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iShares Convertible Bond ETF ICVT

i

Market dataready · fetched 2026-10-22T21:09:17.726Z

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 · 2026-10-22T20:10:03.443244961Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:08:32.871032+00:00

Share price$105.03
1D-0.8%
AH$104.50$104.93$105.36$105.79$106.225:30 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$2.29$3.75$5.22$6.68$8.14$93.55$99.59$105.63$111.67$117.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICVT spot · $105.03ICVT PRICE$2.45$2.45$2.45$2.45$2.45$2.56$2.78$2.88$3.31$4.25$4.96$6.10$7.21$2.45$2.45$2.45$2.45$2.45$2.45$2.74$3.29$3.82$4.12$4.59$5.38$7.72
PutsExpensive1.67×
CallsExpensive2.38×
SkewBullish-4.04 pp
Implied moveBalanced±$5.52
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.8182.6%27.8%91.2568.2%15.5%
25Δ119.9260.3%16.5%96.5851.6%10.4%
30Δ113.8846.5%10.8%99.8840.9%7.2%
35Δ110.3737.2%7.4%102.1033.4%5.1%
40Δ108.1430.5%5.3%103.6327.8%3.7%
45Δ106.6926.6%4.0%104.7323.5%2.6%
50Δ105.6624.7%3.2%105.5822.3%2.1%
55Δ104.7521.7%2.5%106.4522.8%1.8%
60Δ103.9321.6%2.1%107.3122.9%1.5%
65Δ102.8624.2%2.0%108.0421.5%1.1%
70Δ101.8324.6%1.7%108.8220.7%0.8%
75Δ100.4526.5%1.5%109.8521.0%0.5%
80Δ99.0627.2%1.2%112.3025.3%0.4%

20Δ

Calls
Pseudo strike
131.81
IV
82.6%
B/E move
27.8%
Puts
Pseudo strike
91.25
IV
68.2%
B/E move
15.5%

25Δ

Calls
Pseudo strike
119.92
IV
60.3%
B/E move
16.5%
Puts
Pseudo strike
96.58
IV
51.6%
B/E move
10.4%

30Δ

Calls
Pseudo strike
113.88
IV
46.5%
B/E move
10.8%
Puts
Pseudo strike
99.88
IV
40.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
110.37
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
102.10
IV
33.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
108.14
IV
30.5%
B/E move
5.3%
Puts
Pseudo strike
103.63
IV
27.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
106.69
IV
26.6%
B/E move
4.0%
Puts
Pseudo strike
104.73
IV
23.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
105.66
IV
24.7%
B/E move
3.2%
Puts
Pseudo strike
105.58
IV
22.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
104.75
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
106.45
IV
22.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
103.93
IV
21.6%
B/E move
2.1%
Puts
Pseudo strike
107.31
IV
22.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
102.86
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
108.04
IV
21.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
101.83
IV
24.6%
B/E move
1.7%
Puts
Pseudo strike
108.82
IV
20.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
100.45
IV
26.5%
B/E move
1.5%
Puts
Pseudo strike
109.85
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
99.06
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
112.30
IV
25.3%
B/E move
0.4%

Options history

No recorded observations