IntraAlpha
Create free account Start free

iShares Euro High Yield Corporate Bond USD Hedged ETF EUHY

i

Market datapartial · fetched 2026-10-22T14:26:49.695Z

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 · 2026-10-22T14:23:07.624901094Z

FundamentalsAlpha Vantage · unavailable

Share price$51.41
1D+0.1%
$51.34$51.37$51.39$51.41$51.445:30 AM6:30 AM9:00 AM1:00 PMEUHY
Sold putSold call

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$2.67$3.30$3.94$4.57$5.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEUHY PRICE$2.73$3.05$3.37$3.68$4.00$4.31$4.63$4.94$5.03$5.03
Puts——
CallsExpensive14.07×
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
35Δ60.4594.3%22.9%
40Δ58.7488.5%20.2%
45Δ57.0282.7%17.5%
50Δ55.3176.9%14.7%
55Δ53.5971.1%12.0%
60Δ51.8765.3%9.3%
65Δ50.1659.4%6.6%
70Δ48.4453.6%3.8%
75Δ47.7047.1%2.6%
80Δ47.2940.3%1.8%

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
60.45
IV
94.3%
B/E move
22.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
58.74
IV
88.5%
B/E move
20.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
57.02
IV
82.7%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
55.31
IV
76.9%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
53.59
IV
71.1%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
51.87
IV
65.3%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.16
IV
59.4%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
48.44
IV
53.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
47.70
IV
47.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
47.29
IV
40.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations