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iShares U.S. Treasury Bond ETF GOVT

i

Market datapartial · fetched 2026-10-23T15:56:49.145Z

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 · 2026-10-23T15:56:44.74385218Z

FundamentalsAlpha Vantage · unavailable

Share price$22.21
1D-0.2%
$22.19$22.20$22.22$22.23$22.255:30 AM6:30 AM9:00 AM1:00 PMGOVT
Sold putSold call

iShares U.S. Treasury Bond ETF options

Live interpolated GOVT call and put midpoint premiums by absolute delta.iShares U.S. Treasury Bond ETF$0.09$0.42$0.76$1.09$1.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGOVT PRICE$0.40$0.60$0.13$0.20$0.28$0.36$0.44$0.52$0.59$0.67$0.75$0.83$1.33
PutsExpensive1.24×
CallsCheap0.78×
SkewBearish+4.96 pp
Implied move——
TiltBearish71.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ22.077.9%1.2%
35Δ22.178.8%1.1%
40Δ22.279.6%1.0%
45Δ22.3710.4%0.9%
50Δ22.4711.2%0.8%
55Δ22.5712.0%0.7%
60Δ22.6712.8%0.6%
65Δ22.7713.7%0.5%
70Δ22.8714.5%0.4%
75Δ21.876.8%0.3%22.9715.3%0.3%
80Δ21.658.1%0.2%23.4820.6%0.3%

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
22.07
IV
7.9%
B/E move
1.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.17
IV
8.8%
B/E move
1.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.27
IV
9.6%
B/E move
1.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.37
IV
10.4%
B/E move
0.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.47
IV
11.2%
B/E move
0.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.57
IV
12.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.67
IV
12.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.77
IV
13.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.87
IV
14.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
21.87
IV
6.8%
B/E move
0.3%
Puts
Pseudo strike
22.97
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
21.65
IV
8.1%
B/E move
0.2%
Puts
Pseudo strike
23.48
IV
20.6%
B/E move
0.3%

Options history

No recorded observations