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iShares 25+ Year Treasury STRIPS Bond ETF GOVZ

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Market datapartial · fetched 2026-10-22T15:46:06.569Z

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 · 2026-10-22T15:45:12.613762684Z

FundamentalsAlpha Vantage · unavailable

Share price$33.58
1D+0.8%
$33.30$33.39$33.48$33.57$33.655:30 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$0.26$1.21$2.17$3.12$4.08$28.94$31.24$33.55$35.85$38.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOVZ spot · $33.58GOVZ PRICE$0.51$0.62$0.68$0.72$0.75$0.77$0.84$0.92$1.00$1.08$1.27$1.52$1.78$0.36$0.44$0.60$0.78$0.94$1.03$1.12$1.27$1.52$1.78$2.29$2.99$3.80
PutsCheap0.95×
CallsCheap0.73×
SkewBearish+3.36 pp
Implied moveBearish±$1.96
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.1948.7%15.2%30.2038.2%11.1%
25Δ37.1946.8%12.6%31.8130.5%6.6%
30Δ35.9739.7%9.1%32.3230.8%5.5%
35Δ35.1533.9%6.8%32.6932.0%5.0%
40Δ34.5929.4%5.2%33.0532.8%4.4%
45Δ34.1025.2%3.8%33.4130.5%3.6%
50Δ33.8023.2%3.2%33.7728.2%2.8%
55Δ33.5621.8%2.7%34.1427.0%2.1%
60Δ33.3220.4%2.2%34.5027.6%1.8%
65Δ33.0719.0%1.7%34.8628.3%1.5%
70Δ32.7819.0%1.4%35.4531.2%1.3%
75Δ32.4519.6%1.2%36.2135.1%1.1%
80Δ32.1320.3%1.0%37.1138.3%0.8%

20Δ

Calls
Pseudo strike
38.19
IV
48.7%
B/E move
15.2%
Puts
Pseudo strike
30.20
IV
38.2%
B/E move
11.1%

25Δ

Calls
Pseudo strike
37.19
IV
46.8%
B/E move
12.6%
Puts
Pseudo strike
31.81
IV
30.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
35.97
IV
39.7%
B/E move
9.1%
Puts
Pseudo strike
32.32
IV
30.8%
B/E move
5.5%

35Δ

Calls
Pseudo strike
35.15
IV
33.9%
B/E move
6.8%
Puts
Pseudo strike
32.69
IV
32.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
34.59
IV
29.4%
B/E move
5.2%
Puts
Pseudo strike
33.05
IV
32.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
34.10
IV
25.2%
B/E move
3.8%
Puts
Pseudo strike
33.41
IV
30.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
33.80
IV
23.2%
B/E move
3.2%
Puts
Pseudo strike
33.77
IV
28.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
33.56
IV
21.8%
B/E move
2.7%
Puts
Pseudo strike
34.14
IV
27.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
33.32
IV
20.4%
B/E move
2.2%
Puts
Pseudo strike
34.50
IV
27.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
33.07
IV
19.0%
B/E move
1.7%
Puts
Pseudo strike
34.86
IV
28.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
32.78
IV
19.0%
B/E move
1.4%
Puts
Pseudo strike
35.45
IV
31.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
32.45
IV
19.6%
B/E move
1.2%
Puts
Pseudo strike
36.21
IV
35.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
32.13
IV
20.3%
B/E move
1.0%
Puts
Pseudo strike
37.11
IV
38.3%
B/E move
0.8%

Options history

No recorded observations