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iShares ESG Aware U.S. Aggregate Bond ETF EAGG

i

Market datapartial · fetched 2026-10-22T18:44:36.382Z

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 · 2026-10-22T18:44:06.264651802Z

FundamentalsAlpha Vantage · unavailable

Share price$46.06
1D+0.6%
$45.75$45.83$45.92$46.01$46.095:30 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$0.49$1.07$1.65$2.24$2.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEAGG PRICE$0.55$0.55$0.55$0.69$0.90$1.11$1.32$1.53$1.75$1.96$2.65
PutsExpensive2.65×
CallsExpensive3.66×
SkewBullish-7.25 pp
Implied move——
TiltBearish75.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ49.0829.6%7.8%
30Δ47.9423.1%5.3%
35Δ47.2918.8%3.9%
40Δ
45Δ46.0215.1%1.6%
50Δ46.3215.4%1.4%
55Δ46.6215.7%1.2%
60Δ46.9316.1%1.0%
65Δ47.2316.4%0.8%
70Δ47.5316.7%0.6%
75Δ47.8317.0%0.4%
80Δ48.5820.2%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
49.08
IV
29.6%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
47.94
IV
23.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
47.29
IV
18.8%
B/E move
3.9%
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
46.02
IV
15.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.32
IV
15.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.62
IV
15.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.93
IV
16.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.23
IV
16.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.53
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.83
IV
17.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.58
IV
20.2%
B/E move
0.3%

Options history

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