0.5%
75Δ73.5210.6%0.6%78.2019.6%0.5%
80Δ73.1510.6%0.4%79.3421.6%0.3%

20Δ

Calls
Pseudo strike
83.26
IV
40.0%
B/E move
12.2%
Puts
Pseudo strike
69.44
IV
36.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
79.81
IV
29.2%
B/E move
7.6%
Puts
Pseudo strike
71.70
IV
26.9%
B/E move
5.5%

30Δ

Calls
Pseudo strike
77.96
IV
22.6%
B/E move
5.1%
Puts
Pseudo strike
73.01
IV
21.7%
B/E move
3.8%

35Δ

Calls
Pseudo strike
76.91
IV
18.7%
B/E move
3.8%
Puts
Pseudo strike
73.83
IV
18.5%
B/E move
2.8%

40Δ

Calls
Pseudo strike
76.19
IV
15.5%
B/E move
2.8%
Puts
Pseudo strike
74.40
IV
16.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
75.73
IV
13.6%
B/E move
2.2%
Puts
Pseudo strike
74.89
IV
15.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
75.36
IV
12.1%
B/E move
1.8%
Puts
Pseudo strike
75.28
IV
14.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
75.00
IV
10.7%
B/E move
1.4%
Puts
Pseudo strike
75.64
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
74.63
IV
10.6%
B/E move
1.2%
Puts
Pseudo strike
76.00
IV
13.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
74.26
IV
10.6%
B/E move
1.0%
Puts
Pseudo strike
76.47
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
73.89
IV
10.6%
B/E move
0.8%
Puts
Pseudo strike
76.95
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
73.52
IV
10.6%
B/E move
0.6%
Puts
Pseudo strike
78.20
IV
19.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
73.15
IV
10.6%
B/E move
0.4%
Puts
Pseudo strike
79.34
IV
21.6%
B/E move
0.3%

Options history

No recorded observations