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Vanguard Total Bond Market BND 71.35 0.15 0.21%

BND Delta Exposure (DEX)

BND (Vanguard Total Bond Market): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.0556
Put Call Ratio (OI)
0.54
Put Call Ratio (Vol)
0.77
IV Rank
32.3
IV Percentile
73.5
Max Pain
72

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-12.6
12.6
View values by strike
BND · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
63.00 0 -30.5
64.00 95 -38.5
65.00 0 -188
66.00 0 -132
67.00 0 -397
68.00 0 -597
69.00 227 -990
70.00 1.61 K -647
71.00 1.24 K -3.57 K
72.00 5.36 K -4.81 K
73.00 4 K -1.39 K
74.00 1.24 K -940
75.00 1.68 K -173
76.00 356 0
77.00 68.7 0
78.00 27.5 0