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Quote for VMBS (VANGUARD MORTGAGE-BACKED SEC)

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 VMBS  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

44.30 
 VANGUARD MORTGAGE-BACKED SEC       CHANGE

0.08 
 HIGH 44.46   LOW 44.12   DIVIDEND DATE 2017-11-01 
 OPEN 44.26   CLOSE 44.22   DIVIDEND AMOUNT 0.10 
 BID 0.00   ASK 0.00   YIELD 2.18 
 VOLUME 1,322,980   SPLIT DATE     DATE/TIME: 2024-05-01 
 OPTION VOLUME 1   IMPLIED VOLATILITY 0.00   HISTORICAL VOL  0.08 
Data used in the screeners below are delayed from April 10, 2024.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 VMBS  44.48    VMBS  May 17 '24  46.00  0.12  0.12  0.28%    0.10  0
 VMBS  44.48    VMBS  Nov 15 '24  42.00  3.02  0.55  1.23%    0.08  6
 VMBS  44.48    VMBS  Aug 16 '24  47.00  0.15  0.15  0.34%    0.08  3
 VMBS  44.48    VMBS  Aug 16 '24  43.00  1.95  0.47  1.06%    0.07  3
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 VMBS  Aug 16 '24  43.00   C  1.95    VMBS  Aug 16 '24  43.00   P  0.23    2.17  1.48
 VMBS  Aug 16 '24  45.00   C  0.57    VMBS  Aug 16 '24  45.00   P  0.93    1.50  0.52
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 VMBS  Aug 16 '24  45.00   P  0.93    VMBS  Aug 16 '24  43.00   P  0.23    0.70  2.00
 VMBS  Aug 16 '24  45.00   P  0.93    VMBS  Aug 16 '24  42.00   P  0.17    0.76  3.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 VMBS  Nov 15 '24  42.00   C  3.02    VMBS  Nov 15 '24  46.00   C  0.53    2.50  4.00
 VMBS  Nov 15 '24  42.00   C  3.02    VMBS  Nov 15 '24  45.00   C  1.00    2.02  3.00
 VMBS  Aug 16 '24  43.00   C  1.95    VMBS  Aug 16 '24  45.00   C  0.57    1.38  2.00
 VMBS  Aug 16 '24  43.00   C  1.95    VMBS  Aug 16 '24  47.00   C  0.15    1.80  4.00
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 VMBS  Aug 16 '24  47.00   C  0.15    VMBS  Aug 16 '24  43.00   C  1.95    -1.80  4.00
 VMBS  Aug 16 '24  45.00   C  0.57    VMBS  Aug 16 '24  43.00   C  1.95    -1.38  2.00
 VMBS  Nov 15 '24  45.00   C  1.00    VMBS  Nov 15 '24  42.00   C  3.02    -2.02  3.00
 VMBS  Nov 15 '24  46.00   C  0.53    VMBS  Nov 15 '24  42.00   C  3.02    -2.50  4.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 VMBS  Aug 16 '24  42.00   P  0.17    VMBS  Aug 16 '24  45.00   P  0.93    -0.76  3.00
 VMBS  Aug 16 '24  42.00   P  0.17    VMBS  Aug 16 '24  43.00   P  0.23    -0.05  1.00
 VMBS  Aug 16 '24  43.00   P  0.23    VMBS  Aug 16 '24  45.00   P  0.93    -0.70  2.00
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 VMBS  May 17 '24  46.00   C  0.12    VMBS  Nov 15 '24  46.00   C  0.53    -0.40  6
 VMBS  May 17 '24  45.00   C  0.20    VMBS  Nov 15 '24  45.00   C  1.00    -0.80  6
 VMBS  May 17 '24  45.00   C  0.20    VMBS  Aug 16 '24  45.00   C  0.57    -0.37  3
 VMBS  Aug 16 '24  45.00   C  0.57    VMBS  Nov 15 '24  45.00   C  1.00    -0.43  3
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 VMBS  May 17 '24  43.00   P  0.12    VMBS  Aug 16 '24  43.00   P  0.23    -0.10  3
Data Provided by HistoricalOptionData.com
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