IntraAlpha
Create free account Start free

iShares 7-10 Year Treasury Bond ETF IEF

i

Market dataready · fetched 2026-10-21T17:52:59.680Z

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 · 2026-10-21T17:52:55.511652103Z

FundamentalsAlpha Vantage · ready

Share price$90.28
1D-0.1%
$90.19$90.27$90.35$90.42$90.505:30 AM6:30 AM9:00 AM1:00 PMIEF
Sold putSold call

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$0.07$1.24$2.41$3.58$4.75$87.09$88.55$90.02$91.48$92.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEF spot · $90.28IEF PRICE$0.19$0.25$0.31$0.38$0.45$0.52$0.60$0.69$0.78$0.88$1.72$2.72$1.38$0.25$0.33$0.42$0.52$0.64$0.78$0.94$1.14$1.41$1.74$2.22$2.95$4.41
PutsExpensive1.14×
CallsCheap0.83×
SkewBearish+3.41 pp
Implied moveBearish±$1.55
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.086.7%2.2%88.768.4%2.0%
25Δ91.766.6%1.9%89.148.3%1.6%
30Δ91.476.4%1.7%89.478.3%1.4%
35Δ91.236.3%1.5%89.768.4%1.2%
40Δ90.996.1%1.3%90.048.5%1.0%
45Δ90.796.0%1.1%90.328.7%0.8%
50Δ90.595.9%1.0%90.618.9%0.7%
55Δ90.405.7%0.9%90.919.3%0.6%
60Δ90.225.6%0.8%91.279.8%0.5%
65Δ90.035.5%0.7%91.6910.6%0.4%
70Δ89.228.5%0.7%92.2411.7%0.3%
75Δ88.2712.3%0.8%93.0213.4%0.2%
80Δ89.295.7%0.4%94.5117.1%0.2%

20Δ

Calls
Pseudo strike
92.08
IV
6.7%
B/E move
2.2%
Puts
Pseudo strike
88.76
IV
8.4%
B/E move
2.0%

25Δ

Calls
Pseudo strike
91.76
IV
6.6%
B/E move
1.9%
Puts
Pseudo strike
89.14
IV
8.3%
B/E move
1.6%

30Δ

Calls
Pseudo strike
91.47
IV
6.4%
B/E move
1.7%
Puts
Pseudo strike
89.47
IV
8.3%
B/E move
1.4%

35Δ

Calls
Pseudo strike
91.23
IV
6.3%
B/E move
1.5%
Puts
Pseudo strike
89.76
IV
8.4%
B/E move
1.2%

40Δ

Calls
Pseudo strike
90.99
IV
6.1%
B/E move
1.3%
Puts
Pseudo strike
90.04
IV
8.5%
B/E move
1.0%

45Δ

Calls
Pseudo strike
90.79
IV
6.0%
B/E move
1.1%
Puts
Pseudo strike
90.32
IV
8.7%
B/E move
0.8%

50Δ

Calls
Pseudo strike
90.59
IV
5.9%
B/E move
1.0%
Puts
Pseudo strike
90.61
IV
8.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
90.40
IV
5.7%
B/E move
0.9%
Puts
Pseudo strike
90.91
IV
9.3%
B/E move
0.6%

60Δ

Calls
Pseudo strike
90.22
IV
5.6%
B/E move
0.8%
Puts
Pseudo strike
91.27
IV
9.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
90.03
IV
5.5%
B/E move
0.7%
Puts
Pseudo strike
91.69
IV
10.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
89.22
IV
8.5%
B/E move
0.7%
Puts
Pseudo strike
92.24
IV
11.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
88.27
IV
12.3%
B/E move
0.8%
Puts
Pseudo strike
93.02
IV
13.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
89.29
IV
5.7%
B/E move
0.4%
Puts
Pseudo strike
94.51
IV
17.1%
B/E move
0.2%

Options history

IEF7.537.587.642026-10-19: 7.63%2026-10-20: 7.54%Oct 19Oct 20
Table
DateIV
7.63%
7.54%