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iShares U.S. Treasury Bond ETF GOVT

i

Market datapartial · fetched 2026-10-22T23:11:51.744Z

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 · 2026-10-22T22:35:36.580182761Z

FundamentalsAlpha Vantage · unavailable

Share price$22.22
1D+0.5%
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$0.31$0.46$0.60$0.74$0.88$19.46$20.94$22.42$23.90$25.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOVT spot · $22.22GOVT PRICE$0.63$0.63$0.62$0.59$0.56$0.53$0.50$0.47$0.44$0.41$0.39$0.36$0.33$0.63$0.43$0.57$0.64$0.66$0.68$0.69$0.71$0.73$0.75$0.77$0.78$0.84
PutsExpensive3.53×
CallsExpensive4.33×
SkewBullish-6.46 pp
Implied moveBearish±$1.20
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.60102.0%36.0%18.9180.2%17.7%
25Δ26.2674.3%21.0%20.7343.2%8.6%
30Δ24.9160.0%14.9%21.1043.9%7.6%
35Δ24.6254.6%13.4%21.1944.7%7.5%
40Δ24.3349.2%12.0%21.3941.1%6.7%
45Δ24.0543.8%10.6%21.5937.6%5.9%
50Δ23.7638.4%9.2%21.7934.1%5.0%
55Δ23.4733.0%7.8%22.0030.5%4.2%
60Δ23.1927.7%6.3%22.2027.0%3.4%
65Δ22.9022.3%4.9%22.4023.5%2.5%
70Δ22.6116.9%3.5%22.6120.0%1.7%
75Δ22.3211.5%2.1%22.8116.4%0.9%
80Δ22.046.1%0.7%23.0413.5%0.1%

20Δ

Calls
Pseudo strike
29.60
IV
102.0%
B/E move
36.0%
Puts
Pseudo strike
18.91
IV
80.2%
B/E move
17.7%

25Δ

Calls
Pseudo strike
26.26
IV
74.3%
B/E move
21.0%
Puts
Pseudo strike
20.73
IV
43.2%
B/E move
8.6%

30Δ

Calls
Pseudo strike
24.91
IV
60.0%
B/E move
14.9%
Puts
Pseudo strike
21.10
IV
43.9%
B/E move
7.6%

35Δ

Calls
Pseudo strike
24.62
IV
54.6%
B/E move
13.4%
Puts
Pseudo strike
21.19
IV
44.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
24.33
IV
49.2%
B/E move
12.0%
Puts
Pseudo strike
21.39
IV
41.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
24.05
IV
43.8%
B/E move
10.6%
Puts
Pseudo strike
21.59
IV
37.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
23.76
IV
38.4%
B/E move
9.2%
Puts
Pseudo strike
21.79
IV
34.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
23.47
IV
33.0%
B/E move
7.8%
Puts
Pseudo strike
22.00
IV
30.5%
B/E move
4.2%

60Δ

Calls
Pseudo strike
23.19
IV
27.7%
B/E move
6.3%
Puts
Pseudo strike
22.20
IV
27.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
22.90
IV
22.3%
B/E move
4.9%
Puts
Pseudo strike
22.40
IV
23.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
22.61
IV
16.9%
B/E move
3.5%
Puts
Pseudo strike
22.61
IV
20.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
22.32
IV
11.5%
B/E move
2.1%
Puts
Pseudo strike
22.81
IV
16.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
22.04
IV
6.1%
B/E move
0.7%
Puts
Pseudo strike
23.04
IV
13.5%
B/E move
0.1%

Options history

No recorded observations