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Vanguard Scottsdale Funds Vanguard Total World Bond ETF BNDW

i

Market dataready · fetched 2026-11-07T07:17:46.903Z

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 2026-11-07T07:17:46.412670+00:00

Share price$67.06
1D-0.1%
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$0.97$1.23$1.49$1.75$2.01$62.65$64.59$66.53$68.47$70.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BNDW spot · $67.06BNDW PRICE$1.00$1.00$1.00$1.00$1.04$1.11$1.20$1.36$1.51$1.67$1.80$1.94$1.00$1.00$1.00$1.00$1.02$1.04$1.15$1.30$1.45$1.58$1.70$1.82$1.94
PutsExpensive1.39×
Calls——
Skew——
Implied moveBalanced±$2.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.9065.2%10.7%
25Δ72.5454.7%9.7%63.2549.5%7.2%
30Δ70.3842.5%6.4%64.7239.2%5.0%
35Δ69.0534.1%4.5%65.6832.0%3.5%
40Δ68.2428.2%3.2%66.3227.2%2.6%
45Δ67.7124.7%2.5%66.8223.3%1.9%
50Δ67.2822.3%2.0%67.2221.6%1.5%
55Δ66.9020.4%1.5%67.5520.9%1.2%
60Δ66.5919.8%1.3%67.8820.2%0.9%
65Δ66.2819.2%1.1%68.1619.1%0.7%
70Δ65.9718.5%0.9%68.4017.8%0.5%
75Δ65.7417.2%0.7%68.6416.6%0.4%
80Δ65.5016.0%0.6%68.8815.3%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.90
IV
65.2%
B/E move
10.7%

25Δ

Calls
Pseudo strike
72.54
IV
54.7%
B/E move
9.7%
Puts
Pseudo strike
63.25
IV
49.5%
B/E move
7.2%

30Δ

Calls
Pseudo strike
70.38
IV
42.5%
B/E move
6.4%
Puts
Pseudo strike
64.72
IV
39.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
69.05
IV
34.1%
B/E move
4.5%
Puts
Pseudo strike
65.68
IV
32.0%
B/E move
3.5%

40Δ

Calls
Pseudo strike
68.24
IV
28.2%
B/E move
3.2%
Puts
Pseudo strike
66.32
IV
27.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
67.71
IV
24.7%
B/E move
2.5%
Puts
Pseudo strike
66.82
IV
23.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
67.28
IV
22.3%
B/E move
2.0%
Puts
Pseudo strike
67.22
IV
21.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
66.90
IV
20.4%
B/E move
1.5%
Puts
Pseudo strike
67.55
IV
20.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
66.59
IV
19.8%
B/E move
1.3%
Puts
Pseudo strike
67.88
IV
20.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
66.28
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
68.16
IV
19.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
65.97
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
68.40
IV
17.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
65.74
IV
17.2%
B/E move
0.7%
Puts
Pseudo strike
68.64
IV
16.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
65.50
IV
16.0%
B/E move
0.6%
Puts
Pseudo strike
68.88
IV
15.3%
B/E move
0.2%

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%