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iShares iBoxx $ High Yield Corporate Bond ETF HYG

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Market dataready · fetched 2026-10-15T20:05:48.252Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:09.45721558Z

FundamentalsAlpha Vantage · ready

Share price$77.18
1D+0.4%
AH$76.84$76.94$77.04$77.14$77.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYG
Sold putSold callAH

iShares iBoxx $ High Yield Corporate Bond ETF options

Live interpolated HYG call and put midpoint premiums by absolute delta.iShares iBoxx $ High Yield Corporate Bond ETF$0.04$0.46$0.88$1.30$1.72$75.27$77.09$78.91$80.73$82.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $77.17OPTION PRICELive HYG spot · $77.17HYG PRICE$1.06$1.06$1.11$1.16$1.21$1.26$1.31$1.36$1.41$1.46$1.51$1.14$0.37$0.09$0.09$0.09$0.21$0.44$0.67$0.90$1.14$1.37$1.60$1.32$0.58$0.80
PutsExpensive4.17×
CallsExpensive12.50×
SkewBullish-85.96 pp
Implied moveBullish±$2.21
TiltBullish24.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.29255.2%14.5%76.0427.7%1.6%
25Δ82.82186.0%8.7%76.4320.5%1.1%
30Δ81.88168.2%7.5%76.8213.3%0.6%
35Δ81.19154.4%6.7%77.1113.7%0.4%
40Δ80.49140.5%5.9%77.3120.8%0.4%
45Δ79.80126.7%5.0%77.5127.8%0.4%
50Δ79.11112.8%4.2%77.7234.8%0.5%
55Δ78.4299.0%3.4%77.9241.9%0.5%
60Δ77.7285.1%2.5%78.1248.9%0.5%
65Δ77.0371.3%1.7%78.3255.9%0.6%
70Δ76.3457.4%0.9%78.1545.4%0.4%
75Δ76.3037.2%0.3%77.6716.5%0.1%
80Δ76.8810.7%0.1%77.9020.0%0.1%

20Δ

Calls
Pseudo strike
87.29
IV
255.2%
B/E move
14.5%
Puts
Pseudo strike
76.04
IV
27.7%
B/E move
1.6%

25Δ

Calls
Pseudo strike
82.82
IV
186.0%
B/E move
8.7%
Puts
Pseudo strike
76.43
IV
20.5%
B/E move
1.1%

30Δ

Calls
Pseudo strike
81.88
IV
168.2%
B/E move
7.5%
Puts
Pseudo strike
76.82
IV
13.3%
B/E move
0.6%

35Δ

Calls
Pseudo strike
81.19
IV
154.4%
B/E move
6.7%
Puts
Pseudo strike
77.11
IV
13.7%
B/E move
0.4%

40Δ

Calls
Pseudo strike
80.49
IV
140.5%
B/E move
5.9%
Puts
Pseudo strike
77.31
IV
20.8%
B/E move
0.4%

45Δ

Calls
Pseudo strike
79.80
IV
126.7%
B/E move
5.0%
Puts
Pseudo strike
77.51
IV
27.8%
B/E move
0.4%

50Δ

Calls
Pseudo strike
79.11
IV
112.8%
B/E move
4.2%
Puts
Pseudo strike
77.72
IV
34.8%
B/E move
0.5%

55Δ

Calls
Pseudo strike
78.42
IV
99.0%
B/E move
3.4%
Puts
Pseudo strike
77.92
IV
41.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
77.72
IV
85.1%
B/E move
2.5%
Puts
Pseudo strike
78.12
IV
48.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
77.03
IV
71.3%
B/E move
1.7%
Puts
Pseudo strike
78.32
IV
55.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
76.34
IV
57.4%
B/E move
0.9%
Puts
Pseudo strike
78.15
IV
45.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
76.30
IV
37.2%
B/E move
0.3%
Puts
Pseudo strike
77.67
IV
16.5%
B/E move
0.1%

80Δ

Calls
Pseudo strike
76.88
IV
10.7%
B/E move
0.1%
Puts
Pseudo strike
77.90
IV
20.0%
B/E move
0.1%