VPLS - Vanguard Malvern Funds - Core Plus Bond Fund - Option Chain

Vanguard Malvern Funds - Core Plus Bond Fund

US ˙ NasdaqGM

Expiration

Puts for market date September 08, 2025

Contract	Strike	Bid	Ask	Last	Volume	OI	IV	Delta	Gamma	Theta	Vega	Rho
VPLS20250919P00069000	69.00	0.00	2.05	0.00	0	0	82.12%	-0.16	0.02	-0.13	0.03	-0.00
VPLS20250919P00070000	70.00	0.00	2.05	0.00	0	0	76.16%	-0.17	0.02	-0.12	0.04	-0.00
VPLS20250919P00071000	71.00	0.00	2.05	0.00	0	0	70.17%	-0.19	0.03	-0.12	0.04	-0.00
VPLS20250919P00072000	72.00	0.00	2.05	0.00	0	0	64.13%	-0.20	0.03	-0.11	0.04	-0.00
VPLS20250919P00073000	73.00	0.00	2.05	0.00	0	0	58.01%	-0.22	0.04	-0.11	0.04	-0.01
VPLS20250919P00074000	74.00	0.00	2.05	0.00	0	0	51.79%	-0.24	0.04	-0.10	0.04	-0.01
VPLS20250919P00075000	75.00	0.00	2.05	0.00	0	0	45.41%	-0.26	0.05	-0.09	0.04	-0.01
VPLS20250919P00076000	76.00	0.00	2.05	0.00	0	0	38.80%	-0.30	0.06	-0.08	0.05	-0.01
VPLS20250919P00077000	77.00	0.00	2.05	0.00	0	0	31.82%	-0.34	0.08	-0.07	0.05	-0.01
VPLS20250919P00078000	78.00	0.00	2.10	0.00	0	0	24.67%	-0.42	0.12	-0.06	0.05	-0.01
VPLS20250919P00079000	79.00	0.00	2.50	0.00	0	0	19.25%	-0.55	0.15	-0.05	0.05	-0.01
VPLS20250919P00080000	80.00	0.00	3.40	0.00	0	0	15.28%	-0.74	0.15	-0.03	0.04	-0.02
VPLS20250919P00081000	81.00	0.35	4.40	0.00	0	0	6.79%	-0.99	0.02	-0.00	0.00	-0.02
VPLS20250919P00082000	82.00	1.35	5.40	0.00	0	0	9.88%	-0.99	0.02	-0.00	0.00	-0.02
VPLS20250919P00083000	83.00	2.35	6.40	0.00	0	0	12.90%	-0.99	0.01	-0.00	0.00	-0.02
VPLS20250919P00084000	84.00	3.20	7.40	0.00	0	0	74.25%	-0.67	0.04	-0.17	0.05	-0.02
VPLS20250919P00085000	85.00	4.30	8.40	0.00	0	0	79.87%	-0.69	0.03	-0.18	0.05	-0.02

Calls for market date September 08, 2025

Contract	Strike	Bid	Ask	Last	Volume	OI	IV	Delta	Gamma	Theta	Vega	Rho
VPLS20250919C00069000	69.00	7.60	11.80	0.00	0	0	40.32%	0.97	0.01	-0.02	0.01	0.01
VPLS20250919C00070000	70.00	6.60	10.80	0.00	0	0	36.54%	0.97	0.02	-0.01	0.01	0.01
VPLS20250919C00071000	71.00	5.60	9.80	0.00	0	0	32.77%	0.97	0.02	-0.01	0.01	0.01
VPLS20250919C00072000	72.00	4.60	8.80	0.00	0	0	29.01%	0.97	0.02	-0.01	0.01	0.01
VPLS20250919C00073000	73.00	3.60	7.80	0.00	0	0	25.23%	0.96	0.03	-0.01	0.01	0.01
VPLS20250919C00074000	74.00	2.75	6.90	0.00	0	0	28.20%	0.90	0.05	-0.03	0.02	0.01
VPLS20250919C00075000	75.00	1.75	5.90	0.00	0	0	23.55%	0.88	0.06	-0.03	0.03	0.01
VPLS20250919C00076000	76.00	0.75	4.90	0.00	0	0	18.76%	0.86	0.09	-0.03	0.03	0.01
VPLS20250919C00077000	77.00	0.00	3.90	0.00	0	0	16.92%	0.77	0.13	-0.03	0.04	0.01
VPLS20250919C00078000	78.00	0.00	2.80	0.00	0	0	19.46%	0.60	0.15	-0.05	0.05	0.01
VPLS20250919C00079000	79.00	0.00	2.20	0.00	0	0	23.39%	0.46	0.12	-0.06	0.05	0.01
VPLS20250919C00080000	80.00	0.00	2.05	0.00	0	0	29.47%	0.38	0.09	-0.07	0.05	0.01
VPLS20250919C00081000	81.00	0.00	2.05	0.00	0	0	35.99%	0.33	0.07	-0.08	0.05	0.01
VPLS20250919C00082000	82.00	0.00	2.05	0.00	0	0	41.94%	0.30	0.06	-0.09	0.05	0.01
VPLS20250919C00083000	83.00	0.00	2.05	0.00	0	0	47.49%	0.27	0.05	-0.10	0.05	0.01
VPLS20250919C00084000	84.00	0.00	2.05	0.00	0	0	52.73%	0.25	0.04	-0.10	0.04	0.01
VPLS20250919C00085000	85.00	0.00	2.05	0.00	0	0	57.72%	0.24	0.04	-0.11	0.04	0.00

Fintel data has been cited in the following publications:

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