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Vanguard Short-Term Treasury ETF VGSH

i

Market dataready · fetched 2026-11-04T09:21:19.206Z

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 · 2026-11-04T09:04:08.307197822Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:21:18.637099+00:00

Share price$57.72
1D
Price history unavailable.

Vanguard Short-Term Treasury ETF options

Live interpolated VGSH call and put midpoint premiums by absolute delta.Vanguard Short-Term Treasury ETF$0.00$1.69$3.38$5.07$6.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVGSH PRICE$0.05$0.05$1.40$1.50$1.60$1.70$0.34$0.47$0.59$0.72$0.84$0.96$1.09$1.24$1.40$1.56$6.25$6.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.494.9%1.4%56.5513.8%2.6%
25Δ58.203.4%0.9%56.7815.0%2.4%
30Δ57.0116.1%2.3%
35Δ57.2417.3%2.1%
40Δ57.4718.5%1.9%
45Δ57.7019.7%1.7%
50Δ57.9320.9%1.5%
55Δ58.2120.9%1.3%
60Δ58.5220.3%1.0%
65Δ56.9919.0%1.2%58.8319.7%0.8%
70Δ56.8017.5%1.0%
75Δ56.6016.1%0.8%63.0757.2%1.6%
80Δ56.4114.7%0.7%63.3450.3%1.1%

20Δ

Calls
Pseudo strike
58.49
IV
4.9%
B/E move
1.4%
Puts
Pseudo strike
56.55
IV
13.8%
B/E move
2.6%

25Δ

Calls
Pseudo strike
58.20
IV
3.4%
B/E move
0.9%
Puts
Pseudo strike
56.78
IV
15.0%
B/E move
2.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.01
IV
16.1%
B/E move
2.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.24
IV
17.3%
B/E move
2.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.47
IV
18.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.70
IV
19.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.93
IV
20.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.21
IV
20.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.52
IV
20.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
56.99
IV
19.0%
B/E move
1.2%
Puts
Pseudo strike
58.83
IV
19.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.80
IV
17.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
56.60
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
63.07
IV
57.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
56.41
IV
14.7%
B/E move
0.7%
Puts
Pseudo strike
63.34
IV
50.3%
B/E move
1.1%

Options history

IV · four-Friday blend42.96%
Daily EOD
VGSH41.6%51.7%61.9%2026-10-19: 48.68%2026-10-20: 48.51%2026-10-21: 50.65%2026-10-22: 51.19%2026-10-23: 52.85%2026-10-26: 55.70%2026-10-27: 57.39%2026-10-28: 60.48%2026-10-29: 42.96%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
48.68%
48.51%
50.65%
51.19%
52.85%
55.70%
57.39%
60.48%
42.96%