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iShares Ultra Short Duration Bond Active ETF ICSH

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Market datapartial · fetched 2026-10-23T12:34:35.938Z

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 · 2026-10-23T12:19:39.647517872Z

FundamentalsAlpha Vantage · unavailable

Share price$50.42
1D
Price history unavailable.

iShares Ultra Short Duration Bond Active ETF options

Live interpolated ICSH call and put midpoint premiums by absolute delta.iShares Ultra Short Duration Bond Active ETF$0.47$1.04$1.61$2.18$2.75$46.10$48.25$50.40$52.55$54.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICSH spot · $50.42ICSH PRICE$0.63$1.10$1.15$1.15$1.14$1.05$0.96$0.88$0.79$0.70$0.62$0.53$0.81$0.94$1.15$1.15$1.15$1.17$1.11$1.00$0.90$0.79$0.77$1.21$1.64$2.58
PutsExpensive3.77×
CallsExpensive3.79×
SkewBearish+0.29 pp
Implied moveBearish±$1.97
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2232.3%8.8%45.8148.1%11.0%
25Δ56.7555.5%14.7%46.4151.2%10.2%
30Δ54.5846.0%10.5%47.9940.5%7.1%
35Δ52.9236.8%7.2%49.0333.1%5.0%
40Δ51.9630.5%5.3%49.7128.1%3.7%
45Δ51.6926.9%4.6%50.1323.7%2.8%
50Δ51.4223.3%3.9%50.3619.6%2.1%
55Δ51.1619.7%3.2%50.5815.6%1.5%
60Δ50.8916.1%2.5%50.8111.5%0.8%
65Δ50.6212.5%1.8%51.078.6%0.2%
70Δ50.368.9%1.1%51.5111.1%0.2%
75Δ50.095.4%0.4%51.9413.7%0.2%
80Δ49.695.7%0.2%52.8818.5%0.2%

20Δ

Calls
Pseudo strike
54.22
IV
32.3%
B/E move
8.8%
Puts
Pseudo strike
45.81
IV
48.1%
B/E move
11.0%

25Δ

Calls
Pseudo strike
56.75
IV
55.5%
B/E move
14.7%
Puts
Pseudo strike
46.41
IV
51.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
54.58
IV
46.0%
B/E move
10.5%
Puts
Pseudo strike
47.99
IV
40.5%
B/E move
7.1%

35Δ

Calls
Pseudo strike
52.92
IV
36.8%
B/E move
7.2%
Puts
Pseudo strike
49.03
IV
33.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
51.96
IV
30.5%
B/E move
5.3%
Puts
Pseudo strike
49.71
IV
28.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
51.69
IV
26.9%
B/E move
4.6%
Puts
Pseudo strike
50.13
IV
23.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
51.42
IV
23.3%
B/E move
3.9%
Puts
Pseudo strike
50.36
IV
19.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
51.16
IV
19.7%
B/E move
3.2%
Puts
Pseudo strike
50.58
IV
15.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
50.89
IV
16.1%
B/E move
2.5%
Puts
Pseudo strike
50.81
IV
11.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
50.62
IV
12.5%
B/E move
1.8%
Puts
Pseudo strike
51.07
IV
8.6%
B/E move
0.2%

70Δ

Calls
Pseudo strike
50.36
IV
8.9%
B/E move
1.1%
Puts
Pseudo strike
51.51
IV
11.1%
B/E move
0.2%

75Δ

Calls
Pseudo strike
50.09
IV
5.4%
B/E move
0.4%
Puts
Pseudo strike
51.94
IV
13.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
49.69
IV
5.7%
B/E move
0.2%
Puts
Pseudo strike
52.88
IV
18.5%
B/E move
0.2%

Options history

No recorded observations