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Vanguard Tax-Exempt Bond Index Fund VTEB

i

Market dataready · fetched 2026-11-13T01:29:03.902Z

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 · 2026-11-13T01:00:00.120766297Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:29:03.506255+00:00

Share price$48.79
1D-0.3%
AH$48.76$48.87$48.98$49.09$49.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTEB
Sold putSold callAH

Vanguard Tax-Exempt Bond Index Fund options

Live interpolated VTEB call and put midpoint premiums by absolute delta.Vanguard Tax-Exempt Bond Index Fund$0.03$0.21$0.38$0.56$0.74$47.66$48.20$48.74$49.29$49.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VTEB spot · $48.79VTEB PRICE$0.05$0.06$0.07$0.11$0.17$0.24$0.30$0.36$0.43$0.49$0.56$0.62$0.69$0.08$0.10$0.12$0.13$0.15$0.17$0.19$0.21$0.22$0.24
Puts——
CallsCheap0.58×
Skew——
Implied moveBullish±$0.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.9010.7%2.4%47.4813.5%2.8%
25Δ49.548.4%1.7%47.6412.7%2.5%
30Δ49.186.1%0.9%47.8111.8%2.3%
35Δ48.965.1%0.6%47.9710.9%2.0%
40Δ48.885.3%0.5%48.1310.0%1.7%
45Δ48.795.6%0.5%48.299.1%1.4%
50Δ48.715.8%0.5%48.458.2%1.1%
55Δ48.636.1%0.4%48.627.4%0.8%
60Δ48.546.3%0.4%48.786.5%0.5%
65Δ48.466.6%0.3%48.945.6%0.2%
70Δ48.386.8%0.3%
75Δ48.307.1%0.3%
80Δ48.217.3%0.2%

20Δ

Calls
Pseudo strike
49.90
IV
10.7%
B/E move
2.4%
Puts
Pseudo strike
47.48
IV
13.5%
B/E move
2.8%

25Δ

Calls
Pseudo strike
49.54
IV
8.4%
B/E move
1.7%
Puts
Pseudo strike
47.64
IV
12.7%
B/E move
2.5%

30Δ

Calls
Pseudo strike
49.18
IV
6.1%
B/E move
0.9%
Puts
Pseudo strike
47.81
IV
11.8%
B/E move
2.3%

35Δ

Calls
Pseudo strike
48.96
IV
5.1%
B/E move
0.6%
Puts
Pseudo strike
47.97
IV
10.9%
B/E move
2.0%

40Δ

Calls
Pseudo strike
48.88
IV
5.3%
B/E move
0.5%
Puts
Pseudo strike
48.13
IV
10.0%
B/E move
1.7%

45Δ

Calls
Pseudo strike
48.79
IV
5.6%
B/E move
0.5%
Puts
Pseudo strike
48.29
IV
9.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
48.71
IV
5.8%
B/E move
0.5%
Puts
Pseudo strike
48.45
IV
8.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
48.63
IV
6.1%
B/E move
0.4%
Puts
Pseudo strike
48.62
IV
7.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
48.54
IV
6.3%
B/E move
0.4%
Puts
Pseudo strike
48.78
IV
6.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
48.46
IV
6.6%
B/E move
0.3%
Puts
Pseudo strike
48.94
IV
5.6%
B/E move
0.2%

70Δ

Calls
Pseudo strike
48.38
IV
6.8%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
48.30
IV
7.1%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
48.21
IV
7.3%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations