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Vanguard Ultra-Short Bond ETF VUSB

i

Market dataready · fetched 2026-11-12T00:47:15.543Z

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 · 2026-11-11T23:54:45.569862348Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:47:15.097020+00:00

Share price$49.43
1D-0.0%
AH$49.40$49.42$49.44$49.46$49.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVUSB
Sold putSold callAH

Vanguard Ultra-Short Bond ETF options

Live interpolated VUSB call and put midpoint premiums by absolute delta.Vanguard Ultra-Short Bond ETF$0.06$0.16$0.27$0.37$0.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEVUSB PRICE$0.07$0.10$0.13$0.16$0.19$0.23$0.26$0.29$0.32$0.35$0.38$0.42$0.45
Puts——
CallsExpensive4.91×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.967.0%1.2%
25Δ49.896.8%1.1%
30Δ49.826.7%1.1%
35Δ49.756.6%1.0%
40Δ49.686.4%0.9%
45Δ49.616.3%0.8%
50Δ49.546.2%0.7%
55Δ49.476.1%0.7%
60Δ49.405.9%0.6%
65Δ49.335.8%0.5%
70Δ49.265.7%0.4%
75Δ49.195.5%0.4%
80Δ49.125.4%0.3%

20Δ

Calls
Pseudo strike
49.96
IV
7.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
49.89
IV
6.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
49.82
IV
6.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
49.75
IV
6.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
49.68
IV
6.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
49.61
IV
6.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
49.54
IV
6.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
49.47
IV
6.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
49.40
IV
5.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
49.33
IV
5.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
49.26
IV
5.7%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.19
IV
5.5%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
49.12
IV
5.4%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.81%
Daily EOD
VUSB54.1%70.3%86.5%2026-10-19: 56.33%2026-10-20: 60.17%2026-10-21: 56.60%2026-10-22: 57.93%2026-10-23: 59.64%2026-10-26: 68.24%2026-10-27: 84.28%2026-10-28: 63.27%2026-10-29: 62.81%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
56.33%
60.17%
56.60%
57.93%
59.64%
68.24%
84.28%
63.27%
62.81%