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iShares ESG Aware U.S. Aggregate Bond ETF EAGG

i

Market datapartial · fetched 2026-10-23T19:39:56.557Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-23T19:39:23.699777222Z

FundamentalsAlpha Vantage · unavailable

Share price$45.93
1D-0.2%
$45.90$45.94$45.98$46.02$46.065:30 AM6:30 AM9:00 AM1:00 PMEAGG
Sold putSold call

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$0.27$0.76$1.25$1.74$2.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEAGG PRICE$0.33$0.47$0.62$0.77$0.91$1.06$1.21$1.36$1.50$1.65$1.80$1.94$2.09
Puts——
CallsCheap0.65×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.6210.6%6.6%
25Δ48.2410.5%6.1%
30Δ47.8710.5%5.6%
35Δ47.5010.4%5.1%
40Δ47.1310.4%4.6%
45Δ46.7610.3%4.1%
50Δ46.3810.3%3.6%
55Δ46.0110.3%3.1%
60Δ45.6410.2%2.6%
65Δ45.2710.2%2.1%
70Δ44.9010.1%1.7%
75Δ44.5210.1%1.2%
80Δ44.1510.0%0.7%

20Δ

Calls
Pseudo strike
48.62
IV
10.6%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
48.24
IV
10.5%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
47.87
IV
10.5%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
47.50
IV
10.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
47.13
IV
10.4%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
46.76
IV
10.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
46.38
IV
10.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
46.01
IV
10.3%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
45.64
IV
10.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
45.27
IV
10.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
44.90
IV
10.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.52
IV
10.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.15
IV
10.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

EAGG12.1612.2012.242026-10-20: 12.17%2026-10-21: 12.23%2026-10-22: 12.20%Oct 20Oct 22
Table
DateIV
12.17%
12.23%
12.20%