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iShares Interest Rate Hedged High Yield Bond ETF HYGH

i

Market datapartial · fetched 2026-10-22T15:47:42.603Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-22T15:41:11.305146271Z

FundamentalsAlpha Vantage · unavailable

Share price$84.66
1D+0.1%
$84.54$84.62$84.70$84.78$84.865:30 AM6:30 AM9:00 AM1:00 PMHYGH
Sold putSold call

iShares Interest Rate Hedged High Yield Bond ETF options

Live interpolated HYGH call and put midpoint premiums by absolute delta.iShares Interest Rate Hedged High Yield Bond ETF$2.35$3.26$4.17$5.08$5.99$68.36$74.87$81.38$87.89$94.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYGH spot · $84.66HYGH PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$3.43$5.03$5.03$5.73
PutsExpensive1.86×
CallsCheap0.77×
SkewBearish+12.06 pp
Implied moveBearish±$8.18
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ83.3818.8%5.6%
40Δ90.1313.4%9.4%84.4723.1%6.2%
45Δ88.5611.2%7.5%86.3919.7%3.9%
50Δ87.489.5%6.2%88.0919.0%2.7%
55Δ84.978.1%3.3%
60Δ85.616.9%4.0%
65Δ84.286.0%2.5%
70Δ83.365.2%1.4%
75Δ84.304.5%2.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.38
IV
18.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
90.13
IV
13.4%
B/E move
9.4%
Puts
Pseudo strike
84.47
IV
23.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
88.56
IV
11.2%
B/E move
7.5%
Puts
Pseudo strike
86.39
IV
19.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
87.48
IV
9.5%
B/E move
6.2%
Puts
Pseudo strike
88.09
IV
19.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
84.97
IV
8.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
85.61
IV
6.9%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
84.28
IV
6.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
83.36
IV
5.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
84.30
IV
4.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations