VCIT
Vanguard Intermediate-Term CorpPre-market78.50+0.09 +0.11%USD
NasdaqGM · as of Oct 12, 16:00 ET · 15m delayPre-market 78.61 +0.14%
Open
78.37
Prev close
78.41
Day range
78.3078.55
52-week range
77.6184.84
Volume
6.98M0.69×
Div yield
5.08%
From 52w high
−7.47%
VCIT market-implied price distribution
VCIT Price at Expiry
17 OTM quotes · ATM IV 7.1%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
55%
spot 78.50
Expected price
78.27
forward 78.50
68% range
76–80
−2.7% / +2.4%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 69.85 | −11.0% |
| 16% | 76.38 | −2.7% |
| 25% | 77.37 | −1.4% |
| 50% (median) | 78.70 | +0.3% |
| 75% | 79.79 | +1.6% |
| 84% | 80.36 | +2.4% |
| 95% | 82.27 | +4.8% |
Move Odds
| Up 5% or more (82.43) | 4.7% |
|---|---|
| Up 10% or more (86.35) | 2.9% |
| Down 5% or more (74.58) | 9.9% |
| Down 10% or more (70.65) | 6.8% |
Options price a 10%+ drop at 6.8%, 24622.5× the 0.0% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.