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iShares BB Rated Corporate Bond ETF HYBB

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Market dataready · fetched 2026-10-25T16:33:19.127Z

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 · 2026-10-24T00:00:00.059412338Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-25T16:33:19.012529+00:00

Share price$45.21
1D+0.3%
AH$45.02$45.07$45.13$45.18$45.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYBB
Sold putSold callAH

iShares BB Rated Corporate Bond ETF options

Live interpolated HYBB call and put midpoint premiums by absolute delta.iShares BB Rated Corporate Bond ETF$0.30$0.73$1.16$1.59$2.02$42.81$43.87$44.94$46.01$47.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYBB spot · $45.21HYBB PRICE$0.35$0.35$0.35$0.35$0.39$0.43$0.46$0.50$0.54$0.57$0.68$0.79$0.90$0.39$0.41$0.44$0.47$0.50$0.58$0.67$0.76$0.85$0.94$1.33$1.90
PutsExpensive1.19×
CallsExpensive1.08×
SkewBearish+4.44 pp
Implied moveBearish±$1.13
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3527.0%7.7%42.6628.2%6.5%
25Δ47.1120.0%5.0%43.5822.6%4.5%
30Δ46.5016.1%3.6%44.1818.9%3.3%
35Δ45.9912.6%2.5%44.5616.5%2.5%
40Δ45.8211.8%2.2%44.9414.2%1.7%
45Δ45.6611.0%1.9%45.1613.5%1.4%
50Δ45.5010.2%1.7%45.3513.2%1.2%
55Δ45.339.4%1.4%45.5512.8%0.9%
60Δ45.178.6%1.1%45.7412.5%0.7%
65Δ45.017.7%0.8%45.9312.2%0.5%
70Δ44.847.5%0.7%46.3614.5%0.4%
75Δ44.677.2%0.6%46.9218.2%0.4%
80Δ44.516.9%0.4%

20Δ

Calls
Pseudo strike
48.35
IV
27.0%
B/E move
7.7%
Puts
Pseudo strike
42.66
IV
28.2%
B/E move
6.5%

25Δ

Calls
Pseudo strike
47.11
IV
20.0%
B/E move
5.0%
Puts
Pseudo strike
43.58
IV
22.6%
B/E move
4.5%

30Δ

Calls
Pseudo strike
46.50
IV
16.1%
B/E move
3.6%
Puts
Pseudo strike
44.18
IV
18.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
45.99
IV
12.6%
B/E move
2.5%
Puts
Pseudo strike
44.56
IV
16.5%
B/E move
2.5%

40Δ

Calls
Pseudo strike
45.82
IV
11.8%
B/E move
2.2%
Puts
Pseudo strike
44.94
IV
14.2%
B/E move
1.7%

45Δ

Calls
Pseudo strike
45.66
IV
11.0%
B/E move
1.9%
Puts
Pseudo strike
45.16
IV
13.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
45.50
IV
10.2%
B/E move
1.7%
Puts
Pseudo strike
45.35
IV
13.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
45.33
IV
9.4%
B/E move
1.4%
Puts
Pseudo strike
45.55
IV
12.8%
B/E move
0.9%

60Δ

Calls
Pseudo strike
45.17
IV
8.6%
B/E move
1.1%
Puts
Pseudo strike
45.74
IV
12.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
45.01
IV
7.7%
B/E move
0.8%
Puts
Pseudo strike
45.93
IV
12.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
44.84
IV
7.5%
B/E move
0.7%
Puts
Pseudo strike
46.36
IV
14.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
44.67
IV
7.2%
B/E move
0.6%
Puts
Pseudo strike
46.92
IV
18.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
44.51
IV
6.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

HYBB8.3812.7917.202026-07-27: 12.25%2026-07-28: 12.24%2026-07-29: 12.24%2026-07-30: 12.52%2026-07-31: 12.76%2026-08-03: 12.61%2026-08-04: 12.34%2026-08-05: 12.40%2026-08-06: 12.53%2026-08-07: 12.55%2026-08-10: 13.39%2026-08-11: 10.20%2026-08-17: 13.08%2026-09-01: 9.45%2026-09-02: 9.57%2026-09-03: 9.64%2026-09-04: 9.72%2026-09-11: 10.49%2026-09-14: 12.03%2026-09-15: 12.73%2026-09-16: 13.88%2026-09-17: 16.06%2026-09-18: 8.99%2026-09-21: 8.99%2026-09-22: 9.26%2026-09-23: 9.29%2026-09-24: 9.91%2026-09-28: 10.46%2026-09-29: 10.51%2026-09-30: 10.41%2026-10-02: 9.83%2026-10-05: 10.34%2026-10-06: 10.26%2026-10-07: 10.50%2026-10-08: 10.96%2026-10-09: 11.16%2026-10-12: 12.46%2026-10-13: 12.85%2026-10-15: 16.59%2026-10-16: 9.33%2026-10-19: 9.63%2026-10-20: 9.44%2026-10-21: 9.88%2026-10-22: 9.67%2026-10-23: 10.70%Jul 27Oct 23
Table
DateIV
12.25%
12.24%
12.24%
12.52%
12.76%
12.61%
12.34%
12.40%
12.53%
12.55%
13.39%
10.20%
13.08%
9.45%
9.57%
9.64%
9.72%
10.49%
12.03%
12.73%
13.88%
16.06%
8.99%
8.99%
9.26%
9.29%
9.91%
10.46%
10.51%
10.41%
9.83%
10.34%
10.26%
10.50%
10.96%
11.16%
12.46%
12.85%
16.59%
9.33%
9.63%
9.44%
9.88%
9.67%
10.70%