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iShares ESG Aware U.S. Aggregate Bond ETF EAGG

i

Market dataready · fetched 2026-11-13T02:54:03.307Z

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 · 2026-11-13T01:00:00.147989105Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:54:02.767059+00:00

Share price$45.56
1D-0.5%
AH$45.54$45.61$45.69$45.76$45.835:30 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$0.53$0.69$0.84$0.99$1.14$44.44$45.04$45.64$46.25$46.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICELive EAGG spot · $45.56EAGG PRICE$0.55$0.55$0.55$0.55$0.55$0.59$0.66$0.73$0.80$0.86$0.55$0.55$0.55$0.55$0.66$0.88$1.10
Puts——
Calls——
Skew——
Implied moveBearish±$1.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5678.5%12.2%42.0470.7%8.9%
25Δ48.6159.3%7.9%43.3554.0%6.1%
30Δ47.4446.2%5.3%44.1842.8%4.2%
35Δ46.7037.2%3.7%44.7235.0%3.0%
40Δ46.2230.5%2.6%45.1432.5%2.4%
45Δ45.8926.7%2.0%45.4435.4%2.2%
50Δ45.6925.4%1.7%45.7338.3%2.0%
55Δ45.5024.1%1.5%
60Δ45.3022.8%1.2%
65Δ45.1021.4%0.9%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
50.56
IV
78.5%
B/E move
12.2%
Puts
Pseudo strike
42.04
IV
70.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
48.61
IV
59.3%
B/E move
7.9%
Puts
Pseudo strike
43.35
IV
54.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
47.44
IV
46.2%
B/E move
5.3%
Puts
Pseudo strike
44.18
IV
42.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
46.70
IV
37.2%
B/E move
3.7%
Puts
Pseudo strike
44.72
IV
35.0%
B/E move
3.0%

40Δ

Calls
Pseudo strike
46.22
IV
30.5%
B/E move
2.6%
Puts
Pseudo strike
45.14
IV
32.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
45.89
IV
26.7%
B/E move
2.0%
Puts
Pseudo strike
45.44
IV
35.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
45.69
IV
25.4%
B/E move
1.7%
Puts
Pseudo strike
45.73
IV
38.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
45.50
IV
24.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
45.30
IV
22.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
45.10
IV
21.4%
B/E move
0.9%
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 blend12.97%
Daily EOD
EAGG12.1%12.6%13.0%2026-10-19: 12.24%2026-10-20: 12.17%2026-10-21: 12.23%2026-10-22: 12.20%2026-10-23: 12.40%2026-10-26: 12.68%2026-10-27: 12.78%2026-10-28: 12.47%2026-10-29: 12.79%2026-10-30: 12.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.24%
12.17%
12.23%
12.20%
12.40%
12.68%
12.78%
12.47%
12.79%
12.97%