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iShares Trust iShares Fallen Angels USD Bond ETF FALN

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Market datapartial · fetched 2026-11-13T02:09:33.419Z

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: 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 · 2026-11-12T21:00:00.087538083Z

FundamentalsAlpha Vantage · unavailable

Share price$25.69
1D-0.5%
AH$25.67$25.71$25.75$25.79$25.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFALN
Sold putSold callAH

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$0.45$0.64$0.83$1.02$1.20$25.08$25.78$26.48$27.18$27.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive FALN spot · $25.69FALN PRICE$0.47$0.47$0.47$0.47$0.47$0.49$0.55$0.62$0.68$0.74$0.81$0.87$1.15$0.47$0.47$0.47$0.48$0.52$0.57$0.61$0.65
Puts——
CallsExpensive7.69×
Skew——
Implied moveBearish±$1.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.44123.5%20.3%22.84105.7%12.9%
25Δ28.4191.2%12.4%23.9180.3%8.8%
30Δ27.3471.0%8.3%24.5165.2%6.4%
35Δ26.7358.0%5.9%25.0352.4%4.4%
40Δ26.3147.9%4.3%25.2448.4%3.8%
45Δ25.9639.9%3.0%25.4644.5%3.1%
50Δ25.8038.1%2.6%25.6740.6%2.4%
55Δ25.6436.3%2.2%25.8936.7%1.8%
60Δ25.4934.5%1.9%
65Δ25.3332.7%1.5%
70Δ25.1730.9%1.1%
75Δ25.0129.1%0.8%
80Δ24.7031.2%0.6%

20Δ

Calls
Pseudo strike
30.44
IV
123.5%
B/E move
20.3%
Puts
Pseudo strike
22.84
IV
105.7%
B/E move
12.9%

25Δ

Calls
Pseudo strike
28.41
IV
91.2%
B/E move
12.4%
Puts
Pseudo strike
23.91
IV
80.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
27.34
IV
71.0%
B/E move
8.3%
Puts
Pseudo strike
24.51
IV
65.2%
B/E move
6.4%

35Δ

Calls
Pseudo strike
26.73
IV
58.0%
B/E move
5.9%
Puts
Pseudo strike
25.03
IV
52.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
26.31
IV
47.9%
B/E move
4.3%
Puts
Pseudo strike
25.24
IV
48.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
25.96
IV
39.9%
B/E move
3.0%
Puts
Pseudo strike
25.46
IV
44.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
25.80
IV
38.1%
B/E move
2.6%
Puts
Pseudo strike
25.67
IV
40.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
25.64
IV
36.3%
B/E move
2.2%
Puts
Pseudo strike
25.89
IV
36.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
25.49
IV
34.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.33
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.17
IV
30.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.01
IV
29.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.70
IV
31.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.68%
Daily close
FALN13.6%27.1%40.7%2026-08-14: 20.59%2026-08-17: 23.59%2026-08-18: 24.38%2026-08-19: 28.28%2026-08-20: 33.29%2026-08-21: 16.11%2026-08-24: 16.51%2026-08-25: 17.45%2026-08-26: 17.50%2026-08-28: 17.28%2026-09-01: 15.43%2026-09-02: 17.46%2026-09-03: 17.55%2026-09-04: 17.78%2026-09-08: 19.17%2026-09-09: 19.36%2026-09-10: 19.74%2026-09-11: 20.37%2026-09-14: 22.14%2026-09-15: 27.91%2026-09-16: 30.61%2026-09-17: 38.87%2026-09-18: 17.12%2026-09-21: 17.47%2026-09-22: 17.51%2026-09-23: 17.81%2026-09-24: 18.35%2026-09-25: 18.74%2026-09-28: 18.96%2026-09-29: 19.10%2026-09-30: 18.53%2026-10-01: 18.82%2026-10-02: 18.99%2026-10-05: 20.16%2026-10-07: 20.10%2026-10-08: 21.06%2026-10-12: 23.66%2026-10-13: 25.90%2026-10-14: 30.17%2026-10-16: 17.42%2026-10-19: 17.83%2026-10-20: 17.62%2026-10-21: 18.07%2026-10-27: 18.14%2026-10-28: 17.13%2026-10-29: 17.68%Aug 14Sep 18Oct 29
46 observations2026-08-14 — 2026-10-29
Table
DateIV (%)
20.59%
23.59%
24.38%
28.28%
33.29%
16.11%
16.51%
17.45%
17.50%
17.28%
15.43%
17.46%
17.55%
17.78%
19.17%
19.36%
19.74%
20.37%
22.14%
27.91%
30.61%
38.87%
17.12%
17.47%
17.51%
17.81%
18.35%
18.74%
18.96%
19.10%
18.53%
18.82%
18.99%
20.16%
20.10%
21.06%
23.66%
25.90%
30.17%
17.42%
17.83%
17.62%
18.07%
18.14%
17.13%
17.68%