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Vanguard Short-Term Tax-Exempt Bond ETF VTES

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Market dataready · fetched 2026-10-23T03:01:15.383Z

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 · 2026-10-23T00:00:00.031552021Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:57:45.116307+00:00

Share price$100.14
1D+0.0%
AH$99.93$100.00$100.07$100.14$100.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTES
Sold putSold callAH

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$1.62$1.90$2.18$2.46$91.74$95.44$99.14$102.84$106.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTES spot · $100.14VTES PRICE$1.38$1.38$1.38$1.41$1.52$1.64$1.78$1.96$2.16$2.29$2.38$1.40$1.40$1.40$1.45$1.55$1.70$1.97
PutsExpensive1.61×
CallsExpensive1.13×
SkewBearish+7.15 pp
Implied moveBearish±$3.62
TiltBullish27.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.6042.2%9.9%
25Δ107.7734.4%9.0%94.9831.9%6.5%
30Δ104.8426.8%6.1%97.0725.3%4.5%
35Δ103.0521.5%4.3%98.3621.3%3.2%
40Δ101.9418.1%3.2%99.2718.9%2.4%
45Δ101.2116.4%2.6%100.0017.3%1.8%
50Δ100.6215.1%2.1%100.6017.0%1.5%
55Δ100.0914.0%1.7%
60Δ99.6413.3%1.5%
65Δ99.2012.7%1.2%
70Δ98.7811.8%0.9%
75Δ98.3710.6%0.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.60
IV
42.2%
B/E move
9.9%

25Δ

Calls
Pseudo strike
107.77
IV
34.4%
B/E move
9.0%
Puts
Pseudo strike
94.98
IV
31.9%
B/E move
6.5%

30Δ

Calls
Pseudo strike
104.84
IV
26.8%
B/E move
6.1%
Puts
Pseudo strike
97.07
IV
25.3%
B/E move
4.5%

35Δ

Calls
Pseudo strike
103.05
IV
21.5%
B/E move
4.3%
Puts
Pseudo strike
98.36
IV
21.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
101.94
IV
18.1%
B/E move
3.2%
Puts
Pseudo strike
99.27
IV
18.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
101.21
IV
16.4%
B/E move
2.6%
Puts
Pseudo strike
100.00
IV
17.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
100.62
IV
15.1%
B/E move
2.1%
Puts
Pseudo strike
100.60
IV
17.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
100.09
IV
14.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
99.64
IV
13.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
99.20
IV
12.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
98.78
IV
11.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
98.37
IV
10.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations