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Vanguard Tax-Exempt Bond Index Fund VTEB

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Market datapartial · fetched 2026-10-23T17:03:43.493Z

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 · 2026-10-23T17:03:38.419523203Z

FundamentalsAlpha Vantage · unavailable

Share price$48.49
1D+0.0%
$48.39$48.42$48.46$48.50$48.535:30 AM6:30 AM9:00 AM1:00 PMVTEB
Sold putSold call

Vanguard Tax-Exempt Bond Index Fund options

Live interpolated VTEB call and put midpoint premiums by absolute delta.Vanguard Tax-Exempt Bond Index Fund$0.04$0.44$0.84$1.25$1.65$45.80$47.12$48.43$49.75$51.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTEB spot · $48.48VTEB PRICE$0.08$0.13$0.17$0.21$0.25$0.30$0.34$0.38$0.42$0.46$0.51$0.55$0.23$0.32$0.40$0.49$0.58$0.66$0.75$1.14$1.53
PutsCheap0.62×
CallsCheap0.24×
SkewBearish+6.21 pp
Implied moveBearish±$0.87
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ48.933.2%1.1%
30Δ48.853.3%1.0%48.137.6%1.2%
35Δ48.763.4%0.9%48.288.1%1.1%
40Δ48.683.5%0.8%48.428.5%1.0%
45Δ48.593.6%0.7%48.578.9%0.8%
50Δ48.513.7%0.7%48.719.3%0.7%
55Δ48.423.8%0.6%48.859.7%0.6%
60Δ48.343.9%0.5%49.0010.2%0.5%
65Δ48.254.0%0.4%49.4012.6%0.5%
70Δ48.174.1%0.3%49.8015.0%0.4%
75Δ48.094.2%0.2%
80Δ48.004.3%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
48.93
IV
3.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
48.85
IV
3.3%
B/E move
1.0%
Puts
Pseudo strike
48.13
IV
7.6%
B/E move
1.2%

35Δ

Calls
Pseudo strike
48.76
IV
3.4%
B/E move
0.9%
Puts
Pseudo strike
48.28
IV
8.1%
B/E move
1.1%

40Δ

Calls
Pseudo strike
48.68
IV
3.5%
B/E move
0.8%
Puts
Pseudo strike
48.42
IV
8.5%
B/E move
1.0%

45Δ

Calls
Pseudo strike
48.59
IV
3.6%
B/E move
0.7%
Puts
Pseudo strike
48.57
IV
8.9%
B/E move
0.8%

50Δ

Calls
Pseudo strike
48.51
IV
3.7%
B/E move
0.7%
Puts
Pseudo strike
48.71
IV
9.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
48.42
IV
3.8%
B/E move
0.6%
Puts
Pseudo strike
48.85
IV
9.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
48.34
IV
3.9%
B/E move
0.5%
Puts
Pseudo strike
49.00
IV
10.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
48.25
IV
4.0%
B/E move
0.4%
Puts
Pseudo strike
49.40
IV
12.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
48.17
IV
4.1%
B/E move
0.3%
Puts
Pseudo strike
49.80
IV
15.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
48.09
IV
4.2%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
48.00
IV
4.3%
B/E move
0.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations