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iShares U.S. Treasury Bond ETF GOVT

i

Market dataready · fetched 2026-11-13T01:28:24.861Z

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 · 2026-11-13T01:00:03.385771798Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:24.458597+00:00

Share price$22.02
1D-0.4%
AH$21.99$22.02$22.06$22.10$22.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGOVT
Sold putSold callAH

iShares U.S. Treasury Bond ETF options

Live interpolated GOVT call and put midpoint premiums by absolute delta.iShares U.S. Treasury Bond ETF$0.04$0.27$0.50$0.73$0.96$21.03$21.46$21.89$22.32$22.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOVT spot · $22.02GOVT PRICE$0.07$0.08$0.08$0.09$0.10$0.11$0.12$0.12$0.22$0.33$0.45$0.57$0.69$0.16$0.22$0.28$0.34$0.40$0.46$0.52$0.58$0.65$0.71$0.77$0.83$0.89
PutsExpensive2.12×
CallsExpensive1.56×
SkewBearish+7.94 pp
Implied moveBearish±$0.64
TiltBearish38.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.5133.2%7.1%21.2227.3%4.3%
25Δ23.3129.8%6.2%21.3527.0%4.0%
30Δ23.1026.3%5.3%21.4826.7%3.7%
35Δ22.8922.8%4.4%21.6126.4%3.4%
40Δ22.6819.3%3.4%21.7426.1%3.1%
45Δ22.4715.8%2.5%21.8725.8%2.8%
50Δ22.2612.3%1.6%22.0025.5%2.5%
55Δ22.058.8%0.7%22.1325.2%2.2%
60Δ21.909.1%0.4%22.2524.9%1.9%
65Δ21.7810.6%0.4%22.3824.6%1.6%
70Δ21.6512.0%0.4%22.5124.3%1.3%
75Δ21.5213.5%0.3%22.6424.0%0.9%
80Δ21.3914.9%0.3%22.7723.8%0.6%

20Δ

Calls
Pseudo strike
23.51
IV
33.2%
B/E move
7.1%
Puts
Pseudo strike
21.22
IV
27.3%
B/E move
4.3%

25Δ

Calls
Pseudo strike
23.31
IV
29.8%
B/E move
6.2%
Puts
Pseudo strike
21.35
IV
27.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
23.10
IV
26.3%
B/E move
5.3%
Puts
Pseudo strike
21.48
IV
26.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
22.89
IV
22.8%
B/E move
4.4%
Puts
Pseudo strike
21.61
IV
26.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
22.68
IV
19.3%
B/E move
3.4%
Puts
Pseudo strike
21.74
IV
26.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
22.47
IV
15.8%
B/E move
2.5%
Puts
Pseudo strike
21.87
IV
25.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
22.26
IV
12.3%
B/E move
1.6%
Puts
Pseudo strike
22.00
IV
25.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
22.05
IV
8.8%
B/E move
0.7%
Puts
Pseudo strike
22.13
IV
25.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
21.90
IV
9.1%
B/E move
0.4%
Puts
Pseudo strike
22.25
IV
24.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
21.78
IV
10.6%
B/E move
0.4%
Puts
Pseudo strike
22.38
IV
24.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
21.65
IV
12.0%
B/E move
0.4%
Puts
Pseudo strike
22.51
IV
24.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
21.52
IV
13.5%
B/E move
0.3%
Puts
Pseudo strike
22.64
IV
24.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
21.39
IV
14.9%
B/E move
0.3%
Puts
Pseudo strike
22.77
IV
23.8%
B/E move
0.6%

Options history

IV · four-Friday blend16.68%
Daily close
GOVT16.7%16.7%16.7%2026-09-24: 16.68%Sep 24
1 observations2026-09-24 — 2026-09-24
Table
DateIV (%)
16.68%