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iShares Core International Aggregate Bond Fund IAGG

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Market datapartial · fetched 2026-10-23T01:29:14.244Z

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 · 2026-10-23T00:00:03.600485696Z

FundamentalsAlpha Vantage · unavailable

Share price$49.40
1D-0.1%
AH$49.22$49.27$49.32$49.37$49.425:30 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$0.73$0.97$1.22$1.46$1.71$44.81$46.88$48.94$51.00$53.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAGG spot · $49.40IAGG PRICE$0.95$0.75$0.86$0.97$1.05$1.13$1.21$1.35$1.49$1.64$0.95$0.95$0.96$0.97$1.06$1.18$1.30
PutsExpensive1.95×
CallsExpensive1.57×
SkewBearish+6.68 pp
Implied moveBearish±$2.23
TiltBullish21.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ46.0243.1%8.8%
30Δ52.7638.1%8.7%47.3234.4%6.1%
35Δ50.9923.9%4.7%48.2028.2%4.4%
40Δ50.5222.6%4.0%48.8223.8%3.1%
45Δ50.0421.2%3.3%49.2621.7%2.4%
50Δ49.7019.8%2.7%49.6220.5%1.9%
55Δ49.3818.3%2.2%49.9919.4%1.4%
60Δ49.0516.8%1.8%
65Δ48.7816.0%1.5%
70Δ48.5115.3%1.2%
75Δ48.2514.6%1.0%
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
46.02
IV
43.1%
B/E move
8.8%

30Δ

Calls
Pseudo strike
52.76
IV
38.1%
B/E move
8.7%
Puts
Pseudo strike
47.32
IV
34.4%
B/E move
6.1%

35Δ

Calls
Pseudo strike
50.99
IV
23.9%
B/E move
4.7%
Puts
Pseudo strike
48.20
IV
28.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
50.52
IV
22.6%
B/E move
4.0%
Puts
Pseudo strike
48.82
IV
23.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
50.04
IV
21.2%
B/E move
3.3%
Puts
Pseudo strike
49.26
IV
21.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
49.70
IV
19.8%
B/E move
2.7%
Puts
Pseudo strike
49.62
IV
20.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
49.38
IV
18.3%
B/E move
2.2%
Puts
Pseudo strike
49.99
IV
19.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
49.05
IV
16.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
48.78
IV
16.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
48.51
IV
15.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
48.25
IV
14.6%
B/E move
1.0%
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