IntraAlpha
Create free account Start free

iShares Trust iShares Fallen Angels USD Bond ETF FALN

i

Market datapartial · fetched 2026-10-22T21:25:34.515Z

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 · 2026-10-22T21:12:32.182873112Z

FundamentalsAlpha Vantage · unavailable

Share price$25.75
1D+0.5%
AH$25.60$25.65$25.70$25.75$25.805:30 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$0.21$0.66$1.10$1.54$1.99$23.32$24.46$25.59$26.73$27.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FALN spot · $25.75FALN PRICE$0.45$0.26$0.45$0.45$0.45$0.45$0.49$0.54$0.59$0.64$0.69$0.74$0.79$0.45$0.47$0.47$0.50$0.56$0.61$0.67$0.76$0.89$1.02$1.16$1.29$1.86
PutsExpensive2.41×
CallsExpensive2.32×
SkewBearish+4.42 pp
Implied moveBearish±$1.16
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2660.2%19.2%23.0852.1%12.1%
25Δ27.1725.0%6.5%24.0441.5%8.5%
30Δ27.6336.9%9.0%24.6633.5%6.1%
35Δ27.1331.1%7.1%25.1128.3%4.4%
40Δ26.6325.3%5.2%25.3626.3%3.7%
45Δ26.1319.6%3.2%25.6124.4%2.9%
50Δ25.9017.3%2.5%25.8622.4%2.2%
55Δ25.7716.4%2.1%26.0921.2%1.6%
60Δ25.6315.4%1.8%26.3021.0%1.4%
65Δ25.5014.5%1.5%26.5020.8%1.1%
70Δ25.3613.6%1.2%26.7020.5%0.8%
75Δ25.2312.6%0.8%26.9120.3%0.5%
80Δ25.0911.7%0.5%27.5124.8%0.4%

20Δ

Calls
Pseudo strike
30.26
IV
60.2%
B/E move
19.2%
Puts
Pseudo strike
23.08
IV
52.1%
B/E move
12.1%

25Δ

Calls
Pseudo strike
27.17
IV
25.0%
B/E move
6.5%
Puts
Pseudo strike
24.04
IV
41.5%
B/E move
8.5%

30Δ

Calls
Pseudo strike
27.63
IV
36.9%
B/E move
9.0%
Puts
Pseudo strike
24.66
IV
33.5%
B/E move
6.1%

35Δ

Calls
Pseudo strike
27.13
IV
31.1%
B/E move
7.1%
Puts
Pseudo strike
25.11
IV
28.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
26.63
IV
25.3%
B/E move
5.2%
Puts
Pseudo strike
25.36
IV
26.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
26.13
IV
19.6%
B/E move
3.2%
Puts
Pseudo strike
25.61
IV
24.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
25.90
IV
17.3%
B/E move
2.5%
Puts
Pseudo strike
25.86
IV
22.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
25.77
IV
16.4%
B/E move
2.1%
Puts
Pseudo strike
26.09
IV
21.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
25.63
IV
15.4%
B/E move
1.8%
Puts
Pseudo strike
26.30
IV
21.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
25.50
IV
14.5%
B/E move
1.5%
Puts
Pseudo strike
26.50
IV
20.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
25.36
IV
13.6%
B/E move
1.2%
Puts
Pseudo strike
26.70
IV
20.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
25.23
IV
12.6%
B/E move
0.8%
Puts
Pseudo strike
26.91
IV
20.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
25.09
IV
11.7%
B/E move
0.5%
Puts
Pseudo strike
27.51
IV
24.8%
B/E move
0.4%

Options history

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