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iShares Convertible Bond ETF ICVT

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Market datapartial · fetched 2026-10-22T12:26:26.973Z

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 · 2026-10-22T00:00:03.577527118Z

FundamentalsAlpha Vantage · unavailable

Share price$106.89
1D+0.0%
AH$106.53$106.75$106.97$107.19$107.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICVT
Sold putSold callAH

iShares Convertible Bond ETF options

Live interpolated ICVT call and put midpoint premiums by absolute delta.iShares Convertible Bond ETF$1.99$3.23$4.47$5.71$6.94$95.62$101.48$107.34$113.19$119.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICVT spot · $106.89ICVT PRICE$2.45$2.45$2.13$2.45$2.45$2.45$2.45$2.74$3.36$3.75$4.89$5.50$6.54$2.45$2.45$2.45$2.45$2.45$2.45$2.60$2.89$3.36$4.23$4.65$5.81$6.59
PutsExpensive1.68×
CallsExpensive2.26×
SkewBullish-2.94 pp
Implied moveBearish±$5.05
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.5080.5%27.2%93.0466.7%15.2%
25Δ121.7258.8%16.2%98.4150.4%10.2%
30Δ114.6439.6%9.2%101.7340.0%7.1%
35Δ112.2236.3%7.3%103.9732.6%5.0%
40Δ110.1030.0%5.3%105.4927.2%3.6%
45Δ108.5424.9%3.8%106.5923.0%2.6%
50Δ107.5221.1%2.9%107.4220.8%1.9%
55Δ106.6420.0%2.3%108.1519.8%1.5%
60Δ105.7821.5%2.1%108.9319.9%1.2%
65Δ105.0020.9%1.7%109.9821.6%1.1%
70Δ103.7523.8%1.6%110.7320.6%0.8%
75Δ102.7923.3%1.3%112.0822.2%0.6%
80Δ101.5124.1%1.1%113.1221.7%0.3%

20Δ

Calls
Pseudo strike
133.50
IV
80.5%
B/E move
27.2%
Puts
Pseudo strike
93.04
IV
66.7%
B/E move
15.2%

25Δ

Calls
Pseudo strike
121.72
IV
58.8%
B/E move
16.2%
Puts
Pseudo strike
98.41
IV
50.4%
B/E move
10.2%

30Δ

Calls
Pseudo strike
114.64
IV
39.6%
B/E move
9.2%
Puts
Pseudo strike
101.73
IV
40.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
112.22
IV
36.3%
B/E move
7.3%
Puts
Pseudo strike
103.97
IV
32.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
110.10
IV
30.0%
B/E move
5.3%
Puts
Pseudo strike
105.49
IV
27.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
108.54
IV
24.9%
B/E move
3.8%
Puts
Pseudo strike
106.59
IV
23.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
107.52
IV
21.1%
B/E move
2.9%
Puts
Pseudo strike
107.42
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
106.64
IV
20.0%
B/E move
2.3%
Puts
Pseudo strike
108.15
IV
19.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
105.78
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
108.93
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
105.00
IV
20.9%
B/E move
1.7%
Puts
Pseudo strike
109.98
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
103.75
IV
23.8%
B/E move
1.6%
Puts
Pseudo strike
110.73
IV
20.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
102.79
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
112.08
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
101.51
IV
24.1%
B/E move
1.1%
Puts
Pseudo strike
113.12
IV
21.7%
B/E move
0.3%

Options history

No recorded observations