VTIP
Vanguard Short-Term Inflation-PPre-market48.49+0.03 +0.06%USD
NasdaqGM · as of Oct 12, 16:00 ET · 15m delay
Open
48.50
Prev close
48.46
Day range
48.4648.53
52-week range
48.2850.48
Volume
2.11M0.75×
Div yield
4.19%
From 52w high
−3.94%
VTIP market-implied price distribution
VTIP Price at Expiry
6 OTM quotes · ATM IV 4.9%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
69%
spot 48.49
Expected price
48.64
forward 48.74
68% range
48–49
−1.1% / +1.9%
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% | 45.31 | −6.5% |
| 16% | 47.94 | −1.1% |
| 25% | 48.34 | −0.3% |
| 50% (median) | 48.84 | +0.7% |
| 75% | 49.23 | +1.5% |
| 84% | 49.43 | +1.9% |
| 95% | 50.33 | +3.8% |
Move Odds
| Up 5% or more (50.91) | 4.1% |
|---|---|
| Up 10% or more (53.34) | 0.8% |
| Down 5% or more (46.07) | 8.6% |
| Down 10% or more (43.64) | 0.7% |
Options price a 10%+ drop at 0.7%, 5584285302.0× 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.