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iShares Core U.S. Aggregate Bond ETF AGG

i

Market dataready · fetched 2026-11-11T14:53:43.109Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:53:40.226023068Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:41.932072+00:00

Share price$95.77
1D+0.0%
$95.71$95.74$95.78$95.81$95.845:30 AM6:30 AM9:00 AM1:00 PMAGG
Sold putSold call

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$0.06$0.68$1.30$1.92$2.54$93.57$94.70$95.83$96.96$98.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGG spot · $95.77AGG PRICE$0.13$0.16$0.19$0.22$0.25$0.31$0.41$0.52$0.62$0.73$0.83$0.94$1.25$0.13$0.17$0.20$0.23$0.26$0.29$0.33$0.36$0.60$1.04$1.48$1.92$2.36
PutsCheap0.74×
CallsCheap0.57×
SkewBearish+1.51 pp
Implied moveBullish±$0.74
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.779.0%2.2%93.2511.1%2.8%
25Δ97.408.3%1.9%93.6110.3%2.4%
30Δ97.027.6%1.5%93.989.5%2.1%
35Δ96.646.9%1.1%94.358.6%1.7%
40Δ96.276.2%0.8%94.727.8%1.4%
45Δ95.965.8%0.5%95.087.0%1.0%
50Δ95.816.0%0.5%95.456.2%0.7%
55Δ95.676.3%0.4%95.825.4%0.3%
60Δ95.526.6%0.4%96.235.8%0.1%
65Δ95.386.8%0.4%96.697.5%0.1%
70Δ95.237.1%0.3%97.159.1%0.1%
75Δ95.087.3%0.3%97.6110.8%0.1%
80Δ94.748.1%0.2%98.0712.4%0.1%

20Δ

Calls
Pseudo strike
97.77
IV
9.0%
B/E move
2.2%
Puts
Pseudo strike
93.25
IV
11.1%
B/E move
2.8%

25Δ

Calls
Pseudo strike
97.40
IV
8.3%
B/E move
1.9%
Puts
Pseudo strike
93.61
IV
10.3%
B/E move
2.4%

30Δ

Calls
Pseudo strike
97.02
IV
7.6%
B/E move
1.5%
Puts
Pseudo strike
93.98
IV
9.5%
B/E move
2.1%

35Δ

Calls
Pseudo strike
96.64
IV
6.9%
B/E move
1.1%
Puts
Pseudo strike
94.35
IV
8.6%
B/E move
1.7%

40Δ

Calls
Pseudo strike
96.27
IV
6.2%
B/E move
0.8%
Puts
Pseudo strike
94.72
IV
7.8%
B/E move
1.4%

45Δ

Calls
Pseudo strike
95.96
IV
5.8%
B/E move
0.5%
Puts
Pseudo strike
95.08
IV
7.0%
B/E move
1.0%

50Δ

Calls
Pseudo strike
95.81
IV
6.0%
B/E move
0.5%
Puts
Pseudo strike
95.45
IV
6.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
95.67
IV
6.3%
B/E move
0.4%
Puts
Pseudo strike
95.82
IV
5.4%
B/E move
0.3%

60Δ

Calls
Pseudo strike
95.52
IV
6.6%
B/E move
0.4%
Puts
Pseudo strike
96.23
IV
5.8%
B/E move
0.1%

65Δ

Calls
Pseudo strike
95.38
IV
6.8%
B/E move
0.4%
Puts
Pseudo strike
96.69
IV
7.5%
B/E move
0.1%

70Δ

Calls
Pseudo strike
95.23
IV
7.1%
B/E move
0.3%
Puts
Pseudo strike
97.15
IV
9.1%
B/E move
0.1%

75Δ

Calls
Pseudo strike
95.08
IV
7.3%
B/E move
0.3%
Puts
Pseudo strike
97.61
IV
10.8%
B/E move
0.1%

80Δ

Calls
Pseudo strike
94.74
IV
8.1%
B/E move
0.2%
Puts
Pseudo strike
98.07
IV
12.4%
B/E move
0.1%

Options history

IV · four-Friday blend6.54%
Daily close
AGG4.3%6.7%9.0%2026-08-24: 5.26%2026-08-25: 5.45%2026-08-26: 4.96%2026-09-01: 4.65%2026-09-02: 4.79%2026-09-03: 4.86%2026-09-04: 4.84%2026-09-08: 4.83%2026-09-10: 5.21%2026-09-11: 5.66%2026-09-14: 5.43%2026-09-15: 8.72%2026-09-18: 5.20%2026-09-21: 5.23%2026-09-22: 6.07%2026-09-23: 5.65%2026-09-24: 6.68%2026-09-25: 6.59%2026-09-28: 6.92%2026-09-29: 7.43%2026-09-30: 7.34%2026-10-01: 7.13%2026-10-02: 6.84%2026-10-05: 7.90%2026-10-06: 6.40%2026-10-07: 6.56%2026-10-08: 6.36%2026-10-16: 6.50%2026-10-19: 6.91%2026-10-20: 6.69%2026-10-21: 6.11%2026-10-22: 6.69%2026-10-23: 7.19%2026-10-26: 6.85%2026-10-27: 6.40%2026-10-28: 6.67%2026-10-29: 6.26%2026-10-30: 6.54%Aug 24Sep 28Oct 30
38 observations2026-08-24 — 2026-10-30
Table
DateIV (%)
5.26%
5.45%
4.96%
4.65%
4.79%
4.86%
4.84%
4.83%
5.21%
5.66%
5.43%
8.72%
5.20%
5.23%
6.07%
5.65%
6.68%
6.59%
6.92%
7.43%
7.34%
7.13%
6.84%
7.90%
6.40%
6.56%
6.36%
6.50%
6.91%
6.69%
6.11%
6.69%
7.19%
6.85%
6.40%
6.67%
6.26%
6.54%