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iShares Core International Aggregate Bond Fund IAGG

i

Market dataready · fetched 2026-11-12T02:21:51.078Z

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: 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 · 2026-11-12T01:00:03.782701676Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:21:50.688046+00:00

Share price$49.80
1D+0.0%
AH$49.72$49.75$49.77$49.80$49.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIAGG
Sold putSold callAH

iShares Core International Aggregate Bond Fund options

Live interpolated IAGG call and put midpoint premiums by absolute delta.iShares Core International Aggregate Bond Fund$1.07$1.37$1.68$1.99$2.30$45.31$46.64$47.98$49.32$50.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IAGG spot · $49.80IAGG PRICE$1.10$1.10$1.10$1.10$1.10$1.13$1.28$1.44$1.59$1.72$1.85$1.98$1.10$1.10$1.10$1.10$1.11$1.17$1.24$1.39$1.57$1.74$1.90$2.05$2.21
PutsExpensive4.48×
Calls——
Skew——
Implied moveBearish±$2.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.19120.5%15.5%
25Δ56.45104.4%15.6%45.8089.7%10.2%
30Δ53.6380.0%9.9%47.3271.0%7.2%
35Δ52.0563.9%6.7%48.3158.1%5.2%
40Δ51.0752.4%4.8%49.0448.2%3.7%
45Δ50.4744.5%3.6%49.4943.6%3.0%
50Δ49.9437.8%2.5%49.9338.9%2.2%
55Δ49.5936.8%2.2%50.2937.1%1.8%
60Δ49.2435.8%1.8%50.6336.0%1.5%
65Δ48.9234.4%1.4%50.9834.8%1.1%
70Δ48.6632.2%1.2%51.2532.7%0.9%
75Δ48.4030.0%0.9%51.5230.6%0.7%
80Δ48.1327.8%0.6%51.7928.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.19
IV
120.5%
B/E move
15.5%

25Δ

Calls
Pseudo strike
56.45
IV
104.4%
B/E move
15.6%
Puts
Pseudo strike
45.80
IV
89.7%
B/E move
10.2%

30Δ

Calls
Pseudo strike
53.63
IV
80.0%
B/E move
9.9%
Puts
Pseudo strike
47.32
IV
71.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
52.05
IV
63.9%
B/E move
6.7%
Puts
Pseudo strike
48.31
IV
58.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
51.07
IV
52.4%
B/E move
4.8%
Puts
Pseudo strike
49.04
IV
48.2%
B/E move
3.7%

45Δ

Calls
Pseudo strike
50.47
IV
44.5%
B/E move
3.6%
Puts
Pseudo strike
49.49
IV
43.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
49.94
IV
37.8%
B/E move
2.5%
Puts
Pseudo strike
49.93
IV
38.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
49.59
IV
36.8%
B/E move
2.2%
Puts
Pseudo strike
50.29
IV
37.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
49.24
IV
35.8%
B/E move
1.8%
Puts
Pseudo strike
50.63
IV
36.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
48.92
IV
34.4%
B/E move
1.4%
Puts
Pseudo strike
50.98
IV
34.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
48.66
IV
32.2%
B/E move
1.2%
Puts
Pseudo strike
51.25
IV
32.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
48.40
IV
30.0%
B/E move
0.9%
Puts
Pseudo strike
51.52
IV
30.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
48.13
IV
27.8%
B/E move
0.6%
Puts
Pseudo strike
51.79
IV
28.4%
B/E move
0.4%

Options history

IV · four-Friday blend20.89%
Daily close
IAGG15.6%29.4%43.1%2026-08-13: 23.23%2026-08-14: 23.82%2026-08-17: 27.32%2026-08-18: 28.48%2026-08-19: 32.31%2026-08-20: 38.18%2026-08-21: 17.52%2026-08-24: 17.70%2026-08-25: 17.74%2026-08-26: 17.79%2026-08-27: 17.97%2026-08-28: 18.40%2026-08-31: 19.18%2026-09-01: 19.69%2026-09-02: 20.10%2026-09-03: 19.92%2026-09-04: 20.02%2026-09-08: 21.64%2026-09-09: 22.61%2026-09-10: 23.44%2026-09-11: 24.30%2026-09-14: 27.67%2026-09-15: 29.89%2026-09-16: 33.26%2026-09-17: 41.23%2026-09-18: 18.59%2026-09-21: 18.74%2026-09-22: 18.75%2026-09-23: 18.66%2026-09-24: 18.11%2026-09-25: 18.42%2026-09-28: 20.13%2026-09-29: 20.45%2026-09-30: 20.59%2026-10-01: 20.12%2026-10-02: 20.31%2026-10-05: 21.43%2026-10-06: 21.91%2026-10-07: 22.23%2026-10-08: 22.87%2026-10-09: 23.68%2026-10-12: 26.68%2026-10-13: 28.97%2026-10-14: 32.16%2026-10-15: 40.53%2026-10-16: 18.61%2026-10-19: 18.91%2026-10-20: 18.76%2026-10-21: 18.71%2026-10-22: 19.10%2026-10-23: 19.29%2026-10-26: 20.26%2026-10-27: 20.28%2026-10-28: 20.48%2026-10-29: 20.62%2026-10-30: 20.89%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.23%
23.82%
27.32%
28.48%
32.31%
38.18%
17.52%
17.70%
17.74%
17.79%
17.97%
18.40%
19.18%
19.69%
20.10%
19.92%
20.02%
21.64%
22.61%
23.44%
24.30%
27.67%
29.89%
33.26%
41.23%
18.59%
18.74%
18.75%
18.66%
18.11%
18.42%
20.13%
20.45%
20.59%
20.12%
20.31%
21.43%
21.91%
22.23%
22.87%
23.68%
26.68%
28.97%
32.16%
40.53%
18.61%
18.91%
18.76%
18.71%
19.10%
19.29%
20.26%
20.28%
20.48%
20.62%
20.89%