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iShares 25+ Year Treasury STRIPS Bond ETF GOVZ

i

Market dataready · fetched 2026-11-12T03:23:54.880Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:03.279598501Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:54.006592+00:00

Share price$33.16
1D+0.3%
AH$32.85$32.94$33.02$33.11$33.195:30 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$0.22$0.64$1.06$1.48$1.90$31.00$31.85$32.69$33.53$34.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GOVZ spot · $33.16GOVZ PRICE$0.47$0.47$0.49$0.51$0.55$0.59$0.63$0.67$0.47$0.27$0.36$0.46$0.56$0.65$0.73$0.81$0.88$0.96$1.03$1.36$1.77
PutsExpensive1.91×
Calls——
Skew——
Implied moveBearish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.6388.7%14.9%30.1778.7%10.4%
25Δ35.9267.3%9.8%32.1531.4%3.9%
30Δ34.7952.5%6.4%32.3632.7%3.5%
35Δ34.2144.7%4.7%32.5834.0%3.1%
40Δ33.8439.7%3.7%32.8035.2%2.8%
45Δ33.5836.1%3.0%33.0136.3%2.4%
50Δ33.3232.5%2.4%33.2034.5%2.1%
55Δ33.0728.9%1.7%33.3932.6%1.7%
60Δ33.5830.7%1.4%
65Δ33.7728.8%1.1%
70Δ33.9626.9%0.7%
75Δ34.3429.4%0.6%
80Δ34.7833.3%0.5%

20Δ

Calls
Pseudo strike
37.63
IV
88.7%
B/E move
14.9%
Puts
Pseudo strike
30.17
IV
78.7%
B/E move
10.4%

25Δ

Calls
Pseudo strike
35.92
IV
67.3%
B/E move
9.8%
Puts
Pseudo strike
32.15
IV
31.4%
B/E move
3.9%

30Δ

Calls
Pseudo strike
34.79
IV
52.5%
B/E move
6.4%
Puts
Pseudo strike
32.36
IV
32.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
34.21
IV
44.7%
B/E move
4.7%
Puts
Pseudo strike
32.58
IV
34.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
33.84
IV
39.7%
B/E move
3.7%
Puts
Pseudo strike
32.80
IV
35.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
33.58
IV
36.1%
B/E move
3.0%
Puts
Pseudo strike
33.01
IV
36.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
33.32
IV
32.5%
B/E move
2.4%
Puts
Pseudo strike
33.20
IV
34.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
33.07
IV
28.9%
B/E move
1.7%
Puts
Pseudo strike
33.39
IV
32.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.58
IV
30.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.77
IV
28.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.96
IV
26.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.34
IV
29.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.78
IV
33.3%
B/E move
0.5%

Options history

IV · four-Friday blend24.07%
Daily close
GOVZ21.0%33.0%44.9%2026-08-13: 25.30%2026-08-14: 26.49%2026-08-17: 29.49%2026-08-18: 30.24%2026-08-19: 33.53%2026-08-20: 43.26%2026-08-21: 23.49%2026-08-24: 23.48%2026-08-25: 23.69%2026-08-26: 24.07%2026-08-27: 24.21%2026-08-28: 23.11%2026-08-31: 24.17%2026-09-01: 24.32%2026-09-02: 24.30%2026-09-03: 23.83%2026-09-04: 24.48%2026-09-08: 25.64%2026-09-09: 26.25%2026-09-10: 28.45%2026-09-11: 28.47%2026-09-14: 30.41%2026-09-15: 34.43%2026-09-16: 37.43%2026-09-17: 43.10%2026-09-18: 23.84%2026-09-21: 23.31%2026-09-22: 22.68%2026-09-23: 24.52%2026-09-24: 24.06%2026-09-25: 24.28%2026-09-28: 26.90%2026-09-29: 26.38%2026-09-30: 27.44%2026-10-01: 27.19%2026-10-02: 26.98%2026-10-05: 30.78%2026-10-06: 28.90%2026-10-07: 30.54%2026-10-08: 27.45%2026-10-09: 30.32%2026-10-12: 34.16%2026-10-13: 32.81%2026-10-15: 39.69%2026-10-16: 24.95%2026-10-19: 25.78%2026-10-20: 25.09%2026-10-21: 24.54%2026-10-22: 25.55%2026-10-23: 24.87%2026-10-26: 24.18%2026-10-27: 24.08%2026-10-28: 22.94%2026-10-29: 24.08%2026-10-30: 24.07%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.30%
26.49%
29.49%
30.24%
33.53%
43.26%
23.49%
23.48%
23.69%
24.07%
24.21%
23.11%
24.17%
24.32%
24.30%
23.83%
24.48%
25.64%
26.25%
28.45%
28.47%
30.41%
34.43%
37.43%
43.10%
23.84%
23.31%
22.68%
24.52%
24.06%
24.28%
26.90%
26.38%
27.44%
27.19%
26.98%
30.78%
28.90%
30.54%
27.45%
30.32%
34.16%
32.81%
39.69%
24.95%
25.78%
25.09%
24.54%
25.55%
24.87%
24.18%
24.08%
22.94%
24.08%
24.07%