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Vanguard Ultra-Short Bond ETF VUSB

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Market datapartial · fetched 2026-10-23T02:01:39.649Z

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 · 2026-10-23T00:00:07.919756756Z

FundamentalsAlpha Vantage · unavailable

Share price$49.57
1D+0.1%
AH$49.49$49.51$49.54$49.57$49.595:30 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$0.81$2.54$4.27$6.00$7.73$43.15$45.85$48.55$51.24$53.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VUSB spot · $49.57VUSB PRICE$1.00$1.00$1.00$1.00$1.00$1.05$1.16$1.27$1.38$1.49$1.60$1.70$1.02$1.02$1.02$1.02$1.90$2.79$3.68$4.57$5.46$6.34$7.23$4.66
PutsExpensive15.25×
CallsExpensive10.80×
SkewBearish+14.71 pp
Implied moveBearish±$3.85
TiltBearish47.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ55.4751.8%13.9%45.9646.2%9.4%
30Δ53.1140.0%9.2%47.3436.8%6.6%
35Δ51.7532.2%6.4%48.2830.1%4.7%
40Δ50.8726.5%4.6%48.9924.8%3.2%
45Δ50.2922.3%3.5%49.9829.0%3.0%
50Δ49.8719.6%2.7%50.9733.3%2.8%
55Δ49.6218.5%2.4%51.9637.6%2.6%
60Δ49.3617.4%2.1%52.9541.9%2.4%
65Δ49.1116.3%1.9%53.9446.2%2.2%
70Δ48.8515.3%1.6%54.9350.5%2.0%
75Δ48.6014.2%1.3%55.9254.8%1.8%
80Δ48.3413.1%1.0%53.9132.3%0.6%

20Δ

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

25Δ

Calls
Pseudo strike
55.47
IV
51.8%
B/E move
13.9%
Puts
Pseudo strike
45.96
IV
46.2%
B/E move
9.4%

30Δ

Calls
Pseudo strike
53.11
IV
40.0%
B/E move
9.2%
Puts
Pseudo strike
47.34
IV
36.8%
B/E move
6.6%

35Δ

Calls
Pseudo strike
51.75
IV
32.2%
B/E move
6.4%
Puts
Pseudo strike
48.28
IV
30.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
50.87
IV
26.5%
B/E move
4.6%
Puts
Pseudo strike
48.99
IV
24.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
50.29
IV
22.3%
B/E move
3.5%
Puts
Pseudo strike
49.98
IV
29.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
49.87
IV
19.6%
B/E move
2.7%
Puts
Pseudo strike
50.97
IV
33.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
49.62
IV
18.5%
B/E move
2.4%
Puts
Pseudo strike
51.96
IV
37.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
49.36
IV
17.4%
B/E move
2.1%
Puts
Pseudo strike
52.95
IV
41.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
49.11
IV
16.3%
B/E move
1.9%
Puts
Pseudo strike
53.94
IV
46.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
48.85
IV
15.3%
B/E move
1.6%
Puts
Pseudo strike
54.93
IV
50.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
48.60
IV
14.2%
B/E move
1.3%
Puts
Pseudo strike
55.92
IV
54.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
48.34
IV
13.1%
B/E move
1.0%
Puts
Pseudo strike
53.91
IV
32.3%
B/E move
0.6%

Options history

No recorded observations