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iShares Agency Bond ETF AGZ

i

Market datapartial · fetched 2026-11-11T14:54:51.962Z

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 · 2026-11-11T14:52:13.923362291Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:54:50.768928+00:00

Share price$107.04
1D+0.0%
$106.99$107.01$107.04$107.07$107.095:30 AM6:30 AM9:00 AM1:00 PMAGZ
Sold putSold call

iShares Agency Bond ETF options

Live interpolated AGZ call and put midpoint premiums by absolute delta.iShares Agency Bond ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAGZ PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend11.03%
Daily close
AGZ9.3%18.9%28.6%2026-08-13: 13.87%2026-08-14: 14.55%2026-08-17: 16.62%2026-08-18: 17.43%2026-08-19: 18.78%2026-08-20: 25.01%2026-08-21: 10.88%2026-08-24: 11.36%2026-08-25: 11.55%2026-08-26: 11.33%2026-08-27: 11.48%2026-08-28: 12.32%2026-08-31: 12.84%2026-09-01: 12.78%2026-09-02: 12.93%2026-09-03: 13.02%2026-09-04: 13.24%2026-09-08: 14.20%2026-09-09: 14.40%2026-09-10: 15.08%2026-09-11: 15.72%2026-09-14: 17.93%2026-09-15: 19.46%2026-09-16: 21.56%2026-09-17: 27.25%2026-09-18: 11.15%2026-09-21: 10.66%2026-09-22: 10.65%2026-09-23: 10.85%2026-09-24: 10.95%2026-09-25: 11.13%2026-09-28: 11.41%2026-09-29: 11.61%2026-09-30: 11.74%2026-10-01: 12.00%2026-10-02: 11.93%2026-10-05: 12.65%2026-10-06: 12.82%2026-10-07: 13.31%2026-10-08: 13.52%2026-10-09: 13.91%2026-10-12: 15.73%2026-10-13: 17.05%2026-10-14: 18.96%2026-10-15: 24.27%2026-10-16: 10.61%2026-10-19: 10.67%2026-10-20: 10.61%2026-10-21: 10.78%2026-10-22: 11.10%2026-10-23: 10.68%2026-10-26: 10.86%2026-10-27: 10.73%2026-10-28: 10.77%2026-10-29: 10.91%2026-10-30: 11.03%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.87%
14.55%
16.62%
17.43%
18.78%
25.01%
10.88%
11.36%
11.55%
11.33%
11.48%
12.32%
12.84%
12.78%
12.93%
13.02%
13.24%
14.20%
14.40%
15.08%
15.72%
17.93%
19.46%
21.56%
27.25%
11.15%
10.66%
10.65%
10.85%
10.95%
11.13%
11.41%
11.61%
11.74%
12.00%
11.93%
12.65%
12.82%
13.31%
13.52%
13.91%
15.73%
17.05%
18.96%
24.27%
10.61%
10.67%
10.61%
10.78%
11.10%
10.68%
10.86%
10.73%
10.77%
10.91%
11.03%