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iShares U.S. Treasury Bond ETF GOVT

i

Market datapartial · fetched 2026-10-22T20:46:57.127Z

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 · 2026-10-22T20:28:36.681988967Z

FundamentalsAlpha Vantage · unavailable

Share price$22.24
1D+0.4%
AH$22.12$22.16$22.19$22.23$22.265:30 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$0.32$0.52$0.72$0.93$1.13$19.49$20.99$22.50$24.01$25.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOVT spot · $22.23GOVT PRICE$0.63$0.63$0.62$0.59$0.56$0.54$0.51$0.49$0.46$0.43$0.41$0.38$0.35$0.63$0.34$0.59$0.64$0.66$0.68$0.70$0.72$0.73$0.75$0.77$0.79$1.07
PutsExpensive3.51×
CallsExpensive4.52×
SkewBullish-8.57 pp
Implied moveBearish±$1.21
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.61101.8%36.0%18.9380.0%17.7%
25Δ26.2774.1%21.0%21.0235.0%7.0%
30Δ24.9259.9%14.8%21.0645.4%7.9%
35Δ24.6654.9%13.5%21.2044.7%7.6%
40Δ24.3949.9%12.2%21.4141.1%6.7%
45Δ24.1344.9%10.9%21.6237.5%5.8%
50Δ23.8740.0%9.6%21.8333.9%5.0%
55Δ23.6135.0%8.3%22.0430.3%4.1%
60Δ23.3430.0%7.0%22.2426.7%3.3%
65Δ23.0825.1%5.8%22.4523.1%2.4%
70Δ22.8220.1%4.5%22.6619.5%1.5%
75Δ22.5615.1%3.2%22.8715.9%0.7%
80Δ22.2910.2%1.9%23.2716.5%0.2%

20Δ

Calls
Pseudo strike
29.61
IV
101.8%
B/E move
36.0%
Puts
Pseudo strike
18.93
IV
80.0%
B/E move
17.7%

25Δ

Calls
Pseudo strike
26.27
IV
74.1%
B/E move
21.0%
Puts
Pseudo strike
21.02
IV
35.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
24.92
IV
59.9%
B/E move
14.8%
Puts
Pseudo strike
21.06
IV
45.4%
B/E move
7.9%

35Δ

Calls
Pseudo strike
24.66
IV
54.9%
B/E move
13.5%
Puts
Pseudo strike
21.20
IV
44.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
24.39
IV
49.9%
B/E move
12.2%
Puts
Pseudo strike
21.41
IV
41.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
24.13
IV
44.9%
B/E move
10.9%
Puts
Pseudo strike
21.62
IV
37.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
23.87
IV
40.0%
B/E move
9.6%
Puts
Pseudo strike
21.83
IV
33.9%
B/E move
5.0%

55Δ

Calls
Pseudo strike
23.61
IV
35.0%
B/E move
8.3%
Puts
Pseudo strike
22.04
IV
30.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
23.34
IV
30.0%
B/E move
7.0%
Puts
Pseudo strike
22.24
IV
26.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
23.08
IV
25.1%
B/E move
5.8%
Puts
Pseudo strike
22.45
IV
23.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
22.82
IV
20.1%
B/E move
4.5%
Puts
Pseudo strike
22.66
IV
19.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
22.56
IV
15.1%
B/E move
3.2%
Puts
Pseudo strike
22.87
IV
15.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
22.29
IV
10.2%
B/E move
1.9%
Puts
Pseudo strike
23.27
IV
16.5%
B/E move
0.2%

Options history

No recorded observations