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iShares Intermediate Government/Credit Bond ETF GVI

i

Market dataready · fetched 2026-10-22T11:15:01.895Z

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 · 2026-10-22T00:00:03.376957247Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:05:02.300776+00:00

Share price$103.48
1D-0.1%
AH$103.32$103.41$103.50$103.59$103.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGVI
Sold putSold callAH

iShares Intermediate Government/Credit Bond ETF options

Live interpolated GVI call and put midpoint premiums by absolute delta.iShares Intermediate Government/Credit Bond ETF$0.00$1.48$2.96$4.45$5.93$100.84$102.04$103.23$104.42$105.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GVI spot · $103.48GVI PRICE$0.10$0.12$0.15$0.18$0.21$0.32$0.44$0.55$0.66$0.77$2.31$3.90$5.50$0.17$0.22$0.29$0.40$0.51$0.62$0.74$0.89$1.20$1.51$2.03$2.99$4.83
PutsExpensive1.70×
CallsExpensive1.46×
SkewBearish+1.70 pp
Implied moveBearish±$1.17
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.692.9%1.3%102.594.7%1.0%
25Δ104.512.8%1.1%102.844.8%0.8%
30Δ104.332.7%1.0%103.074.9%0.7%
35Δ104.162.6%0.8%103.265.2%0.6%
40Δ103.982.5%0.7%103.465.5%0.5%
45Δ103.782.9%0.6%103.655.7%0.4%
50Δ103.593.2%0.5%103.856.0%0.4%
55Δ103.393.6%0.4%104.076.4%0.3%
60Δ103.203.9%0.4%104.437.2%0.2%
65Δ103.014.3%0.3%104.798.0%0.2%
70Δ101.639.2%0.5%105.339.4%0.2%
75Δ100.2214.3%0.6%106.2912.0%0.2%
80Δ98.8019.4%0.8%108.1316.5%0.2%

20Δ

Calls
Pseudo strike
104.69
IV
2.9%
B/E move
1.3%
Puts
Pseudo strike
102.59
IV
4.7%
B/E move
1.0%

25Δ

Calls
Pseudo strike
104.51
IV
2.8%
B/E move
1.1%
Puts
Pseudo strike
102.84
IV
4.8%
B/E move
0.8%

30Δ

Calls
Pseudo strike
104.33
IV
2.7%
B/E move
1.0%
Puts
Pseudo strike
103.07
IV
4.9%
B/E move
0.7%

35Δ

Calls
Pseudo strike
104.16
IV
2.6%
B/E move
0.8%
Puts
Pseudo strike
103.26
IV
5.2%
B/E move
0.6%

40Δ

Calls
Pseudo strike
103.98
IV
2.5%
B/E move
0.7%
Puts
Pseudo strike
103.46
IV
5.5%
B/E move
0.5%

45Δ

Calls
Pseudo strike
103.78
IV
2.9%
B/E move
0.6%
Puts
Pseudo strike
103.65
IV
5.7%
B/E move
0.4%

50Δ

Calls
Pseudo strike
103.59
IV
3.2%
B/E move
0.5%
Puts
Pseudo strike
103.85
IV
6.0%
B/E move
0.4%

55Δ

Calls
Pseudo strike
103.39
IV
3.6%
B/E move
0.4%
Puts
Pseudo strike
104.07
IV
6.4%
B/E move
0.3%

60Δ

Calls
Pseudo strike
103.20
IV
3.9%
B/E move
0.4%
Puts
Pseudo strike
104.43
IV
7.2%
B/E move
0.2%

65Δ

Calls
Pseudo strike
103.01
IV
4.3%
B/E move
0.3%
Puts
Pseudo strike
104.79
IV
8.0%
B/E move
0.2%

70Δ

Calls
Pseudo strike
101.63
IV
9.2%
B/E move
0.5%
Puts
Pseudo strike
105.33
IV
9.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
100.22
IV
14.3%
B/E move
0.6%
Puts
Pseudo strike
106.29
IV
12.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
98.80
IV
19.4%
B/E move
0.8%
Puts
Pseudo strike
108.13
IV
16.5%
B/E move
0.2%

Options history

No recorded observations