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iShares Euro High Yield Corporate Bond USD Hedged ETF EUHY

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Market datapartial · fetched 2026-11-11T14:51:04.523Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T01:00:02.701775187Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:03.228528+00:00

Share price$52.06
1D-0.3%
AH$52.02$52.07$52.12$52.18$52.235:30 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$2.40$2.90$3.40$3.90$4.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEUHY PRICE$2.45$2.45$2.46$2.72$2.97$3.23$3.49$3.74$4.00$4.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ58.5170.5%17.1%
40Δ56.1058.6%12.5%
45Δ53.9647.7%8.4%
50Δ53.2944.8%7.6%
55Δ52.6141.9%6.8%
60Δ51.9439.0%6.0%
65Δ51.2736.1%5.2%
70Δ50.5933.2%4.4%
75Δ49.9230.3%3.6%
80Δ49.2427.4%2.8%

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
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
58.51
IV
70.5%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
56.10
IV
58.6%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
53.96
IV
47.7%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
53.29
IV
44.8%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
52.61
IV
41.9%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
51.94
IV
39.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
51.27
IV
36.1%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.59
IV
33.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.92
IV
30.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
49.24
IV
27.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.96%
Daily close
EUHY20.5%53.3%86.0%2026-08-13: 39.70%2026-08-14: 42.08%2026-08-17: 48.17%2026-08-18: 53.72%2026-08-19: 60.95%2026-08-20: 78.84%2026-08-21: 30.34%2026-08-24: 31.26%2026-08-25: 31.83%2026-08-26: 30.54%2026-08-27: 30.76%2026-08-28: 32.59%2026-08-31: 31.64%2026-09-01: 32.37%2026-09-02: 34.92%2026-09-03: 33.53%2026-09-04: 36.26%2026-09-08: 41.09%2026-09-09: 43.50%2026-09-10: 41.17%2026-09-11: 43.11%2026-09-14: 49.74%2026-09-15: 54.14%2026-09-16: 61.59%2026-09-17: 81.17%2026-09-18: 30.00%2026-09-21: 33.92%2026-09-22: 34.55%2026-09-23: 30.70%2026-09-24: 31.81%2026-09-25: 32.04%2026-09-28: 33.11%2026-09-29: 34.20%2026-09-30: 34.73%2026-10-01: 37.71%2026-10-02: 38.03%2026-10-05: 39.92%2026-10-06: 39.50%2026-10-07: 44.51%2026-10-08: 46.82%2026-10-09: 49.67%2026-10-12: 49.92%2026-10-13: 56.77%2026-10-14: 65.12%2026-10-15: 81.52%2026-10-16: 27.91%2026-10-19: 25.04%2026-10-20: 30.75%2026-10-21: 30.81%2026-10-22: 29.47%2026-10-23: 31.10%2026-10-26: 31.80%2026-10-27: 31.35%2026-10-28: 31.26%2026-10-29: 31.86%2026-10-30: 31.96%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.70%
42.08%
48.17%
53.72%
60.95%
78.84%
30.34%
31.26%
31.83%
30.54%
30.76%
32.59%
31.64%
32.37%
34.92%
33.53%
36.26%
41.09%
43.50%
41.17%
43.11%
49.74%
54.14%
61.59%
81.17%
30.00%
33.92%
34.55%
30.70%
31.81%
32.04%
33.11%
34.20%
34.73%
37.71%
38.03%
39.92%
39.50%
44.51%
46.82%
49.67%
49.92%
56.77%
65.12%
81.52%
27.91%
25.04%
30.75%
30.81%
29.47%
31.10%
31.80%
31.35%
31.26%
31.86%
31.96%