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iShares iBoxx $ High Yield Corporate Bond ETF HYG

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Market dataready · fetched 2026-10-20T06:09:02.776Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.136197286Z

FundamentalsAlpha Vantage · ready

Share price$76.83
1D-0.1%
AH$76.75$76.81$76.88$76.94$77.005:30 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$0.62$1.22$1.83$2.43$3.03$70.08$73.88$77.68$81.47$85.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYG spot · $76.83HYG PRICE$0.90$2.45$2.45$2.45$2.45$1.89$1.07$1.44$2.84$2.58$1.77$1.17$2.47$0.72$2.09$0.68$1.82$2.42$0.92$1.88$2.47$2.50$2.61$2.78$2.86$2.17
PutsExpensive3.10×
CallsExpensive4.90×
SkewBullish-7.48 pp
Implied moveBearish±$2.95
TiltBalanced0.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.5035.9%12.5%72.7526.0%6.3%
25Δ93.4081.6%24.8%69.4359.3%12.4%
30Δ86.4062.5%15.6%75.0617.0%3.2%
35Δ82.4949.7%10.6%74.7432.1%5.1%
40Δ80.1040.7%7.4%75.5335.3%4.8%
45Δ78.7428.6%4.9%76.7512.1%1.3%
50Δ77.6214.3%2.4%77.3519.6%1.8%
55Δ76.6413.6%1.6%77.8622.8%1.9%
60Δ75.9424.9%2.5%78.3320.0%1.3%
65Δ75.6519.6%1.8%78.7518.1%0.9%
70Δ75.9011.8%1.1%79.1416.7%0.6%
75Δ76.126.2%0.6%79.4615.0%0.3%
80Δ74.8911.8%0.7%79.0210.0%0.0%

20Δ

Calls
Pseudo strike
85.50
IV
35.9%
B/E move
12.5%
Puts
Pseudo strike
72.75
IV
26.0%
B/E move
6.3%

25Δ

Calls
Pseudo strike
93.40
IV
81.6%
B/E move
24.8%
Puts
Pseudo strike
69.43
IV
59.3%
B/E move
12.4%

30Δ

Calls
Pseudo strike
86.40
IV
62.5%
B/E move
15.6%
Puts
Pseudo strike
75.06
IV
17.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
82.49
IV
49.7%
B/E move
10.6%
Puts
Pseudo strike
74.74
IV
32.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
80.10
IV
40.7%
B/E move
7.4%
Puts
Pseudo strike
75.53
IV
35.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
78.74
IV
28.6%
B/E move
4.9%
Puts
Pseudo strike
76.75
IV
12.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
77.62
IV
14.3%
B/E move
2.4%
Puts
Pseudo strike
77.35
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
76.64
IV
13.6%
B/E move
1.6%
Puts
Pseudo strike
77.86
IV
22.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
75.94
IV
24.9%
B/E move
2.5%
Puts
Pseudo strike
78.33
IV
20.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
75.65
IV
19.6%
B/E move
1.8%
Puts
Pseudo strike
78.75
IV
18.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
75.90
IV
11.8%
B/E move
1.1%
Puts
Pseudo strike
79.14
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
76.12
IV
6.2%
B/E move
0.6%
Puts
Pseudo strike
79.46
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
74.89
IV
11.8%
B/E move
0.7%
Puts
Pseudo strike
79.02
IV
10.0%
B/E move
0.0%

Options history

HYG17.2217.2417.262026-10-19T20:00:10.785000+00:00: 17.24%Oct 19Oct 19
Table
ObservationIVSkewImplied move
17.24%-22.47 pp3.92%