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iShares iBoxx $ High Yield Corporate Bond ETF HYG

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Market dataready · fetched 2026-10-16T21:48:51.899Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:10:00.003717164Z

FundamentalsAlpha Vantage · ready

Share price$76.86
1D-0.2%
AH$76.78$76.87$76.97$77.07$77.175:30 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$0.14$1.10$2.06$3.03$3.99$72.39$75.61$78.83$82.05$85.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYG spot · $76.86HYG PRICE$2.18$2.45$2.45$2.45$2.45$0.26$0.59$0.92$1.24$1.59$2.30$3.01$3.72$0.39$2.34$2.45$0.24$0.27$0.30$0.33$0.44$0.88$1.33$1.77$0.75$2.73
PutsExpensive4.41×
CallsExpensive11.95×
SkewBullish-37.15 pp
Implied moveBullish±$0.92
TiltBullish28.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.86204.8%35.4%75.1725.3%2.7%
25Δ93.29174.9%24.6%69.33132.4%12.8%
30Δ86.16133.5%15.3%71.79111.9%9.8%
35Δ82.27106.3%10.2%76.529.6%0.7%
40Δ79.9287.2%7.2%76.659.0%0.6%
45Δ76.915.8%0.4%76.778.4%0.5%
50Δ76.6810.5%0.5%76.907.8%0.4%
55Δ76.4515.2%0.7%77.088.2%0.3%
60Δ76.2219.9%0.8%77.4812.6%0.3%
65Δ75.9624.6%0.9%77.8917.0%0.4%
70Δ75.1828.4%0.8%78.2921.5%0.4%
75Δ74.4032.2%0.7%77.548.4%0.1%
80Δ73.6236.1%0.6%79.4024.3%0.2%

20Δ

Calls
Pseudo strike
101.86
IV
204.8%
B/E move
35.4%
Puts
Pseudo strike
75.17
IV
25.3%
B/E move
2.7%

25Δ

Calls
Pseudo strike
93.29
IV
174.9%
B/E move
24.6%
Puts
Pseudo strike
69.33
IV
132.4%
B/E move
12.8%

30Δ

Calls
Pseudo strike
86.16
IV
133.5%
B/E move
15.3%
Puts
Pseudo strike
71.79
IV
111.9%
B/E move
9.8%

35Δ

Calls
Pseudo strike
82.27
IV
106.3%
B/E move
10.2%
Puts
Pseudo strike
76.52
IV
9.6%
B/E move
0.7%

40Δ

Calls
Pseudo strike
79.92
IV
87.2%
B/E move
7.2%
Puts
Pseudo strike
76.65
IV
9.0%
B/E move
0.6%

45Δ

Calls
Pseudo strike
76.91
IV
5.8%
B/E move
0.4%
Puts
Pseudo strike
76.77
IV
8.4%
B/E move
0.5%

50Δ

Calls
Pseudo strike
76.68
IV
10.5%
B/E move
0.5%
Puts
Pseudo strike
76.90
IV
7.8%
B/E move
0.4%

55Δ

Calls
Pseudo strike
76.45
IV
15.2%
B/E move
0.7%
Puts
Pseudo strike
77.08
IV
8.2%
B/E move
0.3%

60Δ

Calls
Pseudo strike
76.22
IV
19.9%
B/E move
0.8%
Puts
Pseudo strike
77.48
IV
12.6%
B/E move
0.3%

65Δ

Calls
Pseudo strike
75.96
IV
24.6%
B/E move
0.9%
Puts
Pseudo strike
77.89
IV
17.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
75.18
IV
28.4%
B/E move
0.8%
Puts
Pseudo strike
78.29
IV
21.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
74.40
IV
32.2%
B/E move
0.7%
Puts
Pseudo strike
77.54
IV
8.4%
B/E move
0.1%

80Δ

Calls
Pseudo strike
73.62
IV
36.1%
B/E move
0.6%
Puts
Pseudo strike
79.40
IV
24.3%
B/E move
0.2%