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Vanguard California Tax-Exempt Bond ETF VTEC

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Market datapartial · fetched 2026-10-22T23:19:50.014Z

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 · 2026-10-22T22:30:07.94685621Z

FundamentalsAlpha Vantage · unavailable

Share price$96.28
1D+0.3%
AH$95.97$96.06$96.15$96.24$96.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTEC
Sold putSold callAH

Vanguard California Tax-Exempt Bond ETF options

Live interpolated VTEC call and put midpoint premiums by absolute delta.Vanguard California Tax-Exempt Bond ETF$1.13$1.77$2.40$3.03$3.67$89.49$92.86$96.23$99.60$102.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTEC spot · $96.28VTEC PRICE$1.20$1.20$1.26$1.35$1.45$1.56$1.69$1.82$1.96$2.11$2.45$2.87$1.23$1.25$1.31$1.38$1.52$1.69$1.86$2.08$2.35$2.60$2.84$3.48
PutsFair1.01×
CallsCheap0.82×
SkewBearish+3.86 pp
Implied moveBearish±$3.43
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.7238.5%9.1%
25Δ102.8831.0%8.1%91.6329.7%6.1%
30Δ100.3824.2%5.5%93.3924.6%4.4%
35Δ98.9520.4%4.1%94.5821.1%3.2%
40Δ98.1618.4%3.4%95.4319.1%2.5%
45Δ97.3716.4%2.6%96.1317.8%1.9%
50Δ96.7414.9%2.1%96.7116.8%1.5%
55Δ96.2613.8%1.7%97.2616.0%1.1%
60Δ95.8312.8%1.4%97.7915.6%0.9%
65Δ95.4712.0%1.2%98.2614.9%0.6%
70Δ95.1111.1%1.0%98.7014.2%0.4%
75Δ94.5510.9%0.7%99.4815.0%0.3%
80Δ93.9111.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.72
IV
38.5%
B/E move
9.1%

25Δ

Calls
Pseudo strike
102.88
IV
31.0%
B/E move
8.1%
Puts
Pseudo strike
91.63
IV
29.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
100.38
IV
24.2%
B/E move
5.5%
Puts
Pseudo strike
93.39
IV
24.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
98.95
IV
20.4%
B/E move
4.1%
Puts
Pseudo strike
94.58
IV
21.1%
B/E move
3.2%

40Δ

Calls
Pseudo strike
98.16
IV
18.4%
B/E move
3.4%
Puts
Pseudo strike
95.43
IV
19.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
97.37
IV
16.4%
B/E move
2.6%
Puts
Pseudo strike
96.13
IV
17.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
96.74
IV
14.9%
B/E move
2.1%
Puts
Pseudo strike
96.71
IV
16.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
96.26
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
97.26
IV
16.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
95.83
IV
12.8%
B/E move
1.4%
Puts
Pseudo strike
97.79
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
95.47
IV
12.0%
B/E move
1.2%
Puts
Pseudo strike
98.26
IV
14.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
95.11
IV
11.1%
B/E move
1.0%
Puts
Pseudo strike
98.70
IV
14.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
94.55
IV
10.9%
B/E move
0.7%
Puts
Pseudo strike
99.48
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
93.91
IV
11.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations