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iShares Ultra Short Duration Bond Active ETF ICSH

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Market dataready · fetched 2026-10-23T13:36:49.600Z

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 · 2026-10-23T13:35:29.633625036Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:33:05.222004+00:00

Share price$50.43
1D-0.0%
$50.40$50.41$50.43$50.44$50.455:30 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$0.00$0.77$1.53$2.30$3.06$48.98$49.63$50.28$50.93$51.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICSH spot · $50.42ICSH PRICE$0.06$0.09$0.12$0.15$0.18$0.21$0.24$0.26$0.29$0.32$0.35$0.38$0.41$0.11$0.18$0.24$0.31$0.38$0.45$0.51$0.58$0.65$0.80$1.23$1.66$2.84
PutsExpensive1.29×
CallsCheap0.41×
SkewBearish+5.87 pp
Implied moveBearish±$0.75
TiltBearish52.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.912.6%1.1%50.094.6%0.9%
25Δ50.852.6%1.0%50.195.0%0.8%
30Δ50.782.6%0.9%50.305.5%0.7%
35Δ50.712.6%0.9%50.405.9%0.7%
40Δ50.642.6%0.8%50.506.3%0.6%
45Δ50.572.6%0.7%50.616.7%0.5%
50Δ50.502.6%0.6%50.717.1%0.4%
55Δ50.442.7%0.5%50.827.5%0.4%
60Δ50.372.7%0.5%50.927.9%0.3%
65Δ50.302.7%0.4%51.108.8%0.2%
70Δ50.232.7%0.3%51.5311.3%0.2%
75Δ50.162.7%0.2%51.9613.9%0.2%
80Δ50.092.7%0.2%53.1220.3%0.3%

20Δ

Calls
Pseudo strike
50.91
IV
2.6%
B/E move
1.1%
Puts
Pseudo strike
50.09
IV
4.6%
B/E move
0.9%

25Δ

Calls
Pseudo strike
50.85
IV
2.6%
B/E move
1.0%
Puts
Pseudo strike
50.19
IV
5.0%
B/E move
0.8%

30Δ

Calls
Pseudo strike
50.78
IV
2.6%
B/E move
0.9%
Puts
Pseudo strike
50.30
IV
5.5%
B/E move
0.7%

35Δ

Calls
Pseudo strike
50.71
IV
2.6%
B/E move
0.9%
Puts
Pseudo strike
50.40
IV
5.9%
B/E move
0.7%

40Δ

Calls
Pseudo strike
50.64
IV
2.6%
B/E move
0.8%
Puts
Pseudo strike
50.50
IV
6.3%
B/E move
0.6%

45Δ

Calls
Pseudo strike
50.57
IV
2.6%
B/E move
0.7%
Puts
Pseudo strike
50.61
IV
6.7%
B/E move
0.5%

50Δ

Calls
Pseudo strike
50.50
IV
2.6%
B/E move
0.6%
Puts
Pseudo strike
50.71
IV
7.1%
B/E move
0.4%

55Δ

Calls
Pseudo strike
50.44
IV
2.7%
B/E move
0.5%
Puts
Pseudo strike
50.82
IV
7.5%
B/E move
0.4%

60Δ

Calls
Pseudo strike
50.37
IV
2.7%
B/E move
0.5%
Puts
Pseudo strike
50.92
IV
7.9%
B/E move
0.3%

65Δ

Calls
Pseudo strike
50.30
IV
2.7%
B/E move
0.4%
Puts
Pseudo strike
51.10
IV
8.8%
B/E move
0.2%

70Δ

Calls
Pseudo strike
50.23
IV
2.7%
B/E move
0.3%
Puts
Pseudo strike
51.53
IV
11.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
50.16
IV
2.7%
B/E move
0.2%
Puts
Pseudo strike
51.96
IV
13.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
50.09
IV
2.7%
B/E move
0.2%
Puts
Pseudo strike
53.12
IV
20.3%
B/E move
0.3%

Options history

No recorded observations