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Vanguard Intermediate-Term Corporate Bond ETF VCIT

i

Market datapartial · fetched 2026-11-03T14:42:26.551Z

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 · 2026-11-03T14:42:21.421141323Z

FundamentalsAlpha Vantage · unavailable

Share price$79.18
1D-0.0%
$79.15$79.18$79.20$79.23$79.265:30 AM6:30 AM9:00 AM1:00 PMVCIT
Sold putSold call

Vanguard Intermediate-Term Corporate Bond ETF options

Live interpolated VCIT call and put midpoint premiums by absolute delta.Vanguard Intermediate-Term Corporate Bond ETF$0.11$0.49$0.86$1.23$1.60$77.14$78.22$79.31$80.40$81.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VCIT spot · $79.18VCIT PRICE$0.15$0.20$0.25$0.32$0.41$0.49$0.57$0.65$0.74$0.93$1.12$1.31$1.50$0.17$0.21$0.26$0.31$0.36$0.46$0.55$0.65$0.74$0.84
Puts——
CallsCheap0.74×
Skew——
Implied moveBalanced±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.497.3%1.8%78.088.6%1.6%
25Δ80.257.4%1.6%78.328.3%1.4%
30Δ80.027.6%1.4%78.557.9%1.1%
35Δ79.847.7%1.2%78.797.6%0.9%
40Δ79.677.7%1.1%79.027.3%0.7%
45Δ79.507.8%1.0%79.197.3%0.6%
50Δ79.337.9%0.9%79.357.4%0.5%
55Δ79.168.0%0.8%79.527.4%0.4%
60Δ78.988.1%0.7%79.687.5%0.3%
65Δ78.748.4%0.6%79.857.5%0.2%
70Δ78.498.7%0.5%
75Δ78.259.0%0.5%
80Δ78.009.3%0.4%

20Δ

Calls
Pseudo strike
80.49
IV
7.3%
B/E move
1.8%
Puts
Pseudo strike
78.08
IV
8.6%
B/E move
1.6%

25Δ

Calls
Pseudo strike
80.25
IV
7.4%
B/E move
1.6%
Puts
Pseudo strike
78.32
IV
8.3%
B/E move
1.4%

30Δ

Calls
Pseudo strike
80.02
IV
7.6%
B/E move
1.4%
Puts
Pseudo strike
78.55
IV
7.9%
B/E move
1.1%

35Δ

Calls
Pseudo strike
79.84
IV
7.7%
B/E move
1.2%
Puts
Pseudo strike
78.79
IV
7.6%
B/E move
0.9%

40Δ

Calls
Pseudo strike
79.67
IV
7.7%
B/E move
1.1%
Puts
Pseudo strike
79.02
IV
7.3%
B/E move
0.7%

45Δ

Calls
Pseudo strike
79.50
IV
7.8%
B/E move
1.0%
Puts
Pseudo strike
79.19
IV
7.3%
B/E move
0.6%

50Δ

Calls
Pseudo strike
79.33
IV
7.9%
B/E move
0.9%
Puts
Pseudo strike
79.35
IV
7.4%
B/E move
0.5%

55Δ

Calls
Pseudo strike
79.16
IV
8.0%
B/E move
0.8%
Puts
Pseudo strike
79.52
IV
7.4%
B/E move
0.4%

60Δ

Calls
Pseudo strike
78.98
IV
8.1%
B/E move
0.7%
Puts
Pseudo strike
79.68
IV
7.5%
B/E move
0.3%

65Δ

Calls
Pseudo strike
78.74
IV
8.4%
B/E move
0.6%
Puts
Pseudo strike
79.85
IV
7.5%
B/E move
0.2%

70Δ

Calls
Pseudo strike
78.49
IV
8.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
78.25
IV
9.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
78.00
IV
9.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend9.72%
Daily EOD
VCIT7.3%8.6%9.9%2026-10-19: 8.35%2026-10-20: 8.35%2026-10-21: 7.44%2026-10-22: 7.91%2026-10-23: 8.87%2026-10-26: 9.72%Oct 19Oct 21Oct 26
6 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
8.35%
8.35%
7.44%
7.91%
8.87%
9.72%