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Vanguard Ultra-Short Bond ETF VUSB

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Market dataready · fetched 2026-11-03T14:42:47.182Z

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 · 2026-11-03T14:42:28.608394782Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:45.939718+00:00

Share price$49.46
1D+0.0%
$49.41$49.43$49.45$49.47$49.485:30 AM6:30 AM9:00 AM1:00 PMVUSB
Sold putSold call

Vanguard Ultra-Short Bond ETF options

Live interpolated VUSB call and put midpoint premiums by absolute delta.Vanguard Ultra-Short Bond ETF$0.03$0.30$0.56$0.83$1.09$48.68$49.01$49.34$49.67$50.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VUSB spot · $49.46VUSB PRICE$0.06$0.09$0.12$0.16$0.19$0.22$0.25$0.29$0.32$0.35$0.38$0.42$0.45$0.08$0.12$0.17$0.21$0.25$0.29$0.34$0.38$0.42$0.46$0.51$0.55$1.02
PutsExpensive2.38×
CallsExpensive3.04×
SkewBearish+2.13 pp
Implied moveBearish±$0.59
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.984.5%1.2%49.065.4%1.0%
25Δ49.924.4%1.1%49.155.5%0.9%
30Δ49.854.3%1.1%49.235.5%0.8%
35Δ49.794.2%1.0%49.325.6%0.7%
40Δ49.724.1%0.9%49.405.7%0.6%
45Δ49.664.0%0.9%49.495.8%0.5%
50Δ49.593.9%0.8%49.575.8%0.4%
55Δ49.533.8%0.7%49.665.9%0.4%
60Δ49.463.7%0.7%49.746.0%0.3%
65Δ49.403.6%0.6%49.836.0%0.2%
70Δ49.333.5%0.5%49.916.1%0.1%
75Δ49.273.4%0.5%50.006.2%0.0%
80Δ49.203.3%0.4%50.479.1%0.0%

20Δ

Calls
Pseudo strike
49.98
IV
4.5%
B/E move
1.2%
Puts
Pseudo strike
49.06
IV
5.4%
B/E move
1.0%

25Δ

Calls
Pseudo strike
49.92
IV
4.4%
B/E move
1.1%
Puts
Pseudo strike
49.15
IV
5.5%
B/E move
0.9%

30Δ

Calls
Pseudo strike
49.85
IV
4.3%
B/E move
1.1%
Puts
Pseudo strike
49.23
IV
5.5%
B/E move
0.8%

35Δ

Calls
Pseudo strike
49.79
IV
4.2%
B/E move
1.0%
Puts
Pseudo strike
49.32
IV
5.6%
B/E move
0.7%

40Δ

Calls
Pseudo strike
49.72
IV
4.1%
B/E move
0.9%
Puts
Pseudo strike
49.40
IV
5.7%
B/E move
0.6%

45Δ

Calls
Pseudo strike
49.66
IV
4.0%
B/E move
0.9%
Puts
Pseudo strike
49.49
IV
5.8%
B/E move
0.5%

50Δ

Calls
Pseudo strike
49.59
IV
3.9%
B/E move
0.8%
Puts
Pseudo strike
49.57
IV
5.8%
B/E move
0.4%

55Δ

Calls
Pseudo strike
49.53
IV
3.8%
B/E move
0.7%
Puts
Pseudo strike
49.66
IV
5.9%
B/E move
0.4%

60Δ

Calls
Pseudo strike
49.46
IV
3.7%
B/E move
0.7%
Puts
Pseudo strike
49.74
IV
6.0%
B/E move
0.3%

65Δ

Calls
Pseudo strike
49.40
IV
3.6%
B/E move
0.6%
Puts
Pseudo strike
49.83
IV
6.0%
B/E move
0.2%

70Δ

Calls
Pseudo strike
49.33
IV
3.5%
B/E move
0.5%
Puts
Pseudo strike
49.91
IV
6.1%
B/E move
0.1%

75Δ

Calls
Pseudo strike
49.27
IV
3.4%
B/E move
0.5%
Puts
Pseudo strike
50.00
IV
6.2%
B/E move
0.0%

80Δ

Calls
Pseudo strike
49.20
IV
3.3%
B/E move
0.4%
Puts
Pseudo strike
50.47
IV
9.1%
B/E move
0.0%

Options history

IV · four-Friday blend62.81%
Daily EOD
VUSB54.1%70.3%86.5%2026-10-19: 56.33%2026-10-20: 60.17%2026-10-21: 56.60%2026-10-22: 57.93%2026-10-23: 59.64%2026-10-26: 68.24%2026-10-27: 84.28%2026-10-28: 63.27%2026-10-29: 62.81%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
56.33%
60.17%
56.60%
57.93%
59.64%
68.24%
84.28%
63.27%
62.81%