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iShares BB Rated Corporate Bond ETF HYBB

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Market datapartial · fetched 2026-10-22T18:25:23.865Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-22T18:20:51.567002842Z

FundamentalsAlpha Vantage · unavailable

Share price$45.22
1D+0.4%
$45.00$45.07$45.15$45.23$45.305:30 AM6:30 AM9:00 AM1:00 PMHYBB
Sold putSold call

iShares BB Rated Corporate Bond ETF options

Live interpolated HYBB call and put midpoint premiums by absolute delta.iShares BB Rated Corporate Bond ETF$0.92$1.47$2.02$2.58$3.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHYBB PRICE$1.15$1.48$1.82$2.16$2.50$0.98$1.10$1.24$1.38$1.52$1.94$2.45$2.97
PutsExpensive2.45×
CallsExpensive1.46×
SkewBearish+8.29 pp
Implied move——
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ42.5419.5%8.1%
30Δ43.5217.5%6.2%
35Δ44.2916.2%4.8%
40Δ45.0514.9%3.4%
45Δ45.8113.5%2.0%
50Δ46.4914.0%1.5%
55Δ47.1515.0%1.2%
60Δ45.436.3%3.0%47.8016.0%0.8%
65Δ44.846.9%2.4%
70Δ44.247.5%1.9%
75Δ43.648.1%1.3%
80Δ43.048.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.54
IV
19.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.52
IV
17.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.29
IV
16.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.05
IV
14.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.81
IV
13.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.49
IV
14.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.15
IV
15.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
45.43
IV
6.3%
B/E move
3.0%
Puts
Pseudo strike
47.80
IV
16.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
44.84
IV
6.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
44.24
IV
7.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.64
IV
8.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.04
IV
8.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations