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iShares ESG Aware U.S. Aggregate Bond ETF EAGG

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Market datapartial · fetched 2026-10-22T20:46:55.799Z

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 · 2026-10-22T20:10:00.003470964Z

FundamentalsAlpha Vantage · unavailable

Share price$46.01
1D+0.5%
AH$45.75$45.83$45.92$46.01$46.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEAGG
Sold putSold callAH

iShares ESG Aware U.S. Aggregate Bond ETF options

Live interpolated EAGG call and put midpoint premiums by absolute delta.iShares ESG Aware U.S. Aggregate Bond ETF$0.50$0.95$1.39$1.83$2.27$43.14$44.47$45.79$47.12$48.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EAGG spot · $46.01EAGG PRICE$0.55$0.55$0.55$0.58$0.62$0.66$0.70$0.78$0.86$0.94$1.02$1.10$0.55$0.55$0.57$0.60$0.63$0.67$0.77$0.87$0.98$1.08$1.28$1.69$2.15
PutsExpensive2.90×
CallsExpensive2.29×
SkewBearish+3.32 pp
Implied moveBearish±$1.43
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.5636.4%8.7%
25Δ49.0329.6%7.7%43.9627.4%5.7%
30Δ47.9123.2%5.3%44.7222.5%4.0%
35Δ47.2318.8%3.9%45.2319.4%3.0%
40Δ46.8216.3%3.0%45.5917.1%2.3%
45Δ46.5514.8%2.5%45.9614.9%1.6%
50Δ46.2813.3%2.0%46.2014.3%1.3%
55Δ46.0111.9%1.5%46.4113.8%1.0%
60Δ45.8211.3%1.3%46.6313.4%0.8%
65Δ45.6310.7%1.0%46.8512.9%0.5%
70Δ45.4410.1%0.8%47.1413.1%0.3%
75Δ45.259.6%0.6%47.5814.7%0.3%
80Δ45.079.0%0.3%48.0716.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.56
IV
36.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
49.03
IV
29.6%
B/E move
7.7%
Puts
Pseudo strike
43.96
IV
27.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
47.91
IV
23.2%
B/E move
5.3%
Puts
Pseudo strike
44.72
IV
22.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
47.23
IV
18.8%
B/E move
3.9%
Puts
Pseudo strike
45.23
IV
19.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
46.82
IV
16.3%
B/E move
3.0%
Puts
Pseudo strike
45.59
IV
17.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
46.55
IV
14.8%
B/E move
2.5%
Puts
Pseudo strike
45.96
IV
14.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
46.28
IV
13.3%
B/E move
2.0%
Puts
Pseudo strike
46.20
IV
14.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
46.01
IV
11.9%
B/E move
1.5%
Puts
Pseudo strike
46.41
IV
13.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
45.82
IV
11.3%
B/E move
1.3%
Puts
Pseudo strike
46.63
IV
13.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
45.63
IV
10.7%
B/E move
1.0%
Puts
Pseudo strike
46.85
IV
12.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
45.44
IV
10.1%
B/E move
0.8%
Puts
Pseudo strike
47.14
IV
13.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
45.25
IV
9.6%
B/E move
0.6%
Puts
Pseudo strike
47.58
IV
14.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
45.07
IV
9.0%
B/E move
0.3%
Puts
Pseudo strike
48.07
IV
16.6%
B/E move
0.2%

Options history

EAGG12.1612.2012.242026-10-20: 12.17%2026-10-21: 12.23%Oct 20Oct 21
Table
DateIV
12.17%
12.23%