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Vanguard California Tax-Exempt Bond ETF VTEC

i

Market dataready · fetched 2026-11-12T00:46:52.425Z

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 · 2026-11-11T23:30:08.014394964Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:46:52.046637+00:00

Share price$97.81
1D+0.2%
AH$97.59$97.71$97.83$97.95$98.075:30 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$1.16$1.56$1.97$2.37$2.78$92.51$94.52$96.53$98.54$100.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VTEC spot · $97.81VTEC PRICE$1.20$1.20$1.20$1.20$1.27$1.36$1.52$1.68$1.84$2.00$2.16$2.36$1.20$1.20$1.20$1.23$1.25$1.32$1.40$1.59$1.80$1.99$2.18$2.37$2.66
PutsExpensive2.28×
Calls——
Skew——
Implied moveBalanced±$2.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.1667.2%9.1%
25Δ104.1455.2%7.7%93.1150.8%6.0%
30Δ101.6643.0%5.2%94.9540.1%4.2%
35Δ100.1234.5%3.6%96.0933.4%3.0%
40Δ99.1428.5%2.6%96.9228.1%2.2%
45Δ98.5325.4%2.0%97.4625.2%1.7%
50Δ97.9822.9%1.6%97.9722.5%1.3%
55Δ97.5821.9%1.3%98.3921.9%1.0%
60Δ97.1820.9%1.1%98.7921.3%0.8%
65Δ96.8219.9%0.9%99.1720.5%0.6%
70Δ96.5018.7%0.7%99.5119.4%0.5%
75Δ96.1817.6%0.5%99.8518.3%0.3%
80Δ95.8416.4%0.4%100.2717.5%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.16
IV
67.2%
B/E move
9.1%

25Δ

Calls
Pseudo strike
104.14
IV
55.2%
B/E move
7.7%
Puts
Pseudo strike
93.11
IV
50.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
101.66
IV
43.0%
B/E move
5.2%
Puts
Pseudo strike
94.95
IV
40.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
100.12
IV
34.5%
B/E move
3.6%
Puts
Pseudo strike
96.09
IV
33.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
99.14
IV
28.5%
B/E move
2.6%
Puts
Pseudo strike
96.92
IV
28.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
98.53
IV
25.4%
B/E move
2.0%
Puts
Pseudo strike
97.46
IV
25.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
97.98
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
97.97
IV
22.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
97.58
IV
21.9%
B/E move
1.3%
Puts
Pseudo strike
98.39
IV
21.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
97.18
IV
20.9%
B/E move
1.1%
Puts
Pseudo strike
98.79
IV
21.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
96.82
IV
19.9%
B/E move
0.9%
Puts
Pseudo strike
99.17
IV
20.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
96.50
IV
18.7%
B/E move
0.7%
Puts
Pseudo strike
99.51
IV
19.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
96.18
IV
17.6%
B/E move
0.5%
Puts
Pseudo strike
99.85
IV
18.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
95.84
IV
16.4%
B/E move
0.4%
Puts
Pseudo strike
100.27
IV
17.5%
B/E move
0.2%

Options history

IV · four-Friday blend15.58%
Daily EOD
VTEC14.4%23.0%31.6%2026-10-19: 28.46%2026-10-20: 28.84%2026-10-21: 29.54%2026-10-22: 26.57%2026-10-23: 28.00%2026-10-26: 29.64%2026-10-27: 16.89%2026-10-28: 30.32%2026-10-29: 30.43%2026-10-30: 15.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.46%
28.84%
29.54%
26.57%
28.00%
29.64%
16.89%
30.32%
30.43%
15.58%