IntraAlpha
Create free account Start free

iShares Agency Bond ETF AGZ

i

Market dataready · fetched 2026-10-22T09:20:55.542Z

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 · 2026-10-22T00:00:00.126247124Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:20:53.273308+00:00

Share price$106.64
1D-0.0%
AH$106.48$106.55$106.62$106.70$106.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAGZ
Sold putSold callAH

iShares Agency Bond ETF options

Live interpolated AGZ call and put midpoint premiums by absolute delta.iShares Agency Bond ETF$1.17$1.91$2.66$3.40$4.15$100.89$103.68$106.48$109.27$112.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AGZ spot · $106.64AGZ PRICE$1.25$1.25$1.25$1.28$1.35$1.43$1.58$1.75$1.92$2.10$2.29$2.76$1.25$1.33$1.79$1.86$1.71$2.02$2.31$2.54$2.79$3.17$3.93
PutsExpensive3.18×
CallsExpensive3.07×
SkewBearish+1.08 pp
Implied moveBearish±$3.15
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ113.5028.8%7.6%
30Δ110.9022.4%5.2%103.9121.0%3.7%
35Δ109.3418.1%3.7%105.0818.1%2.7%
40Δ108.3515.3%2.8%105.7119.8%2.6%
45Δ107.6713.5%2.2%106.4117.8%2.0%
50Δ107.1112.1%1.8%107.1113.8%1.2%
55Δ106.6711.4%1.5%107.6113.9%1.0%
60Δ106.2610.9%1.3%108.1113.9%0.8%
65Δ105.8610.4%1.1%108.5813.2%0.6%
70Δ105.499.9%0.9%109.0612.6%0.3%
75Δ105.129.4%0.7%109.6012.3%0.2%
80Δ104.319.8%0.4%110.4813.2%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
113.50
IV
28.8%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
110.90
IV
22.4%
B/E move
5.2%
Puts
Pseudo strike
103.91
IV
21.0%
B/E move
3.7%

35Δ

Calls
Pseudo strike
109.34
IV
18.1%
B/E move
3.7%
Puts
Pseudo strike
105.08
IV
18.1%
B/E move
2.7%

40Δ

Calls
Pseudo strike
108.35
IV
15.3%
B/E move
2.8%
Puts
Pseudo strike
105.71
IV
19.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
107.67
IV
13.5%
B/E move
2.2%
Puts
Pseudo strike
106.41
IV
17.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
107.11
IV
12.1%
B/E move
1.8%
Puts
Pseudo strike
107.11
IV
13.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
106.67
IV
11.4%
B/E move
1.5%
Puts
Pseudo strike
107.61
IV
13.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
106.26
IV
10.9%
B/E move
1.3%
Puts
Pseudo strike
108.11
IV
13.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
105.86
IV
10.4%
B/E move
1.1%
Puts
Pseudo strike
108.58
IV
13.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
105.49
IV
9.9%
B/E move
0.9%
Puts
Pseudo strike
109.06
IV
12.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
105.12
IV
9.4%
B/E move
0.7%
Puts
Pseudo strike
109.60
IV
12.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
104.31
IV
9.8%
B/E move
0.4%
Puts
Pseudo strike
110.48
IV
13.2%
B/E move
0.1%

Options history

No recorded observations