Vanguard Tax-Exempt Bond ETF (VTEB) Options History
Historical options analytics archive for VTEB with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
VTEB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VTEB. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 19.1% | 5.3% | $50.00 | $489.8K | -$245.4K | 6.12 |
| 2026-05 | 20 | 23.7% | 6.7% | $51.00 | -$476.6K | $1.5M | 40.58 |
| 2026-04 | 20 | 19.6% | 7.2% | $51.00 | -$11.2M | $6.3M | 6.75 |
| 2026-03 | 22 | 40.1% | 25.8% | $50.00 | -$9.7M | $20.9M | 19.40 |
| 2026-02 | 19 | 4.0% | 4.8% | $51.00 | $2.2M | -$1.5M | 4.96 |
| 2026-01 | 20 | 4.5% | 6.3% | $50.00 | $6.7M | -$6.5M | 7.66 |
This archive aggregates VTEB's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how VTEB option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 19.1%, a month-end max-pain strike around $50.00, an average put/call ratio of 6.12.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VTEB history questions
- How much options history is available for VTEB?
- This archive holds 65 months of VTEB options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of VTEB's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the VTEB archive.
- What data does each monthly VTEB aggregate contain?
- Every monthly row summarizes that month of VTEB option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 19.1%, an average IV rank of 5.3%, a month-end max-pain strike around $50.00, an average put/call ratio of 6.12.
- How is the VTEB options-history archive built and how often does it update?
- The archive is derived from VTEB's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how VTEB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.