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iShares 7-10 Year Treasury Bond ETF IEF

i

Market dataready · fetched 2026-11-10T22:23:48.855Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:15:03.997439598Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:23:48.489585+00:00

Share price$91.05
1D-0.5%
AH$90.81$90.97$91.13$91.29$91.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEF
Sold putSold callAH

iShares 7-10 Year Treasury Bond ETF options

Live interpolated IEF call and put midpoint premiums by absolute delta.iShares 7-10 Year Treasury Bond ETF$0.03$0.41$0.80$1.18$1.57$90.26$90.75$91.24$91.72$92.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IEF spot · $91.05IEF PRICE$0.07$0.09$0.12$0.14$0.17$0.20$0.23$0.25$0.31$0.37$0.44$0.07$0.09$0.12$0.14$0.17$0.19$0.25$0.30$0.36$0.41$1.42$1.46
Puts——
Calls——
Skew——
Implied moveBearish±$0.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.627.2%0.7%90.577.1%0.6%
25Δ91.487.0%0.6%90.667.0%0.5%
30Δ91.406.9%0.5%90.757.0%0.5%
35Δ91.326.9%0.5%90.846.9%0.4%
40Δ91.256.8%0.4%90.936.8%0.3%
45Δ91.176.7%0.3%91.016.8%0.3%
50Δ91.096.7%0.3%91.106.9%0.2%
55Δ91.026.6%0.2%91.187.1%0.2%
60Δ90.936.6%0.2%91.267.2%0.2%
65Δ90.846.7%0.2%91.347.4%0.1%
70Δ90.766.7%0.2%
75Δ92.2121.1%0.3%
80Δ92.3418.6%0.2%

20Δ

Calls
Pseudo strike
91.62
IV
7.2%
B/E move
0.7%
Puts
Pseudo strike
90.57
IV
7.1%
B/E move
0.6%

25Δ

Calls
Pseudo strike
91.48
IV
7.0%
B/E move
0.6%
Puts
Pseudo strike
90.66
IV
7.0%
B/E move
0.5%

30Δ

Calls
Pseudo strike
91.40
IV
6.9%
B/E move
0.5%
Puts
Pseudo strike
90.75
IV
7.0%
B/E move
0.5%

35Δ

Calls
Pseudo strike
91.32
IV
6.9%
B/E move
0.5%
Puts
Pseudo strike
90.84
IV
6.9%
B/E move
0.4%

40Δ

Calls
Pseudo strike
91.25
IV
6.8%
B/E move
0.4%
Puts
Pseudo strike
90.93
IV
6.8%
B/E move
0.3%

45Δ

Calls
Pseudo strike
91.17
IV
6.7%
B/E move
0.3%
Puts
Pseudo strike
91.01
IV
6.8%
B/E move
0.3%

50Δ

Calls
Pseudo strike
91.09
IV
6.7%
B/E move
0.3%
Puts
Pseudo strike
91.10
IV
6.9%
B/E move
0.2%

55Δ

Calls
Pseudo strike
91.02
IV
6.6%
B/E move
0.2%
Puts
Pseudo strike
91.18
IV
7.1%
B/E move
0.2%

60Δ

Calls
Pseudo strike
90.93
IV
6.6%
B/E move
0.2%
Puts
Pseudo strike
91.26
IV
7.2%
B/E move
0.2%

65Δ

Calls
Pseudo strike
90.84
IV
6.7%
B/E move
0.2%
Puts
Pseudo strike
91.34
IV
7.4%
B/E move
0.1%

70Δ

Calls
Pseudo strike
90.76
IV
6.7%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.21
IV
21.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.34
IV
18.6%
B/E move
0.2%

Options history

IV · four-Friday blend8.16%
Daily close
IEF4.8%7.2%9.5%2026-08-12: 5.16%2026-08-14: 6.26%2026-08-17: 7.47%2026-08-18: 5.26%2026-08-21: 5.59%2026-08-24: 6.70%2026-08-25: 5.81%2026-08-26: 5.96%2026-09-01: 8.32%2026-09-02: 5.72%2026-09-04: 5.34%2026-09-08: 5.97%2026-09-09: 8.98%2026-09-10: 8.23%2026-09-11: 6.59%2026-09-14: 7.04%2026-09-15: 7.35%2026-09-16: 7.01%2026-09-18: 6.20%2026-09-21: 6.47%2026-09-22: 6.41%2026-09-23: 7.99%2026-09-24: 9.00%2026-09-25: 7.99%2026-09-28: 8.87%2026-09-29: 9.09%2026-10-01: 9.08%2026-10-02: 7.86%2026-10-05: 8.33%2026-10-06: 7.38%2026-10-07: 7.58%2026-10-08: 8.26%2026-10-09: 7.04%2026-10-12: 7.29%2026-10-13: 7.53%2026-10-14: 7.80%2026-10-15: 7.94%2026-10-16: 7.74%2026-10-19: 7.65%2026-10-20: 7.58%2026-10-21: 7.49%2026-10-22: 9.22%2026-10-23: 8.21%2026-10-26: 8.23%2026-10-27: 9.05%2026-10-28: 8.00%2026-10-30: 8.16%Aug 12Sep 25Oct 30
47 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
5.16%
6.26%
7.47%
5.26%
5.59%
6.70%
5.81%
5.96%
8.32%
5.72%
5.34%
5.97%
8.98%
8.23%
6.59%
7.04%
7.35%
7.01%
6.20%
6.47%
6.41%
7.99%
9.00%
7.99%
8.87%
9.09%
9.08%
7.86%
8.33%
7.38%
7.58%
8.26%
7.04%
7.29%
7.53%
7.80%
7.94%
7.74%
7.65%
7.58%
7.49%
9.22%
8.21%
8.23%
9.05%
8.00%
8.16%