IntraAlpha
Create free account Start free

Vanguard Scottsdale Funds Vanguard Total World Bond ETF BNDW

i

Market datapartial · fetched 2026-11-06T21:00:04.477Z

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 · 2026-11-06T21:00:00.693551096Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:00:02.032522+00:00

Share price$67.06
1D-0.0%
AH$66.99$67.04$67.09$67.14$67.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNDW
Sold putSold callAH

Vanguard Scottsdale Funds Vanguard Total World Bond ETF options

Live interpolated BNDW call and put midpoint premiums by absolute delta.Vanguard Scottsdale Funds Vanguard Total World Bond ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBNDW PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
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 blend16.04%
Daily close
BNDW12.5%23.1%33.6%2026-08-10: 14.45%2026-08-11: 14.29%2026-08-12: 17.43%2026-08-13: 17.47%2026-08-14: 18.33%2026-08-17: 20.47%2026-08-18: 22.30%2026-08-19: 25.09%2026-08-20: 30.94%2026-08-21: 14.00%2026-08-24: 14.90%2026-08-25: 14.79%2026-08-26: 14.98%2026-08-27: 14.23%2026-08-28: 14.65%2026-08-31: 16.46%2026-09-01: 15.66%2026-09-02: 16.11%2026-09-03: 15.52%2026-09-04: 16.73%2026-09-08: 17.48%2026-09-09: 16.98%2026-09-10: 18.41%2026-09-11: 19.14%2026-09-14: 22.42%2026-09-15: 24.32%2026-09-16: 26.84%2026-09-17: 32.13%2026-09-18: 15.06%2026-09-21: 14.91%2026-09-22: 14.88%2026-09-23: 15.26%2026-09-24: 15.29%2026-09-25: 15.48%2026-09-28: 15.33%2026-09-29: 15.53%2026-09-30: 15.69%2026-10-01: 15.22%2026-10-02: 15.51%2026-10-05: 16.11%2026-10-06: 16.60%2026-10-07: 16.67%2026-10-08: 17.26%2026-10-09: 17.75%2026-10-12: 20.14%2026-10-13: 21.75%2026-10-14: 24.21%2026-10-15: 30.52%2026-10-16: 14.95%2026-10-19: 14.84%2026-10-20: 15.04%2026-10-21: 14.97%2026-10-22: 14.60%2026-10-23: 14.92%2026-10-26: 15.43%2026-10-27: 15.51%2026-10-28: 15.60%2026-10-29: 15.56%2026-10-30: 16.04%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
14.45%
14.29%
17.43%
17.47%
18.33%
20.47%
22.30%
25.09%
30.94%
14.00%
14.90%
14.79%
14.98%
14.23%
14.65%
16.46%
15.66%
16.11%
15.52%
16.73%
17.48%
16.98%
18.41%
19.14%
22.42%
24.32%
26.84%
32.13%
15.06%
14.91%
14.88%
15.26%
15.29%
15.48%
15.33%
15.53%
15.69%
15.22%
15.51%
16.11%
16.60%
16.67%
17.26%
17.75%
20.14%
21.75%
24.21%
30.52%
14.95%
14.84%
15.04%
14.97%
14.60%
14.92%
15.43%
15.51%
15.60%
15.56%
16.04%