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iShares Interest Rate Hedged High Yield Bond ETF HYGH

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Market datapartial · fetched 2026-10-22T16:44:35.004Z

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

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 · 2026-10-22T16:44:31.222306104Z

FundamentalsAlpha Vantage · unavailable

Share price$84.70
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$1.23$3.30$5.37$7.45$9.52$75.21$79.69$84.18$88.66$93.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYGH spot · $84.70HYGH PRICE$1.45$1.45$1.45$1.46$1.54$1.71$1.94$2.18$4.67$5.03$3.13$3.08$1.60$1.66$1.73$1.85$2.01$2.67$4.66$3.88$5.33$6.24$8.92
PutsExpensive1.13×
CallsCheap0.87×
SkewBearish+7.91 pp
Implied moveBearish±$4.38
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ92.9743.1%11.5%79.0042.1%8.6%
30Δ89.7433.4%7.7%81.1434.5%6.2%
35Δ87.8026.9%5.4%82.5929.4%4.5%
40Δ86.5822.3%3.9%83.6426.0%3.4%
45Δ85.7519.6%3.1%84.4523.8%2.7%
50Δ85.1318.5%2.5%85.3625.8%2.4%
55Δ84.5817.9%2.2%86.7538.4%3.1%
60Δ84.0517.4%1.8%87.1027.8%1.7%
65Δ82.2533.5%2.6%88.5033.5%1.8%
70Δ81.4931.7%2.1%89.7533.9%1.4%
75Δ82.4716.7%1.1%92.5241.2%1.3%
80Δ82.2612.9%0.8%

20Δ

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

25Δ

Calls
Pseudo strike
92.97
IV
43.1%
B/E move
11.5%
Puts
Pseudo strike
79.00
IV
42.1%
B/E move
8.6%

30Δ

Calls
Pseudo strike
89.74
IV
33.4%
B/E move
7.7%
Puts
Pseudo strike
81.14
IV
34.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
87.80
IV
26.9%
B/E move
5.4%
Puts
Pseudo strike
82.59
IV
29.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
86.58
IV
22.3%
B/E move
3.9%
Puts
Pseudo strike
83.64
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
85.75
IV
19.6%
B/E move
3.1%
Puts
Pseudo strike
84.45
IV
23.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
85.13
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
85.36
IV
25.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
84.58
IV
17.9%
B/E move
2.2%
Puts
Pseudo strike
86.75
IV
38.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
84.05
IV
17.4%
B/E move
1.8%
Puts
Pseudo strike
87.10
IV
27.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
82.25
IV
33.5%
B/E move
2.6%
Puts
Pseudo strike
88.50
IV
33.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
81.49
IV
31.7%
B/E move
2.1%
Puts
Pseudo strike
89.75
IV
33.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
82.47
IV
16.7%
B/E move
1.1%
Puts
Pseudo strike
92.52
IV
41.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
82.26
IV
12.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations