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iShares iBoxx $ High Yield Corporate Bond ETF HYG

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Market dataready · fetched 2026-11-07T02:17:31.139Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T01:00:00.149329455Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:17:30.605419+00:00

Share price$77.23
1D-0.1%
AH$77.16$77.22$77.28$77.33$77.395:30 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$0.03$0.27$0.51$0.75$0.99$76.15$76.70$77.26$77.82$78.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HYG spot · $77.23HYG PRICE$0.05$0.07$0.08$0.11$0.13$0.16$0.19$0.22$0.25$0.27$0.30$0.33$0.92$0.10$0.14$0.18$0.23$0.25$0.25$0.26$0.26$0.27$0.27$0.28
Puts——
CallsCheap0.49×
Skew——
Implied moveBearish±$0.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.754.4%0.7%76.548.3%1.0%
25Δ77.634.2%0.6%76.678.5%0.9%
30Δ77.524.0%0.5%76.808.7%0.8%
35Δ77.464.0%0.4%76.948.8%0.7%
40Δ77.403.9%0.4%77.048.5%0.6%
45Δ77.353.9%0.4%77.117.7%0.5%
50Δ77.303.9%0.3%77.196.9%0.4%
55Δ77.243.8%0.3%77.266.1%0.3%
60Δ77.193.8%0.3%77.335.3%0.2%
65Δ77.143.8%0.2%77.414.5%0.1%
70Δ77.083.8%0.2%77.483.7%0.0%
75Δ77.033.7%0.2%
80Δ76.479.1%0.2%

20Δ

Calls
Pseudo strike
77.75
IV
4.4%
B/E move
0.7%
Puts
Pseudo strike
76.54
IV
8.3%
B/E move
1.0%

25Δ

Calls
Pseudo strike
77.63
IV
4.2%
B/E move
0.6%
Puts
Pseudo strike
76.67
IV
8.5%
B/E move
0.9%

30Δ

Calls
Pseudo strike
77.52
IV
4.0%
B/E move
0.5%
Puts
Pseudo strike
76.80
IV
8.7%
B/E move
0.8%

35Δ

Calls
Pseudo strike
77.46
IV
4.0%
B/E move
0.4%
Puts
Pseudo strike
76.94
IV
8.8%
B/E move
0.7%

40Δ

Calls
Pseudo strike
77.40
IV
3.9%
B/E move
0.4%
Puts
Pseudo strike
77.04
IV
8.5%
B/E move
0.6%

45Δ

Calls
Pseudo strike
77.35
IV
3.9%
B/E move
0.4%
Puts
Pseudo strike
77.11
IV
7.7%
B/E move
0.5%

50Δ

Calls
Pseudo strike
77.30
IV
3.9%
B/E move
0.3%
Puts
Pseudo strike
77.19
IV
6.9%
B/E move
0.4%

55Δ

Calls
Pseudo strike
77.24
IV
3.8%
B/E move
0.3%
Puts
Pseudo strike
77.26
IV
6.1%
B/E move
0.3%

60Δ

Calls
Pseudo strike
77.19
IV
3.8%
B/E move
0.3%
Puts
Pseudo strike
77.33
IV
5.3%
B/E move
0.2%

65Δ

Calls
Pseudo strike
77.14
IV
3.8%
B/E move
0.2%
Puts
Pseudo strike
77.41
IV
4.5%
B/E move
0.1%

70Δ

Calls
Pseudo strike
77.08
IV
3.8%
B/E move
0.2%
Puts
Pseudo strike
77.48
IV
3.7%
B/E move
0.0%

75Δ

Calls
Pseudo strike
77.03
IV
3.7%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
76.47
IV
9.1%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend6.76%
Daily close
HYG4.7%6.7%8.6%2026-09-09: 5.01%2026-09-11: 5.08%2026-09-14: 5.15%2026-09-15: 5.62%2026-09-16: 6.01%2026-09-28: 7.44%2026-10-01: 8.35%2026-10-02: 6.28%2026-10-05: 5.91%2026-10-09: 5.36%2026-10-12: 5.50%2026-10-13: 6.17%2026-10-14: 6.32%2026-10-16: 6.65%2026-10-19: 6.43%2026-10-20: 5.95%2026-10-21: 5.90%2026-10-23: 6.50%2026-10-26: 6.76%Sep 9Oct 9Oct 26
19 observations2026-09-09 — 2026-10-26
Table
DateIV (%)
5.01%
5.08%
5.15%
5.62%
6.01%
7.44%
8.35%
6.28%
5.91%
5.36%
5.50%
6.17%
6.32%
6.65%
6.43%
5.95%
5.90%
6.50%
6.76%