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Vanguard Intermediate-Term Tax-Exempt Bond ETF VTEI

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Market datapartial · fetched 2026-10-22T23:10:35.571Z

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 · 2026-10-22T22:30:08.004346703Z

FundamentalsAlpha Vantage · unavailable

Share price$97.60
1D+0.2%
AH$97.32$97.41$97.51$97.60$97.695:30 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$1.47$1.88$2.29$2.70$91.27$94.13$96.98$99.83$102.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTEI spot · $97.60VTEI PRICE$1.10$1.10$1.15$1.21$1.30$1.40$1.53$1.67$1.81$1.94$2.06$2.19$1.13$1.16$1.20$1.30$1.42$1.61$1.81$1.96$2.10$2.34$2.58
PutsExpensive2.85×
CallsExpensive1.78×
SkewBearish+4.53 pp
Implied moveBearish±$3.21
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.5835.0%8.3%
25Δ103.6228.0%7.3%93.2827.2%5.6%
30Δ101.3621.8%5.0%94.9822.2%3.9%
35Δ100.0418.3%3.7%96.0319.6%2.9%
40Δ99.1915.9%2.9%96.8217.7%2.3%
45Δ98.5714.4%2.3%97.4616.8%1.8%
50Δ98.0213.0%1.9%98.0416.1%1.4%
55Δ97.6112.3%1.6%98.5214.9%1.1%
60Δ97.2211.6%1.3%98.9913.8%0.7%
65Δ96.8710.8%1.1%99.4113.3%0.5%
70Δ96.5910.1%0.9%99.8312.7%0.4%
75Δ96.309.3%0.8%
80Δ96.028.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.58
IV
35.0%
B/E move
8.3%

25Δ

Calls
Pseudo strike
103.62
IV
28.0%
B/E move
7.3%
Puts
Pseudo strike
93.28
IV
27.2%
B/E move
5.6%

30Δ

Calls
Pseudo strike
101.36
IV
21.8%
B/E move
5.0%
Puts
Pseudo strike
94.98
IV
22.2%
B/E move
3.9%

35Δ

Calls
Pseudo strike
100.04
IV
18.3%
B/E move
3.7%
Puts
Pseudo strike
96.03
IV
19.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
99.19
IV
15.9%
B/E move
2.9%
Puts
Pseudo strike
96.82
IV
17.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
98.57
IV
14.4%
B/E move
2.3%
Puts
Pseudo strike
97.46
IV
16.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
98.02
IV
13.0%
B/E move
1.9%
Puts
Pseudo strike
98.04
IV
16.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
97.61
IV
12.3%
B/E move
1.6%
Puts
Pseudo strike
98.52
IV
14.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
97.22
IV
11.6%
B/E move
1.3%
Puts
Pseudo strike
98.99
IV
13.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
96.87
IV
10.8%
B/E move
1.1%
Puts
Pseudo strike
99.41
IV
13.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
96.59
IV
10.1%
B/E move
0.9%
Puts
Pseudo strike
99.83
IV
12.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
96.30
IV
9.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
96.02
IV
8.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations