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iShares Ultra Short Duration Bond Active ETF ICSH

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Market datapartial · fetched 2026-11-13T18:50:12.328Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-13T18:50:07.494305139Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:50:10.136177+00:00

Share price$50.33
1D+0.0%
$50.28$50.30$50.32$50.34$50.365:30 AM6:30 AM9:00 AM1:00 PMICSH
Sold putSold call

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$0.31$0.44$0.57$0.71$0.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEICSH PRICE$0.32$0.40$0.48$0.56$0.64$0.72$0.80
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4412.6%8.4%
25Δ47.1611.8%7.1%
30Δ47.8911.0%5.8%
35Δ48.6110.1%4.5%
40Δ49.339.3%3.3%
45Δ50.058.5%2.0%
50Δ50.777.6%0.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.44
IV
12.6%
B/E move
8.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.16
IV
11.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.89
IV
11.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.61
IV
10.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.33
IV
9.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.05
IV
8.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.77
IV
7.6%
B/E move
0.7%

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend21.33%
Daily close
ICSH16.0%33.4%50.8%2026-08-17: 30.41%2026-08-18: 32.72%2026-08-19: 39.39%2026-08-20: 44.61%2026-08-21: 20.73%2026-08-24: 20.63%2026-08-25: 18.37%2026-08-26: 20.51%2026-08-31: 22.22%2026-09-01: 22.81%2026-09-02: 22.76%2026-09-03: 23.07%2026-09-04: 23.37%2026-09-08: 25.59%2026-09-09: 25.95%2026-09-10: 26.70%2026-09-11: 28.16%2026-09-14: 32.53%2026-09-15: 33.59%2026-09-16: 39.30%2026-09-17: 48.42%2026-09-18: 20.74%2026-09-23: 19.30%2026-09-24: 21.33%Aug 17Sep 3Sep 24
24 observations2026-08-17 — 2026-09-24
Table
DateIV (%)
30.41%
32.72%
39.39%
44.61%
20.73%
20.63%
18.37%
20.51%
22.22%
22.81%
22.76%
23.07%
23.37%
25.59%
25.95%
26.70%
28.16%
32.53%
33.59%
39.30%
48.42%
20.74%
19.30%
21.33%