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iShares Core U.S. Aggregate Bond ETF AGG

i

Market datapartial · fetched 2026-10-22T05:17:20.589Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.10299876Z

FundamentalsAlpha Vantage · unavailable

Share price$95.30
1D-0.4%
AH$95.01$95.14$95.27$95.40$95.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGG
Sold putSold callAH

iShares Core U.S. Aggregate Bond ETF options

Live interpolated AGG call and put midpoint premiums by absolute delta.iShares Core U.S. Aggregate Bond ETF$0.01$1.29$2.56$3.84$5.12$91.04$93.13$95.22$97.32$99.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGG spot · $95.30AGG PRICE$0.15$0.20$0.25$0.30$0.36$0.43$0.50$0.57$0.65$0.72$0.79$1.25$1.78$0.45$0.91$1.05$0.97$0.59$0.74$0.90$1.05$1.33$1.69$2.20$3.27$4.75
PutsFair0.98×
CallsCheap0.38×
SkewBearish+7.84 pp
Implied moveBearish±$1.40
TiltBearish43.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.704.5%1.6%92.8013.4%3.1%
25Δ96.514.6%1.5%92.2220.7%4.2%
30Δ96.314.6%1.3%92.8120.4%3.7%
35Δ96.114.6%1.2%94.1215.0%2.3%
40Δ95.934.6%1.0%95.127.5%0.8%
45Δ95.784.5%1.0%95.387.7%0.7%
50Δ95.634.5%0.9%95.657.9%0.6%
55Δ95.484.4%0.8%95.918.2%0.5%
60Δ95.334.3%0.7%96.278.8%0.4%
65Δ95.174.2%0.6%96.699.7%0.3%
70Δ95.024.1%0.5%97.2511.1%0.3%
75Δ94.465.1%0.4%98.3214.2%0.3%
80Δ93.816.4%0.3%99.8417.7%0.2%

20Δ

Calls
Pseudo strike
96.70
IV
4.5%
B/E move
1.6%
Puts
Pseudo strike
92.80
IV
13.4%
B/E move
3.1%

25Δ

Calls
Pseudo strike
96.51
IV
4.6%
B/E move
1.5%
Puts
Pseudo strike
92.22
IV
20.7%
B/E move
4.2%

30Δ

Calls
Pseudo strike
96.31
IV
4.6%
B/E move
1.3%
Puts
Pseudo strike
92.81
IV
20.4%
B/E move
3.7%

35Δ

Calls
Pseudo strike
96.11
IV
4.6%
B/E move
1.2%
Puts
Pseudo strike
94.12
IV
15.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
95.93
IV
4.6%
B/E move
1.0%
Puts
Pseudo strike
95.12
IV
7.5%
B/E move
0.8%

45Δ

Calls
Pseudo strike
95.78
IV
4.5%
B/E move
1.0%
Puts
Pseudo strike
95.38
IV
7.7%
B/E move
0.7%

50Δ

Calls
Pseudo strike
95.63
IV
4.5%
B/E move
0.9%
Puts
Pseudo strike
95.65
IV
7.9%
B/E move
0.6%

55Δ

Calls
Pseudo strike
95.48
IV
4.4%
B/E move
0.8%
Puts
Pseudo strike
95.91
IV
8.2%
B/E move
0.5%

60Δ

Calls
Pseudo strike
95.33
IV
4.3%
B/E move
0.7%
Puts
Pseudo strike
96.27
IV
8.8%
B/E move
0.4%

65Δ

Calls
Pseudo strike
95.17
IV
4.2%
B/E move
0.6%
Puts
Pseudo strike
96.69
IV
9.7%
B/E move
0.3%

70Δ

Calls
Pseudo strike
95.02
IV
4.1%
B/E move
0.5%
Puts
Pseudo strike
97.25
IV
11.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
94.46
IV
5.1%
B/E move
0.4%
Puts
Pseudo strike
98.32
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
93.81
IV
6.4%
B/E move
0.3%
Puts
Pseudo strike
99.84
IV
17.7%
B/E move
0.2%

Options history

No recorded observations