Share price$90.31
1D-0.1%
Sold putSold call
iShares 7-10 Year Treasury Bond ETF IEF
i
Market dataready · fetched 2026-10-21T17:00:30.097Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:00:23.25726869Z
FundamentalsAlpha Vantage · ready
iShares 7-10 Year Treasury Bond ETF options
PutsExpensive1.15×
CallsExpensive1.13×
SkewBullish-0.94 pp
Implied moveBullish±$0.42
TiltBullish7.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 90.81 | 7.6% | 0.6% | 89.89 | 7.2% | 0.5% |
| 25Δ | 90.71 | 7.4% | 0.5% | 90.01 | 6.9% | 0.4% |
| 30Δ | 90.61 | 7.3% | 0.4% | 90.07 | 6.8% | 0.4% |
| 35Δ | 90.51 | 7.1% | 0.4% | 90.13 | 6.7% | 0.3% |
| 40Δ | 90.44 | 7.2% | 0.3% | 90.19 | 6.7% | 0.3% |
| 45Δ | 90.38 | 7.3% | 0.3% | 90.25 | 6.6% | 0.2% |
| 50Δ | 90.31 | 7.4% | 0.3% | 90.31 | 6.5% | 0.2% |
| 55Δ | 90.24 | 7.5% | 0.2% | 90.37 | 6.4% | 0.2% |
| 60Δ | 90.18 | 7.6% | 0.2% | 90.43 | 6.4% | 0.1% |
| 65Δ | 90.11 | 7.7% | 0.2% | 90.49 | 6.3% | 0.1% |
| 70Δ | 90.04 | 7.8% | 0.1% | 90.58 | 6.5% | 0.1% |
| 75Δ | 89.94 | 8.2% | 0.1% | 90.69 | 6.8% | 0.1% |
| 80Δ | 89.77 | 9.0% | 0.1% | 90.79 | 7.2% | 0.0% |
20Δ
- Pseudo strike
- 90.81
- IV
- 7.6%
- B/E move
- 0.6%
- Pseudo strike
- 89.89
- IV
- 7.2%
- B/E move
- 0.5%
25Δ
- Pseudo strike
- 90.71
- IV
- 7.4%
- B/E move
- 0.5%
- Pseudo strike
- 90.01
- IV
- 6.9%
- B/E move
- 0.4%
30Δ
- Pseudo strike
- 90.61
- IV
- 7.3%
- B/E move
- 0.4%
- Pseudo strike
- 90.07
- IV
- 6.8%
- B/E move
- 0.4%
35Δ
- Pseudo strike
- 90.51
- IV
- 7.1%
- B/E move
- 0.4%
- Pseudo strike
- 90.13
- IV
- 6.7%
- B/E move
- 0.3%
40Δ
- Pseudo strike
- 90.44
- IV
- 7.2%
- B/E move
- 0.3%
- Pseudo strike
- 90.19
- IV
- 6.7%
- B/E move
- 0.3%
45Δ
- Pseudo strike
- 90.38
- IV
- 7.3%
- B/E move
- 0.3%
- Pseudo strike
- 90.25
- IV
- 6.6%
- B/E move
- 0.2%
50Δ
- Pseudo strike
- 90.31
- IV
- 7.4%
- B/E move
- 0.3%
- Pseudo strike
- 90.31
- IV
- 6.5%
- B/E move
- 0.2%
55Δ
- Pseudo strike
- 90.24
- IV
- 7.5%
- B/E move
- 0.2%
- Pseudo strike
- 90.37
- IV
- 6.4%
- B/E move
- 0.2%
60Δ
- Pseudo strike
- 90.18
- IV
- 7.6%
- B/E move
- 0.2%
- Pseudo strike
- 90.43
- IV
- 6.4%
- B/E move
- 0.1%
65Δ
- Pseudo strike
- 90.11
- IV
- 7.7%
- B/E move
- 0.2%
- Pseudo strike
- 90.49
- IV
- 6.3%
- B/E move
- 0.1%
70Δ
- Pseudo strike
- 90.04
- IV
- 7.8%
- B/E move
- 0.1%
- Pseudo strike
- 90.58
- IV
- 6.5%
- B/E move
- 0.1%
75Δ
- Pseudo strike
- 89.94
- IV
- 8.2%
- B/E move
- 0.1%
- Pseudo strike
- 90.69
- IV
- 6.8%
- B/E move
- 0.1%
80Δ
- Pseudo strike
- 89.77
- IV
- 9.0%
- B/E move
- 0.1%
- Pseudo strike
- 90.79
- IV
- 7.2%
- B/E move
- 0.0%
Options history
Table
| Date | IV |
|---|---|
| 7.63% | |
| 7.54% |