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Vanguard Scottsdale Funds Vanguard Total Corporate Bond ETF VTC

i

Market dataready · fetched 2026-11-12T02:04:45.716Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:00.15642047Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:04:45.267377+00:00

Share price$73.75
1D+0.1%
AH$73.54$73.61$73.67$73.73$73.805:30 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$0.06$0.31$0.57$0.82$1.08$72.75$73.24$73.73$74.23$74.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTC spot · $73.75VTC PRICE$0.08$0.10$0.12$0.14$0.18$0.27$0.35$0.43$0.52$0.60$0.68$0.77$0.85$0.09$0.12$0.14$0.17$0.20$0.23$0.26$0.28$0.31$0.43$0.62$0.81$1.01
PutsCheap0.84×
CallsCheap0.91×
SkewNeutral-0.24 pp
Implied moveBullish±$0.61
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.677.1%1.4%73.146.3%0.9%
25Δ74.486.5%1.1%73.246.2%0.8%
30Δ74.295.9%0.9%73.346.0%0.7%
35Δ74.115.3%0.7%73.445.8%0.6%
40Δ73.955.0%0.5%73.555.6%0.5%
45Δ73.845.3%0.5%73.655.5%0.4%
50Δ73.735.6%0.5%73.755.3%0.3%
55Δ73.625.9%0.4%73.855.1%0.2%
60Δ73.516.2%0.4%73.954.9%0.1%
65Δ73.406.5%0.3%74.115.3%0.1%
70Δ73.296.8%0.3%74.326.2%0.1%
75Δ73.187.1%0.3%74.537.1%0.0%
80Δ73.077.3%0.2%74.748.0%0.0%

20Δ

Calls
Pseudo strike
74.67
IV
7.1%
B/E move
1.4%
Puts
Pseudo strike
73.14
IV
6.3%
B/E move
0.9%

25Δ

Calls
Pseudo strike
74.48
IV
6.5%
B/E move
1.1%
Puts
Pseudo strike
73.24
IV
6.2%
B/E move
0.8%

30Δ

Calls
Pseudo strike
74.29
IV
5.9%
B/E move
0.9%
Puts
Pseudo strike
73.34
IV
6.0%
B/E move
0.7%

35Δ

Calls
Pseudo strike
74.11
IV
5.3%
B/E move
0.7%
Puts
Pseudo strike
73.44
IV
5.8%
B/E move
0.6%

40Δ

Calls
Pseudo strike
73.95
IV
5.0%
B/E move
0.5%
Puts
Pseudo strike
73.55
IV
5.6%
B/E move
0.5%

45Δ

Calls
Pseudo strike
73.84
IV
5.3%
B/E move
0.5%
Puts
Pseudo strike
73.65
IV
5.5%
B/E move
0.4%

50Δ

Calls
Pseudo strike
73.73
IV
5.6%
B/E move
0.5%
Puts
Pseudo strike
73.75
IV
5.3%
B/E move
0.3%

55Δ

Calls
Pseudo strike
73.62
IV
5.9%
B/E move
0.4%
Puts
Pseudo strike
73.85
IV
5.1%
B/E move
0.2%

60Δ

Calls
Pseudo strike
73.51
IV
6.2%
B/E move
0.4%
Puts
Pseudo strike
73.95
IV
4.9%
B/E move
0.1%

65Δ

Calls
Pseudo strike
73.40
IV
6.5%
B/E move
0.3%
Puts
Pseudo strike
74.11
IV
5.3%
B/E move
0.1%

70Δ

Calls
Pseudo strike
73.29
IV
6.8%
B/E move
0.3%
Puts
Pseudo strike
74.32
IV
6.2%
B/E move
0.1%

75Δ

Calls
Pseudo strike
73.18
IV
7.1%
B/E move
0.3%
Puts
Pseudo strike
74.53
IV
7.1%
B/E move
0.0%

80Δ

Calls
Pseudo strike
73.07
IV
7.3%
B/E move
0.2%
Puts
Pseudo strike
74.74
IV
8.0%
B/E move
0.0%

Options history

IV · four-Friday blend8.45%
Daily EOD
VTC6.8%9.6%12.4%2026-10-20: 8.06%2026-10-21: 9.33%2026-10-22: 12.02%2026-10-23: 8.77%2026-10-26: 7.15%2026-10-27: 8.12%2026-10-28: 11.20%2026-10-30: 8.45%Oct 20Oct 23Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
8.06%
9.33%
12.02%
8.77%
7.15%
8.12%
11.20%
8.45%