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iShares Euro High Yield Corporate Bond USD Hedged ETF EUHY

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Market datapartial · fetched 2026-10-22T11:59:55.276Z

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 · 2026-10-22T00:00:02.623996814Z

FundamentalsAlpha Vantage · unavailable

Share price$51.63
1D-0.0%
AH$51.57$51.60$51.62$51.65$51.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEUHY
Sold putSold callAH

iShares Euro High Yield Corporate Bond USD Hedged ETF options

Live interpolated EUHY call and put midpoint premiums by absolute delta.iShares Euro High Yield Corporate Bond USD Hedged ETF$2.33$3.43$4.52$5.62$6.71$41.77$46.54$51.30$56.07$60.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUHY spot · $51.63EUHY PRICE$2.45$2.45$2.45$2.45$2.45$3.03$4.75$3.10$5.03$5.03$2.45$2.45$2.45$2.45$2.45$2.86$4.83$3.29$5.03$5.03$5.18$6.40
PutsExpensive8.96×
CallsExpensive10.46×
SkewBearish+4.48 pp
Implied moveBearish±$5.31
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ44.6997.1%18.2%
30Δ47.2777.9%13.2%
35Δ58.0380.0%17.1%49.1164.1%9.6%
40Δ55.2465.1%11.7%50.4053.8%7.1%
45Δ53.4854.0%8.3%51.3745.8%5.3%
50Δ52.2845.5%6.0%52.3244.2%4.2%
55Δ51.4738.9%4.4%53.8562.7%5.1%
60Δ50.5540.7%3.8%53.6637.9%2.5%
65Δ49.2158.5%4.5%55.1950.4%2.8%
70Δ49.7533.2%2.4%55.6244.4%2.0%
75Δ47.8946.7%2.5%56.1739.1%1.2%
80Δ47.5640.4%1.8%57.5839.9%0.9%

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
44.69
IV
97.1%
B/E move
18.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.27
IV
77.9%
B/E move
13.2%

35Δ

Calls
Pseudo strike
58.03
IV
80.0%
B/E move
17.1%
Puts
Pseudo strike
49.11
IV
64.1%
B/E move
9.6%

40Δ

Calls
Pseudo strike
55.24
IV
65.1%
B/E move
11.7%
Puts
Pseudo strike
50.40
IV
53.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
53.48
IV
54.0%
B/E move
8.3%
Puts
Pseudo strike
51.37
IV
45.8%
B/E move
5.3%

50Δ

Calls
Pseudo strike
52.28
IV
45.5%
B/E move
6.0%
Puts
Pseudo strike
52.32
IV
44.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
51.47
IV
38.9%
B/E move
4.4%
Puts
Pseudo strike
53.85
IV
62.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
50.55
IV
40.7%
B/E move
3.8%
Puts
Pseudo strike
53.66
IV
37.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
49.21
IV
58.5%
B/E move
4.5%
Puts
Pseudo strike
55.19
IV
50.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
49.75
IV
33.2%
B/E move
2.4%
Puts
Pseudo strike
55.62
IV
44.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
47.89
IV
46.7%
B/E move
2.5%
Puts
Pseudo strike
56.17
IV
39.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
47.56
IV
40.4%
B/E move
1.8%
Puts
Pseudo strike
57.58
IV
39.9%
B/E move
0.9%

Options history

No recorded observations