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Vanguard Tax-Exempt Bond Index Fund VTEB

i

Market datapartial · fetched 2026-10-23T19:41:10.084Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T19:41:07.733836053Z

FundamentalsAlpha Vantage · unavailable

Share price$48.51
1D+0.1%
$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$1.30$2.56$3.82$5.09$44.88$46.68$48.47$50.27$52.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTEB spot · $48.51VTEB PRICE$0.17$0.22$0.26$0.30$0.35$0.39$0.43$0.48$0.52$0.38$0.48$0.59$0.69$0.79$0.90$1.00$1.27$1.67$2.19$2.99$4.72
PutsFair0.96×
CallsCheap0.19×
SkewBearish+11.94 pp
Implied moveBearish±$1.26
TiltBearish70.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.3811.7%5.2%
25Δ46.7811.8%4.5%
30Δ47.1911.9%3.9%
35Δ47.5912.0%3.3%
40Δ48.943.1%1.3%48.0012.2%2.7%
45Δ48.833.0%1.1%48.4012.3%2.1%
50Δ48.723.0%1.0%48.8112.4%1.4%
55Δ48.623.0%0.9%49.2413.4%1.1%
60Δ48.512.9%0.7%49.6915.3%1.0%
65Δ48.402.9%0.6%50.2517.4%0.9%
70Δ48.292.8%0.5%51.0920.6%0.8%
75Δ48.192.8%0.3%52.8227.3%0.8%
80Δ48.082.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.38
IV
11.7%
B/E move
5.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.78
IV
11.8%
B/E move
4.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.19
IV
11.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.59
IV
12.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
48.94
IV
3.1%
B/E move
1.3%
Puts
Pseudo strike
48.00
IV
12.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
48.83
IV
3.0%
B/E move
1.1%
Puts
Pseudo strike
48.40
IV
12.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
48.72
IV
3.0%
B/E move
1.0%
Puts
Pseudo strike
48.81
IV
12.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
48.62
IV
3.0%
B/E move
0.9%
Puts
Pseudo strike
49.24
IV
13.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
48.51
IV
2.9%
B/E move
0.7%
Puts
Pseudo strike
49.69
IV
15.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
48.40
IV
2.9%
B/E move
0.6%
Puts
Pseudo strike
50.25
IV
17.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
48.29
IV
2.8%
B/E move
0.5%
Puts
Pseudo strike
51.09
IV
20.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
48.19
IV
2.8%
B/E move
0.3%
Puts
Pseudo strike
52.82
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
48.08
IV
2.8%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations