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Vanguard Intermediate-Term Tax-Exempt Bond ETF VTEI

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Market dataready · fetched 2026-10-24T15:19:37.576Z

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 · 2026-10-24T00:00:07.875583878Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:19:37.878093+00:00

Share price$97.81
1D+0.2%
AH$97.49$97.58$97.68$97.77$97.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTEI
Sold putSold callAH

Vanguard Intermediate-Term Tax-Exempt Bond ETF options

Live interpolated VTEI call and put midpoint premiums by absolute delta.Vanguard Intermediate-Term Tax-Exempt Bond ETF$1.06$1.42$1.78$2.14$2.50$91.29$94.20$97.11$100.02$102.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTEI spot · $97.81VTEI PRICE$1.10$1.11$1.16$1.22$1.30$1.40$1.53$1.69$1.84$1.93$2.02$2.11$1.13$1.15$1.20$1.26$1.39$1.59$1.79$2.00$2.20$2.40
PutsExpensive3.29×
CallsExpensive1.79×
SkewBearish+5.24 pp
Implied moveBearish±$3.19
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.7736.0%8.3%
25Δ103.8028.7%7.3%93.4927.8%5.6%
30Δ101.5922.6%5.0%95.1422.9%4.0%
35Δ100.2819.0%3.7%96.2619.5%2.9%
40Δ99.4116.5%2.9%97.0517.8%2.2%
45Δ98.7514.8%2.3%97.6617.0%1.8%
50Δ98.2413.5%1.9%98.2216.3%1.4%
55Δ97.7912.6%1.5%98.7415.6%1.1%
60Δ97.4112.0%1.3%99.2114.9%0.8%
65Δ97.0211.3%1.1%99.6214.1%0.6%
70Δ96.7910.4%0.9%
75Δ96.569.5%0.8%
80Δ96.348.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.77
IV
36.0%
B/E move
8.3%

25Δ

Calls
Pseudo strike
103.80
IV
28.7%
B/E move
7.3%
Puts
Pseudo strike
93.49
IV
27.8%
B/E move
5.6%

30Δ

Calls
Pseudo strike
101.59
IV
22.6%
B/E move
5.0%
Puts
Pseudo strike
95.14
IV
22.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
100.28
IV
19.0%
B/E move
3.7%
Puts
Pseudo strike
96.26
IV
19.5%
B/E move
2.9%

40Δ

Calls
Pseudo strike
99.41
IV
16.5%
B/E move
2.9%
Puts
Pseudo strike
97.05
IV
17.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
98.75
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
97.66
IV
17.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
98.24
IV
13.5%
B/E move
1.9%
Puts
Pseudo strike
98.22
IV
16.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
97.79
IV
12.6%
B/E move
1.5%
Puts
Pseudo strike
98.74
IV
15.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
97.41
IV
12.0%
B/E move
1.3%
Puts
Pseudo strike
99.21
IV
14.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
97.02
IV
11.3%
B/E move
1.1%
Puts
Pseudo strike
99.62
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
96.79
IV
10.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
96.56
IV
9.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
96.34
IV
8.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations