IntraAlpha
Create free account Start free

iShares 25+ Year Treasury STRIPS Bond ETF GOVZ

i

Market datapartial · fetched 2026-10-22T18:29:07.074Z

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 · 2026-10-22T18:28:12.711280966Z

FundamentalsAlpha Vantage · unavailable

Share price$33.88
1D+1.7%
$33.28$33.44$33.60$33.76$33.925:30 AM6:30 AM9:00 AM1:00 PMGOVZ
Sold putSold call

iShares 25+ Year Treasury STRIPS Bond ETF options

Live interpolated GOVZ call and put midpoint premiums by absolute delta.iShares 25+ Year Treasury STRIPS Bond ETF$0.32$1.36$2.41$3.46$4.51$28.90$31.31$33.72$36.13$38.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOVZ spot · $33.88GOVZ PRICE$0.45$0.60$0.68$0.71$0.76$0.85$0.95$1.00$1.04$1.08$1.12$1.16$1.46$0.45$0.43$0.49$0.62$0.81$1.00$1.32$1.89$2.27$2.47$2.71$3.34$4.21
PutsFair1.04×
CallsCheap0.70×
SkewBearish+7.32 pp
Implied moveBearish±$2.26
TiltBearish29.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.7540.5%12.8%30.4146.7%11.6%
25Δ37.2043.1%11.6%32.2329.1%6.1%
30Δ36.3340.0%9.3%32.7426.3%4.8%
35Δ35.4833.7%6.8%33.1625.6%4.0%
40Δ34.8629.2%5.1%33.4727.1%3.6%
45Δ34.4927.6%4.3%33.7928.5%3.2%
50Δ34.1126.0%3.5%34.1831.8%3.0%
55Δ33.8624.0%2.9%34.7338.5%3.1%
60Δ33.6621.9%2.4%35.2140.8%2.8%
65Δ33.4719.7%2.0%35.6238.5%2.1%
70Δ33.2717.6%1.5%36.0836.6%1.5%
75Δ33.0715.4%1.0%36.8238.7%1.2%
80Δ32.7016.0%0.8%37.7841.6%0.9%

20Δ

Calls
Pseudo strike
37.75
IV
40.5%
B/E move
12.8%
Puts
Pseudo strike
30.41
IV
46.7%
B/E move
11.6%

25Δ

Calls
Pseudo strike
37.20
IV
43.1%
B/E move
11.6%
Puts
Pseudo strike
32.23
IV
29.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
36.33
IV
40.0%
B/E move
9.3%
Puts
Pseudo strike
32.74
IV
26.3%
B/E move
4.8%

35Δ

Calls
Pseudo strike
35.48
IV
33.7%
B/E move
6.8%
Puts
Pseudo strike
33.16
IV
25.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
34.86
IV
29.2%
B/E move
5.1%
Puts
Pseudo strike
33.47
IV
27.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
34.49
IV
27.6%
B/E move
4.3%
Puts
Pseudo strike
33.79
IV
28.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
34.11
IV
26.0%
B/E move
3.5%
Puts
Pseudo strike
34.18
IV
31.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
33.86
IV
24.0%
B/E move
2.9%
Puts
Pseudo strike
34.73
IV
38.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
33.66
IV
21.9%
B/E move
2.4%
Puts
Pseudo strike
35.21
IV
40.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
33.47
IV
19.7%
B/E move
2.0%
Puts
Pseudo strike
35.62
IV
38.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
33.27
IV
17.6%
B/E move
1.5%
Puts
Pseudo strike
36.08
IV
36.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
33.07
IV
15.4%
B/E move
1.0%
Puts
Pseudo strike
36.82
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
32.70
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
37.78
IV
41.6%
B/E move
0.9%

Options history

No recorded observations