Share price$90.29
1D-0.1%
Sold putSold call
iShares 7-10 Year Treasury Bond ETF IEF
i
Market dataready · fetched 2026-10-21T17:48:11.233Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:48:08.102894119Z
FundamentalsAlpha Vantage · ready
iShares 7-10 Year Treasury Bond ETF options
PutsExpensive1.19×
CallsExpensive1.17×
SkewBullish-1.31 pp
Implied moveBullish±$0.42
TiltBullish14.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 90.79 | 7.7% | 0.6% | 89.86 | 7.2% | 0.5% |
| 25Δ | 90.69 | 7.5% | 0.5% | 89.99 | 6.9% | 0.4% |
| 30Δ | 90.59 | 7.3% | 0.4% | 90.06 | 6.8% | 0.4% |
| 35Δ | 90.49 | 7.2% | 0.4% | 90.11 | 6.8% | 0.3% |
| 40Δ | 90.42 | 7.3% | 0.3% | 90.17 | 6.7% | 0.3% |
| 45Δ | 90.36 | 7.4% | 0.3% | 90.23 | 6.6% | 0.2% |
| 50Δ | 90.29 | 7.5% | 0.3% | 90.29 | 6.6% | 0.2% |
| 55Δ | 90.23 | 7.5% | 0.2% | 90.35 | 6.5% | 0.2% |
| 60Δ | 90.16 | 7.6% | 0.2% | 90.41 | 6.4% | 0.1% |
| 65Δ | 90.09 | 7.7% | 0.2% | 90.47 | 6.4% | 0.1% |
| 70Δ | 90.03 | 7.8% | 0.1% | 90.55 | 6.4% | 0.1% |
| 75Δ | 89.79 | 9.3% | 0.1% | 90.64 | 6.5% | 0.1% |
| 80Δ | 89.44 | 11.7% | 0.1% | 90.74 | 6.7% | 0.0% |
20Δ
- Pseudo strike
- 90.79
- IV
- 7.7%
- B/E move
- 0.6%
- Pseudo strike
- 89.86
- IV
- 7.2%
- B/E move
- 0.5%
25Δ
- Pseudo strike
- 90.69
- IV
- 7.5%
- B/E move
- 0.5%
- Pseudo strike
- 89.99
- IV
- 6.9%
- B/E move
- 0.4%
30Δ
- Pseudo strike
- 90.59
- IV
- 7.3%
- B/E move
- 0.4%
- Pseudo strike
- 90.06
- IV
- 6.8%
- B/E move
- 0.4%
35Δ
- Pseudo strike
- 90.49
- IV
- 7.2%
- B/E move
- 0.4%
- Pseudo strike
- 90.11
- IV
- 6.8%
- B/E move
- 0.3%
40Δ
- Pseudo strike
- 90.42
- IV
- 7.3%
- B/E move
- 0.3%
- Pseudo strike
- 90.17
- IV
- 6.7%
- B/E move
- 0.3%
45Δ
- Pseudo strike
- 90.36
- IV
- 7.4%
- B/E move
- 0.3%
- Pseudo strike
- 90.23
- IV
- 6.6%
- B/E move
- 0.2%
50Δ
- Pseudo strike
- 90.29
- IV
- 7.5%
- B/E move
- 0.3%
- Pseudo strike
- 90.29
- IV
- 6.6%
- B/E move
- 0.2%
55Δ
- Pseudo strike
- 90.23
- IV
- 7.5%
- B/E move
- 0.2%
- Pseudo strike
- 90.35
- IV
- 6.5%
- B/E move
- 0.2%
60Δ
- Pseudo strike
- 90.16
- IV
- 7.6%
- B/E move
- 0.2%
- Pseudo strike
- 90.41
- IV
- 6.4%
- B/E move
- 0.1%
65Δ
- Pseudo strike
- 90.09
- IV
- 7.7%
- B/E move
- 0.2%
- Pseudo strike
- 90.47
- IV
- 6.4%
- B/E move
- 0.1%
70Δ
- Pseudo strike
- 90.03
- IV
- 7.8%
- B/E move
- 0.1%
- Pseudo strike
- 90.55
- IV
- 6.4%
- B/E move
- 0.1%
75Δ
- Pseudo strike
- 89.79
- IV
- 9.3%
- B/E move
- 0.1%
- Pseudo strike
- 90.64
- IV
- 6.5%
- B/E move
- 0.1%
80Δ
- Pseudo strike
- 89.44
- IV
- 11.7%
- B/E move
- 0.1%
- Pseudo strike
- 90.74
- IV
- 6.7%
- B/E move
- 0.0%
Options history
Table
| Date | IV |
|---|---|
| 7.63% | |
| 7.54% |