VTEB

VTEB options carry 3.58K contracts of open interest across 4 expiries, 41% of it in the Oct 16 contract, with 5.37 puts per call.

59% of open interest sits beyond the Oct 16 contract · 19 strikes listed for it · 3.58K contracts open in all

The Oct 16 contract holds 131 calls and 1.34K puts, the most call OI at $48.00 and the most put OI at $47.00; max pain $49.00, +3.5% from the close.

Call OI, contracts

131+83 on the day

Put OI, contracts

1.34K−182 on the day

Puts per call, by OI

10.24all expiries 5.37

Max pain

$49.00+3.5% from the close

Strikes listed

19for this expiry

No open-market insider buying or selling in the last 90 days.

Held by 13F managers

—

Shares held

1.24B+6.2% on Mar 2026 among managers filing both

Managers holding

1,3561,305 a quarter earlier

Largest holder

—JPMORGAN CHASE & CO

Nothing upcoming on record; the last was a dividend of $0.14 a share, ex-date Sep 1, 2026.

VTEB is −3.3% over 20 sessions against the S&P 500's +0.1%, 6.9% below its 52-week high, realised volatility 6.3% annualised.

Average true range, 14

$0.270.58% of the close

Average day's range, 20

$0.210.44% of the close

Volume against 20 sessions

1.90×49.3M vs 27.3M average

Realised volatility, 20

6.3%≈ ±0.40% a session · moved more than that on 8 of 20

Realised volatility, 60

4.5%≈ ±0.29% a session · moved more than that on 15 of 60

Beta to S&P 500, 60

0.16moved with S&P 500 on 41 of 60 sessions

Last 20 sessions

5 up · 15 downof 20

Last 60 sessions

18 up · 41 downof 59

Best session, 250

▲ +0.89%Sep 30

Worst session, 250

▼ −0.73%Sep 1

Short sales were 50% of reported volume on Sep 30, 2026, against 50% over the last 25 sessions.

Company

Vanguard Tax-Exempt Bond Index Fund

Exchange

ARCX

SEC CIK

225997

Sessions on record

131

Price source

End of day · delayed

Computed

2 Oct, 02:31 am IST

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