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iShares 25+ Year Treasury STRIPS Bond ETF GOVZ

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Market datapartial · fetched 2026-10-22T21:54:28.068Z

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 · 2026-10-22T21:37:12.788855057Z

FundamentalsAlpha Vantage · unavailable

Share price$33.90
1D+1.7%
AH$33.28$33.44$33.61$33.78$33.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGOVZ
Sold putSold callAH

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$0.39$1.41$2.44$3.47$4.49$28.89$31.31$33.73$36.15$38.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOVZ spot · $33.90GOVZ PRICE$0.50$0.63$0.68$0.71$0.76$0.85$0.94$1.00$1.04$1.08$1.11$1.15$1.34$0.62$0.64$0.56$0.63$0.82$1.01$1.35$1.92$2.25$2.39$2.53$3.04$4.20
PutsExpensive1.10×
CallsCheap0.72×
SkewBearish+8.38 pp
Implied moveBearish±$2.29
TiltBearish30.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.2546.2%14.3%30.2554.4%12.6%
25Δ37.6147.8%12.8%31.4344.1%9.2%
30Δ36.3540.0%9.2%32.5131.1%5.8%
35Δ35.5033.7%6.8%33.1725.9%4.0%
40Δ34.8729.2%5.1%33.4927.4%3.6%
45Δ34.5027.5%4.3%33.8128.9%3.3%
50Δ34.1325.9%3.5%34.2132.5%3.1%
55Δ33.8824.0%2.9%34.7639.2%3.1%
60Δ33.6921.8%2.4%35.2040.5%2.8%
65Δ33.5019.7%2.0%35.5737.4%2.1%
70Δ33.3117.6%1.5%35.9334.4%1.4%
75Δ33.1215.4%1.1%36.5735.2%1.1%
80Δ32.8214.9%0.8%37.8041.5%0.9%

20Δ

Calls
Pseudo strike
38.25
IV
46.2%
B/E move
14.3%
Puts
Pseudo strike
30.25
IV
54.4%
B/E move
12.6%

25Δ

Calls
Pseudo strike
37.61
IV
47.8%
B/E move
12.8%
Puts
Pseudo strike
31.43
IV
44.1%
B/E move
9.2%

30Δ

Calls
Pseudo strike
36.35
IV
40.0%
B/E move
9.2%
Puts
Pseudo strike
32.51
IV
31.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
35.50
IV
33.7%
B/E move
6.8%
Puts
Pseudo strike
33.17
IV
25.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
34.87
IV
29.2%
B/E move
5.1%
Puts
Pseudo strike
33.49
IV
27.4%
B/E move
3.6%

45Δ

Calls
Pseudo strike
34.50
IV
27.5%
B/E move
4.3%
Puts
Pseudo strike
33.81
IV
28.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
34.13
IV
25.9%
B/E move
3.5%
Puts
Pseudo strike
34.21
IV
32.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
33.88
IV
24.0%
B/E move
2.9%
Puts
Pseudo strike
34.76
IV
39.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
33.69
IV
21.8%
B/E move
2.4%
Puts
Pseudo strike
35.20
IV
40.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
33.50
IV
19.7%
B/E move
2.0%
Puts
Pseudo strike
35.57
IV
37.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
33.31
IV
17.6%
B/E move
1.5%
Puts
Pseudo strike
35.93
IV
34.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
33.12
IV
15.4%
B/E move
1.1%
Puts
Pseudo strike
36.57
IV
35.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
32.82
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
37.80
IV
41.5%
B/E move
0.9%

Options history

No recorded observations