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iShares Intermediate Government/Credit Bond ETF GVI

i

Market dataready · fetched 2026-11-11T14:58:35.239Z

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 · 2026-11-11T14:58:13.491073309Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:58:34.453381+00:00

Share price$103.83
1D-0.0%
$103.76$103.80$103.83$103.87$103.905:30 AM6:30 AM9:00 AM1:00 PMGVI
Sold putSold call

iShares Intermediate Government/Credit Bond ETF options

Live interpolated GVI call and put midpoint premiums by absolute delta.iShares Intermediate Government/Credit Bond ETF$0.05$0.35$0.65$0.95$1.25$102.76$103.26$103.76$104.26$104.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GVI spot · $103.83GVI PRICE$0.08$0.10$0.12$0.14$0.16$0.19$0.28$0.37$0.47$0.56$0.65$0.75$0.84$0.09$0.12$0.14$0.17$0.20$0.22$0.25$0.28$0.45$0.63$0.81$0.99$1.16
PutsCheap0.91×
CallsExpensive1.44×
SkewBearish+0.75 pp
Implied moveBullish±$0.53
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.754.8%1.0%103.184.7%0.7%
25Δ104.594.5%0.8%103.304.6%0.6%
30Δ104.444.2%0.7%103.414.4%0.5%
35Δ104.293.8%0.6%103.534.2%0.4%
40Δ104.133.5%0.5%103.654.1%0.4%
45Δ103.993.3%0.3%103.773.9%0.3%
50Δ103.873.5%0.3%103.883.8%0.2%
55Δ103.753.7%0.3%104.003.6%0.1%
60Δ103.643.9%0.3%104.194.3%0.1%
65Δ103.524.1%0.2%104.385.1%0.1%
70Δ103.404.3%0.2%104.585.8%0.1%
75Δ103.294.5%0.2%104.776.5%0.0%
80Δ103.174.7%0.2%104.967.3%0.0%

20Δ

Calls
Pseudo strike
104.75
IV
4.8%
B/E move
1.0%
Puts
Pseudo strike
103.18
IV
4.7%
B/E move
0.7%

25Δ

Calls
Pseudo strike
104.59
IV
4.5%
B/E move
0.8%
Puts
Pseudo strike
103.30
IV
4.6%
B/E move
0.6%

30Δ

Calls
Pseudo strike
104.44
IV
4.2%
B/E move
0.7%
Puts
Pseudo strike
103.41
IV
4.4%
B/E move
0.5%

35Δ

Calls
Pseudo strike
104.29
IV
3.8%
B/E move
0.6%
Puts
Pseudo strike
103.53
IV
4.2%
B/E move
0.4%

40Δ

Calls
Pseudo strike
104.13
IV
3.5%
B/E move
0.5%
Puts
Pseudo strike
103.65
IV
4.1%
B/E move
0.4%

45Δ

Calls
Pseudo strike
103.99
IV
3.3%
B/E move
0.3%
Puts
Pseudo strike
103.77
IV
3.9%
B/E move
0.3%

50Δ

Calls
Pseudo strike
103.87
IV
3.5%
B/E move
0.3%
Puts
Pseudo strike
103.88
IV
3.8%
B/E move
0.2%

55Δ

Calls
Pseudo strike
103.75
IV
3.7%
B/E move
0.3%
Puts
Pseudo strike
104.00
IV
3.6%
B/E move
0.1%

60Δ

Calls
Pseudo strike
103.64
IV
3.9%
B/E move
0.3%
Puts
Pseudo strike
104.19
IV
4.3%
B/E move
0.1%

65Δ

Calls
Pseudo strike
103.52
IV
4.1%
B/E move
0.2%
Puts
Pseudo strike
104.38
IV
5.1%
B/E move
0.1%

70Δ

Calls
Pseudo strike
103.40
IV
4.3%
B/E move
0.2%
Puts
Pseudo strike
104.58
IV
5.8%
B/E move
0.1%

75Δ

Calls
Pseudo strike
103.29
IV
4.5%
B/E move
0.2%
Puts
Pseudo strike
104.77
IV
6.5%
B/E move
0.0%

80Δ

Calls
Pseudo strike
103.17
IV
4.7%
B/E move
0.2%
Puts
Pseudo strike
104.96
IV
7.3%
B/E move
0.0%

Options history

IV · four-Friday blend10.69%
Daily close
GVI3.9%7.5%11.2%2026-09-01: 5.38%2026-09-02: 9.88%2026-09-03: 4.36%2026-09-04: 10.05%2026-09-10: 7.80%2026-09-28: 10.23%2026-10-01: 5.45%2026-10-06: 7.78%2026-10-07: 7.82%2026-10-21: 4.85%2026-10-22: 10.69%Sep 1Sep 28Oct 22
11 observations2026-09-01 — 2026-10-22
Table
DateIV (%)
5.38%
9.88%
4.36%
10.05%
7.80%
10.23%
5.45%
7.78%
7.82%
4.85%
10.69%