IntraAlpha
Create free account Start free

iShares BB Rated Corporate Bond ETF HYBB

i

Market datapartial · fetched 2026-10-22T23:11:33.283Z

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 · 2026-10-22T22:30:00.003508038Z

FundamentalsAlpha Vantage · unavailable

Share price$45.34
1D+0.7%
AH$44.99$45.09$45.18$45.27$45.375:30 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$0.17$1.39$2.62$3.85$5.07$42.66$43.79$44.92$46.04$47.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYBB spot · $45.34HYBB PRICE$0.30$0.30$0.30$0.30$0.32$0.35$0.38$0.40$0.43$0.46$0.48$0.51$0.54$0.35$0.37$0.40$0.43$0.49$0.58$0.67$0.76$0.85$1.41$2.52$3.62$4.72
PutsExpensive1.31×
CallsCheap0.87×
SkewBearish+8.05 pp
Implied moveBearish±$1.05
TiltBearish54.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.9921.7%6.5%43.0724.0%5.8%
25Δ46.9816.2%4.3%43.9319.2%3.9%
30Δ46.5113.2%3.2%44.3816.7%3.0%
35Δ46.0410.2%2.2%44.7914.4%2.2%
40Δ45.909.4%2.0%45.1013.1%1.6%
45Δ45.808.8%1.8%45.3012.8%1.4%
50Δ45.698.2%1.6%45.4912.6%1.1%
55Δ45.597.6%1.4%45.6912.3%0.9%
60Δ45.487.0%1.3%45.8912.0%0.7%
65Δ45.376.4%1.1%46.5214.5%0.5%
70Δ45.275.8%0.9%47.6320.1%0.5%
75Δ45.165.1%0.7%48.7525.7%0.5%
80Δ45.064.5%0.6%49.8631.4%0.4%

20Δ

Calls
Pseudo strike
47.99
IV
21.7%
B/E move
6.5%
Puts
Pseudo strike
43.07
IV
24.0%
B/E move
5.8%

25Δ

Calls
Pseudo strike
46.98
IV
16.2%
B/E move
4.3%
Puts
Pseudo strike
43.93
IV
19.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
46.51
IV
13.2%
B/E move
3.2%
Puts
Pseudo strike
44.38
IV
16.7%
B/E move
3.0%

35Δ

Calls
Pseudo strike
46.04
IV
10.2%
B/E move
2.2%
Puts
Pseudo strike
44.79
IV
14.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
45.90
IV
9.4%
B/E move
2.0%
Puts
Pseudo strike
45.10
IV
13.1%
B/E move
1.6%

45Δ

Calls
Pseudo strike
45.80
IV
8.8%
B/E move
1.8%
Puts
Pseudo strike
45.30
IV
12.8%
B/E move
1.4%

50Δ

Calls
Pseudo strike
45.69
IV
8.2%
B/E move
1.6%
Puts
Pseudo strike
45.49
IV
12.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
45.59
IV
7.6%
B/E move
1.4%
Puts
Pseudo strike
45.69
IV
12.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
45.48
IV
7.0%
B/E move
1.3%
Puts
Pseudo strike
45.89
IV
12.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
45.37
IV
6.4%
B/E move
1.1%
Puts
Pseudo strike
46.52
IV
14.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
45.27
IV
5.8%
B/E move
0.9%
Puts
Pseudo strike
47.63
IV
20.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
45.16
IV
5.1%
B/E move
0.7%
Puts
Pseudo strike
48.75
IV
25.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
45.06
IV
4.5%
B/E move
0.6%
Puts
Pseudo strike
49.86
IV
31.4%
B/E move
0.4%

Options history

No recorded observations