BLV250321P00080000 Option on Vanguard Long Term
BLV Etf | USD 68.30 0.10 0.15% |
BLV250321P00080000 is a PUT option contract on Vanguard Long's common stock with a strick price of 80.0 expiring on 2025-03-21. The contract was not traded in recent days and, as of today, has 62 days remaining before the expiration. The option is currently trading at a bid price of $7.0, and an ask price of $16.8. The implied volatility as of the 18th of January 2025 is 62.0.
Vanguard |
When exercised, put options on Vanguard Long produce a short position in Vanguard Etf. Because of this protective nature, they are typically used either for hedging purposes or to capitalize on Vanguard Long's downside price movement.
Rule 16 of 2025-03-21 Option Contract
The options market is anticipating that Vanguard Long Term Bond will have an average daily up or down price movement of about 0.0183% per day over the life of the option. With Vanguard Long trading at USD 68.3, that is roughly USD 0.0125. If you think that the market is fully understating Vanguard Long's daily price movement you should consider buying Vanguard Long Term Bond options at that current volatility level of 0.29%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
In The Money Put Option on Vanguard Long
An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their Vanguard Long positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on Vanguard Etf have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
Put Contract Name | BLV250321P00080000 |
Expires On | 2025-03-21 |
Days Before Expriration | 62 |
Vega | 0.045362 |
Gamma | 0.021196 |
Theoretical Value | 11.9 |
Open Interest | 5 |
Strike Price | 80.0 |
Last Traded At | 9.3 |
Current Price Spread | 7.0 | 16.8 |
Rule 16 Daily Up or Down | USD 0.0125 |
Vanguard short PUT Option Greeks
Vanguard Long's Option Greeks for the contract ending on 2025-03-21 at a strike price of 80.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Vanguard Long's option greeks, its implied volatility helps estimate the risk of Vanguard Long stock implied by the prices of the options on Vanguard Long's stock.
Delta | -0.905868 | |
Gamma | 0.021196 | |
Theta | -0.008249 | |
Vega | 0.045362 | |
Rho | -0.054873 |
Vanguard long PUT Option Payoff at expiration
Put options written on Vanguard Long grant holders of the option the right to sell a specified amount of Vanguard Long at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Vanguard Etf cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Vanguard Long is like buying insurance aginst Vanguard Long's downside shift.
Profit |
Vanguard Long Price At Expiration |
Vanguard short PUT Option Payoff at expiration
By selling Vanguard Long's put option, the investors signal their bearish sentiment. A short position in a put option written on Vanguard Long will generally make money when the underlying price is above the strike price. Therefore Vanguard Long's put payoff at expiration depends on where the Vanguard Etf price is relative to the put option strike price. The breakeven price of 68.1 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Vanguard Long's price. Finally, at the strike price of 80.0, the payoff chart is constant and positive.
Profit |
Vanguard Long Price At Expiration |
Vanguard Long Term Available Put Options
Vanguard Long's option chain is a display of a range of information that helps investors for ways to trade options on Vanguard. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Vanguard. It also shows strike prices and maturity days for a Vanguard Long against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Put | BLV250321P00065000 | 3 | 65.0 | 0.2 - 0.4 | 0.3 | Out |
Put | BLV250321P00066000 | 1 | 66.0 | 0.1 - 0.95 | 0.5 | Out |
Put | BLV250321P00067000 | 3 | 67.0 | 0.65 - 0.9 | 1.58 | Out |
Put | BLV250321P00068000 | 20 | 68.0 | 1.05 - 1.3 | 1.9 | Out |
Put | BLV250321P00069000 | 3 | 69.0 | 1.55 - 1.9 | 1.87 | In |
Put | BLV250321P00070000 | 27 | 70.0 | 2.2 - 2.55 | 1.34 | In |
Put | BLV250321P00071000 | 30 | 71.0 | 2.95 - 3.4 | 2.85 | In |
Put | BLV250321P00072000 | 6 | 72.0 | 0.5 - 9.1 | 1.35 | In |
Put | BLV250321P00073000 | 25 | 73.0 | 0.9 - 10.0 | 4.4 | In |
Put | BLV250321P00074000 | 24 | 74.0 | 1.5 - 11.0 | 2.25 | In |
Put | BLV250321P00075000 | 4 | 75.0 | 2.0 - 12.0 | 3.0 | In |
Put | BLV250321P00076000 | 0 | 76.0 | 3.0 - 12.8 | 2.7 | In |
Put | BLV250321P00077000 | 0 | 77.0 | 4.0 - 13.8 | 4.4 | In |
Put | BLV250321P00078000 | 0 | 78.0 | 5.0 - 14.8 | 5.2 | In |
Put | BLV250321P00079000 | 0 | 79.0 | 6.0 - 15.8 | 5.22 | In |
Put | BLV250321P00080000 | 5 | 80.0 | 7.0 - 16.8 | 9.3 | In |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Vanguard Long Term Bond. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
The market value of Vanguard Long Term is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard Long's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Long's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard Long's market value can be influenced by many factors that don't directly affect Vanguard Long's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard Long's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Long is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Long's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.