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Vanguard Intermediate-Term Bond ETF BIV

i

Market dataready · fetched 2026-11-07T21:29:50.080Z

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 · 2026-11-07T01:00:00.018785275Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:29:49.332248+00:00

Share price$74.43
1D+0.0%
AH$74.31$74.39$74.46$74.54$74.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIV
Sold putSold callAH

Vanguard Intermediate-Term Bond ETF options

Live interpolated BIV call and put midpoint premiums by absolute delta.Vanguard Intermediate-Term Bond ETF$0.05$0.36$0.67$0.98$1.29$71.45$72.93$74.41$75.89$77.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIV spot · $74.43BIV PRICE$0.08$0.10$0.16$0.21$0.27$0.32$0.38$0.43$0.48$0.54$0.59$0.65$0.92$0.09$0.12$0.17$0.22$0.27$0.32$0.37$0.42$0.48$0.53$0.58$0.82$1.20
PutsCheap0.33×
CallsCheap0.32×
SkewBearish+0.38 pp
Implied moveBalanced±$0.75
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.325.8%1.3%73.775.9%1.0%
25Δ75.004.8%0.9%74.045.2%0.7%
30Δ74.904.9%0.8%74.145.3%0.6%
35Δ74.805.0%0.8%74.245.3%0.6%
40Δ74.705.1%0.7%74.345.3%0.5%
45Δ74.605.2%0.7%74.445.4%0.4%
50Δ74.505.2%0.6%74.555.4%0.3%
55Δ74.405.3%0.5%74.655.5%0.3%
60Δ74.305.4%0.5%74.755.5%0.2%
65Δ74.205.5%0.4%74.855.5%0.1%
70Δ74.105.6%0.4%74.955.6%0.1%
75Δ74.005.6%0.3%75.226.5%0.0%
80Δ73.706.4%0.3%75.628.3%0.0%

20Δ

Calls
Pseudo strike
75.32
IV
5.8%
B/E move
1.3%
Puts
Pseudo strike
73.77
IV
5.9%
B/E move
1.0%

25Δ

Calls
Pseudo strike
75.00
IV
4.8%
B/E move
0.9%
Puts
Pseudo strike
74.04
IV
5.2%
B/E move
0.7%

30Δ

Calls
Pseudo strike
74.90
IV
4.9%
B/E move
0.8%
Puts
Pseudo strike
74.14
IV
5.3%
B/E move
0.6%

35Δ

Calls
Pseudo strike
74.80
IV
5.0%
B/E move
0.8%
Puts
Pseudo strike
74.24
IV
5.3%
B/E move
0.6%

40Δ

Calls
Pseudo strike
74.70
IV
5.1%
B/E move
0.7%
Puts
Pseudo strike
74.34
IV
5.3%
B/E move
0.5%

45Δ

Calls
Pseudo strike
74.60
IV
5.2%
B/E move
0.7%
Puts
Pseudo strike
74.44
IV
5.4%
B/E move
0.4%

50Δ

Calls
Pseudo strike
74.50
IV
5.2%
B/E move
0.6%
Puts
Pseudo strike
74.55
IV
5.4%
B/E move
0.3%

55Δ

Calls
Pseudo strike
74.40
IV
5.3%
B/E move
0.5%
Puts
Pseudo strike
74.65
IV
5.5%
B/E move
0.3%

60Δ

Calls
Pseudo strike
74.30
IV
5.4%
B/E move
0.5%
Puts
Pseudo strike
74.75
IV
5.5%
B/E move
0.2%

65Δ

Calls
Pseudo strike
74.20
IV
5.5%
B/E move
0.4%
Puts
Pseudo strike
74.85
IV
5.5%
B/E move
0.1%

70Δ

Calls
Pseudo strike
74.10
IV
5.6%
B/E move
0.4%
Puts
Pseudo strike
74.95
IV
5.6%
B/E move
0.1%

75Δ

Calls
Pseudo strike
74.00
IV
5.6%
B/E move
0.3%
Puts
Pseudo strike
75.22
IV
6.5%
B/E move
0.0%

80Δ

Calls
Pseudo strike
73.70
IV
6.4%
B/E move
0.3%
Puts
Pseudo strike
75.62
IV
8.3%
B/E move
0.0%

Options history

IV · four-Friday blend6.50%
Daily close
BIV5.8%7.2%8.6%2026-09-15: 6.03%2026-09-24: 6.77%2026-09-28: 6.98%2026-09-29: 8.44%2026-10-01: 6.85%2026-10-02: 6.79%2026-10-05: 6.54%2026-10-06: 6.33%2026-10-07: 6.42%2026-10-08: 6.14%2026-10-12: 6.16%2026-10-13: 6.84%2026-10-16: 6.59%2026-10-19: 6.72%2026-10-20: 6.51%2026-10-21: 6.51%2026-10-22: 6.75%2026-10-23: 6.36%2026-10-26: 6.50%2026-10-27: 6.34%2026-10-28: 6.50%Sep 15Oct 12Oct 28
21 observations2026-09-15 — 2026-10-28
Table
DateIV (%)
6.03%
6.77%
6.98%
8.44%
6.85%
6.79%
6.54%
6.33%
6.42%
6.14%
6.16%
6.84%
6.59%
6.72%
6.51%
6.51%
6.75%
6.36%
6.50%
6.34%
6.50%