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iShares Intermediate Government/Credit Bond ETF GVI

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Market datapartial · fetched 2026-10-23T17:43:48.466Z

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 · 2026-10-23T17:41:34.300838514Z

FundamentalsAlpha Vantage · unavailable

Share price$103.97
1D-0.0%
$103.87$103.92$103.98$104.03$104.085:30 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$0.00$1.34$2.67$4.01$5.34$101.24$102.37$103.50$104.64$105.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GVI spot · $103.97GVI PRICE$0.13$0.16$0.19$0.22$0.25$0.29$0.32$0.35$0.38$0.54$0.94$1.33$0.17$0.23$0.30$0.37$0.44$0.64$0.96$1.28$1.60$1.92$2.24$3.14$4.96
PutsExpensive1.65×
CallsCheap0.57×
SkewBearish+5.24 pp
Implied moveBearish±$1.24
TiltBearish56.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.184.5%0.9%
25Δ104.912.9%1.0%103.364.7%0.8%
30Δ104.802.8%1.0%103.544.8%0.7%
35Δ104.702.7%0.9%103.735.0%0.6%
40Δ104.592.6%0.8%103.915.2%0.5%
45Δ104.492.5%0.7%104.185.7%0.4%
50Δ104.382.4%0.7%104.546.7%0.4%
55Δ104.282.3%0.6%104.897.7%0.3%
60Δ104.172.2%0.5%105.258.6%0.3%
65Δ104.072.1%0.5%105.609.6%0.3%
70Δ103.822.4%0.4%105.9610.5%0.2%
75Δ103.353.2%0.3%106.8912.8%0.2%
80Δ102.874.1%0.2%108.7117.3%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.18
IV
4.5%
B/E move
0.9%

25Δ

Calls
Pseudo strike
104.91
IV
2.9%
B/E move
1.0%
Puts
Pseudo strike
103.36
IV
4.7%
B/E move
0.8%

30Δ

Calls
Pseudo strike
104.80
IV
2.8%
B/E move
1.0%
Puts
Pseudo strike
103.54
IV
4.8%
B/E move
0.7%

35Δ

Calls
Pseudo strike
104.70
IV
2.7%
B/E move
0.9%
Puts
Pseudo strike
103.73
IV
5.0%
B/E move
0.6%

40Δ

Calls
Pseudo strike
104.59
IV
2.6%
B/E move
0.8%
Puts
Pseudo strike
103.91
IV
5.2%
B/E move
0.5%

45Δ

Calls
Pseudo strike
104.49
IV
2.5%
B/E move
0.7%
Puts
Pseudo strike
104.18
IV
5.7%
B/E move
0.4%

50Δ

Calls
Pseudo strike
104.38
IV
2.4%
B/E move
0.7%
Puts
Pseudo strike
104.54
IV
6.7%
B/E move
0.4%

55Δ

Calls
Pseudo strike
104.28
IV
2.3%
B/E move
0.6%
Puts
Pseudo strike
104.89
IV
7.7%
B/E move
0.3%

60Δ

Calls
Pseudo strike
104.17
IV
2.2%
B/E move
0.5%
Puts
Pseudo strike
105.25
IV
8.6%
B/E move
0.3%

65Δ

Calls
Pseudo strike
104.07
IV
2.1%
B/E move
0.5%
Puts
Pseudo strike
105.60
IV
9.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
103.82
IV
2.4%
B/E move
0.4%
Puts
Pseudo strike
105.96
IV
10.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
103.35
IV
3.2%
B/E move
0.3%
Puts
Pseudo strike
106.89
IV
12.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
102.87
IV
4.1%
B/E move
0.2%
Puts
Pseudo strike
108.71
IV
17.3%
B/E move
0.2%

Options history

No recorded observations