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Vanguard Scottsdale Funds Vanguard Total Corporate Bond ETF VTC

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Market datapartial · fetched 2026-10-22T23:44:16.072Z

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 · 2026-10-22T20:00:00.416436322Z

FundamentalsAlpha Vantage · unavailable

Share price$74.04
1D+0.6%
AH$73.55$73.70$73.86$74.01$74.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTC
Sold putSold callAH

Vanguard Scottsdale Funds Vanguard Total Corporate Bond ETF options

Live interpolated VTC call and put midpoint premiums by absolute delta.Vanguard Scottsdale Funds Vanguard Total Corporate Bond ETF$0.22$1.36$2.50$3.64$4.78$69.35$72.02$74.68$77.35$80.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTC spot · $74.04VTC PRICE$1.13$1.13$1.13$1.13$1.24$1.41$1.59$1.82$2.22$2.40$2.34$2.29$2.23$1.02$1.17$1.21$1.32$0.35$0.55$0.76$0.96$1.16$1.48$1.92$2.76$4.45
PutsExpensive1.99×
CallsExpensive3.36×
SkewBullish-6.23 pp
Implied moveBullish±$2.35
TiltBullish7.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.8951.8%16.2%68.5138.5%8.8%
25Δ80.3638.2%10.1%69.7635.8%7.4%
30Δ77.9029.7%6.7%71.3229.5%5.3%
35Δ76.4623.9%4.8%72.2926.2%4.1%
40Δ75.6321.5%3.8%74.025.6%0.5%
45Δ75.0420.6%3.3%74.246.7%0.5%
50Δ74.4419.8%2.7%74.457.7%0.5%
55Δ73.8619.4%2.2%74.678.7%0.4%
60Δ73.3020.3%2.0%74.889.7%0.4%
65Δ72.9019.7%1.7%75.2310.9%0.4%
70Δ72.7017.3%1.4%75.7212.3%0.3%
75Δ72.5014.8%1.0%76.5715.4%0.3%
80Δ72.3012.4%0.7%78.2521.2%0.3%

20Δ

Calls
Pseudo strike
84.89
IV
51.8%
B/E move
16.2%
Puts
Pseudo strike
68.51
IV
38.5%
B/E move
8.8%

25Δ

Calls
Pseudo strike
80.36
IV
38.2%
B/E move
10.1%
Puts
Pseudo strike
69.76
IV
35.8%
B/E move
7.4%

30Δ

Calls
Pseudo strike
77.90
IV
29.7%
B/E move
6.7%
Puts
Pseudo strike
71.32
IV
29.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
76.46
IV
23.9%
B/E move
4.8%
Puts
Pseudo strike
72.29
IV
26.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
75.63
IV
21.5%
B/E move
3.8%
Puts
Pseudo strike
74.02
IV
5.6%
B/E move
0.5%

45Δ

Calls
Pseudo strike
75.04
IV
20.6%
B/E move
3.3%
Puts
Pseudo strike
74.24
IV
6.7%
B/E move
0.5%

50Δ

Calls
Pseudo strike
74.44
IV
19.8%
B/E move
2.7%
Puts
Pseudo strike
74.45
IV
7.7%
B/E move
0.5%

55Δ

Calls
Pseudo strike
73.86
IV
19.4%
B/E move
2.2%
Puts
Pseudo strike
74.67
IV
8.7%
B/E move
0.4%

60Δ

Calls
Pseudo strike
73.30
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
74.88
IV
9.7%
B/E move
0.4%

65Δ

Calls
Pseudo strike
72.90
IV
19.7%
B/E move
1.7%
Puts
Pseudo strike
75.23
IV
10.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
72.70
IV
17.3%
B/E move
1.4%
Puts
Pseudo strike
75.72
IV
12.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
72.50
IV
14.8%
B/E move
1.0%
Puts
Pseudo strike
76.57
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
72.30
IV
12.4%
B/E move
0.7%
Puts
Pseudo strike
78.25
IV
21.2%
B/E move
0.3%

Options history

No recorded observations