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iShares Trust iShares Fallen Angels USD Bond ETF FALN

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Market datapartial · fetched 2026-10-23T15:46:53.772Z

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 · 2026-10-23T15:46:20.035793208Z

FundamentalsAlpha Vantage · unavailable

Share price$25.72
1D+0.1%
$25.67$25.68$25.70$25.72$25.745:30 AM6:30 AM9:00 AM1:00 PMFALN
Sold putSold call

iShares Trust iShares Fallen Angels USD Bond ETF options

Live interpolated FALN call and put midpoint premiums by absolute delta.iShares Trust iShares Fallen Angels USD Bond ETF$0.42$0.70$0.98$1.26$1.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFALN PRICE$0.54$0.62$0.69$0.77$0.85$0.92$1.00$1.08$1.15$1.23$1.31$1.38$1.46$0.45$0.45$0.47
PutsExpensive4.86×
CallsExpensive7.29×
SkewBullish-15.76 pp
Implied move——
TiltBullish81.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.1492.5%38.8%22.1663.9%15.6%
25Δ34.4287.3%36.3%24.0640.3%8.2%
30Δ33.7082.2%33.8%24.6333.4%6.0%
35Δ32.9877.0%31.2%
40Δ32.2671.9%28.7%
45Δ31.5466.8%26.2%
50Δ30.8161.6%23.7%
55Δ30.0956.5%21.2%
60Δ29.3751.3%18.7%
65Δ28.6546.2%16.2%
70Δ27.9341.1%13.7%
75Δ27.2135.9%11.2%
80Δ26.4930.8%8.7%

20Δ

Calls
Pseudo strike
35.14
IV
92.5%
B/E move
38.8%
Puts
Pseudo strike
22.16
IV
63.9%
B/E move
15.6%

25Δ

Calls
Pseudo strike
34.42
IV
87.3%
B/E move
36.3%
Puts
Pseudo strike
24.06
IV
40.3%
B/E move
8.2%

30Δ

Calls
Pseudo strike
33.70
IV
82.2%
B/E move
33.8%
Puts
Pseudo strike
24.63
IV
33.4%
B/E move
6.0%

35Δ

Calls
Pseudo strike
32.98
IV
77.0%
B/E move
31.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.26
IV
71.9%
B/E move
28.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
31.54
IV
66.8%
B/E move
26.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
30.81
IV
61.6%
B/E move
23.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
30.09
IV
56.5%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
29.37
IV
51.3%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.65
IV
46.2%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.93
IV
41.1%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.21
IV
35.9%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.49
IV
30.8%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

Options history

FALN17.6017.8618.122026-10-20: 17.63%2026-10-21: 18.08%Oct 20Oct 21
Table
DateIV
17.63%
18.08%