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Vanguard Tax-Exempt Bond Index Fund VTEB

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Market datapartial · fetched 2026-10-22T23:24:37.738Z

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 · 2026-10-22T22:30:00.003587355Z

FundamentalsAlpha Vantage · unavailable

Share price$48.41
1D+0.7%
AH$48.07$48.18$48.28$48.38$48.495:30 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$0.09$0.97$1.84$2.72$3.60$45.52$47.22$48.91$50.61$52.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTEB spot · $48.41VTEB PRICE$0.51$0.80$0.77$0.74$0.71$0.68$0.65$0.62$0.59$0.56$0.53$0.50$0.56$0.20$0.18$0.22$0.33$0.44$0.55$0.65$0.76$0.87$1.26$1.66$2.40$3.35
PutsCheap0.77×
CallsExpensive1.53×
SkewBullish-11.18 pp
Implied moveBalanced±$1.30
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.4039.7%13.4%47.1113.1%3.1%
25Δ52.9941.9%11.1%47.689.4%1.9%
30Δ52.5238.4%10.1%48.077.7%1.2%
35Δ52.0634.8%9.1%48.228.3%1.1%
40Δ51.5931.2%8.0%48.389.0%1.0%
45Δ51.1227.7%7.0%48.539.6%0.9%
50Δ50.6624.1%6.0%48.6810.3%0.8%
55Δ50.1920.6%5.0%48.8410.9%0.7%
60Δ49.7217.0%3.9%48.9911.5%0.6%
65Δ49.2613.4%2.9%49.4013.7%0.5%
70Δ48.799.9%1.9%49.8216.0%0.5%
75Δ48.326.3%0.8%50.5820.1%0.5%
80Δ47.914.1%0.1%51.5724.1%0.4%

20Δ

Calls
Pseudo strike
54.40
IV
39.7%
B/E move
13.4%
Puts
Pseudo strike
47.11
IV
13.1%
B/E move
3.1%

25Δ

Calls
Pseudo strike
52.99
IV
41.9%
B/E move
11.1%
Puts
Pseudo strike
47.68
IV
9.4%
B/E move
1.9%

30Δ

Calls
Pseudo strike
52.52
IV
38.4%
B/E move
10.1%
Puts
Pseudo strike
48.07
IV
7.7%
B/E move
1.2%

35Δ

Calls
Pseudo strike
52.06
IV
34.8%
B/E move
9.1%
Puts
Pseudo strike
48.22
IV
8.3%
B/E move
1.1%

40Δ

Calls
Pseudo strike
51.59
IV
31.2%
B/E move
8.0%
Puts
Pseudo strike
48.38
IV
9.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
51.12
IV
27.7%
B/E move
7.0%
Puts
Pseudo strike
48.53
IV
9.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
50.66
IV
24.1%
B/E move
6.0%
Puts
Pseudo strike
48.68
IV
10.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
50.19
IV
20.6%
B/E move
5.0%
Puts
Pseudo strike
48.84
IV
10.9%
B/E move
0.7%

60Δ

Calls
Pseudo strike
49.72
IV
17.0%
B/E move
3.9%
Puts
Pseudo strike
48.99
IV
11.5%
B/E move
0.6%

65Δ

Calls
Pseudo strike
49.26
IV
13.4%
B/E move
2.9%
Puts
Pseudo strike
49.40
IV
13.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
48.79
IV
9.9%
B/E move
1.9%
Puts
Pseudo strike
49.82
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
48.32
IV
6.3%
B/E move
0.8%
Puts
Pseudo strike
50.58
IV
20.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
47.91
IV
4.1%
B/E move
0.1%
Puts
Pseudo strike
51.57
IV
24.1%
B/E move
0.4%

Options history

No recorded observations