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Vanguard Short-Term Tax-Exempt Bond ETF VTES

i

Market datapartial · fetched 2026-11-12T14:56:17.274Z

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 · 2026-11-12T14:56:05.290864631Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:16.072375+00:00

Share price$100.38
1D-0.3%
$100.33$100.44$100.55$100.66$100.775:30 AM6:30 AM9:00 AM1:00 PMVTES
Sold putSold call

Vanguard Short-Term Tax-Exempt Bond ETF options

Live interpolated VTES call and put midpoint premiums by absolute delta.Vanguard Short-Term Tax-Exempt Bond ETF$1.34$1.75$2.15$2.56$2.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVTES PRICE$1.38$1.45$1.52$1.59$1.65$1.72$1.79$2.03$2.29$2.49$2.67$2.86
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ107.9164.9%8.9%
30Δ106.6258.5%7.7%
35Δ105.3352.1%6.4%
40Δ104.0545.8%5.2%
45Δ102.7639.4%4.0%
50Δ101.4733.0%2.8%
55Δ100.1826.7%1.6%
60Δ99.5925.4%1.2%
65Δ99.1025.1%1.0%
70Δ98.7123.8%0.8%
75Δ98.3422.2%0.6%
80Δ97.9620.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
107.91
IV
64.9%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
106.62
IV
58.5%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
105.33
IV
52.1%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
104.05
IV
45.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
102.76
IV
39.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
101.47
IV
33.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
100.18
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
99.59
IV
25.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
99.10
IV
25.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
98.71
IV
23.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
98.34
IV
22.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
97.96
IV
20.6%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.58%
Daily EOD
VTES11.8%20.1%28.5%2026-10-19: 13.94%2026-10-20: 15.50%2026-10-21: 27.36%2026-10-22: 25.18%2026-10-23: 25.63%2026-10-26: 13.49%2026-10-27: 12.93%2026-10-28: 13.66%2026-10-29: 13.77%2026-10-30: 16.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.94%
15.50%
27.36%
25.18%
25.63%
13.49%
12.93%
13.66%
13.77%
16.58%