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Vanguard Total Bond Market ETF BND

i

Market dataready · fetched 2026-11-04T03:48:00.709Z

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 · 2026-11-04T00:50:35.515063966Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:48:00.256266+00:00

Share price$71.15
1D-0.2%
AH$71.10$71.18$71.25$71.33$71.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBND
Sold putSold callAH

Vanguard Total Bond Market ETF options

Live interpolated BND call and put midpoint premiums by absolute delta.Vanguard Total Bond Market ETF$0.09$0.31$0.53$0.76$0.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBND PRICE$0.11$0.15$0.21$0.27$0.33$0.39$0.45$0.51$0.57$0.73$0.92$0.11$0.15$0.18$0.21
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.206.6%1.6%70.366.4%1.3%
25Δ71.946.2%1.3%70.556.2%1.0%
30Δ71.816.3%1.2%70.736.0%0.8%
35Δ71.686.4%1.1%70.925.8%0.6%
40Δ71.556.5%1.0%
45Δ71.416.6%0.9%
50Δ71.286.7%0.8%
55Δ71.156.8%0.7%
60Δ71.026.9%0.6%
65Δ70.817.3%0.6%
70Δ70.587.7%0.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
72.20
IV
6.6%
B/E move
1.6%
Puts
Pseudo strike
70.36
IV
6.4%
B/E move
1.3%

25Δ

Calls
Pseudo strike
71.94
IV
6.2%
B/E move
1.3%
Puts
Pseudo strike
70.55
IV
6.2%
B/E move
1.0%

30Δ

Calls
Pseudo strike
71.81
IV
6.3%
B/E move
1.2%
Puts
Pseudo strike
70.73
IV
6.0%
B/E move
0.8%

35Δ

Calls
Pseudo strike
71.68
IV
6.4%
B/E move
1.1%
Puts
Pseudo strike
70.92
IV
5.8%
B/E move
0.6%

40Δ

Calls
Pseudo strike
71.55
IV
6.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
71.41
IV
6.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
71.28
IV
6.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
71.15
IV
6.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
71.02
IV
6.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
70.81
IV
7.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
70.58
IV
7.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend6.59%
Daily close
BND4.8%6.6%8.5%2026-08-05: 6.47%2026-08-17: 8.24%2026-09-01: 5.19%2026-09-02: 5.04%2026-09-03: 5.34%2026-09-04: 5.15%2026-09-08: 6.66%2026-09-28: 7.01%2026-09-29: 7.16%2026-09-30: 7.35%2026-10-01: 8.05%2026-10-02: 7.08%2026-10-05: 7.62%2026-10-06: 6.77%2026-10-07: 6.83%2026-10-08: 6.89%2026-10-16: 6.59%2026-10-19: 6.06%2026-10-20: 6.62%2026-10-23: 6.77%2026-10-26: 6.77%2026-10-28: 6.59%Aug 5Oct 1Oct 28
22 observations2026-08-05 — 2026-10-28
Table
DateIV (%)
6.47%
8.24%
5.19%
5.04%
5.34%
5.15%
6.66%
7.01%
7.16%
7.35%
8.05%
7.08%
7.62%
6.77%
6.83%
6.89%
6.59%
6.06%
6.62%
6.77%
6.77%
6.59%