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iShares 3-7 Year Treasury Bond ETF IEI

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Market dataready · fetched 2026-11-12T03:15:19.444Z

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: 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 · 2026-11-11T23:14:07.549673704Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:15:19.023055+00:00

Share price$114.32
1D-0.0%
AH$114.24$114.31$114.38$114.45$114.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEI
Sold putSold callAH

iShares 3-7 Year Treasury Bond ETF options

Live interpolated IEI call and put midpoint premiums by absolute delta.iShares 3-7 Year Treasury Bond ETF$0.00$2.40$4.80$7.20$9.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ 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 PRICEIEI PRICE$0.10$0.12$0.15$0.18$0.21$0.24$0.27$0.29$0.32$0.35$0.38$0.08$0.10$2.12$2.79$3.51$5.26$8.89
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.325.3%1.0%113.664.5%0.6%
25Δ115.004.7%0.7%113.983.7%0.4%
30Δ114.904.5%0.6%
35Δ114.804.3%0.6%
40Δ114.694.1%0.5%
45Δ114.593.9%0.4%
50Δ114.493.7%0.4%
55Δ114.393.6%0.3%
60Δ114.283.4%0.2%115.5121.1%0.8%
65Δ114.183.2%0.2%116.2224.2%0.8%
70Δ114.083.0%0.1%117.0626.5%0.7%
75Δ118.8134.0%0.7%
80Δ122.3948.6%0.7%

20Δ

Calls
Pseudo strike
115.32
IV
5.3%
B/E move
1.0%
Puts
Pseudo strike
113.66
IV
4.5%
B/E move
0.6%

25Δ

Calls
Pseudo strike
115.00
IV
4.7%
B/E move
0.7%
Puts
Pseudo strike
113.98
IV
3.7%
B/E move
0.4%

30Δ

Calls
Pseudo strike
114.90
IV
4.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
114.80
IV
4.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
114.69
IV
4.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
114.59
IV
3.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
114.49
IV
3.7%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
114.39
IV
3.6%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
114.28
IV
3.4%
B/E move
0.2%
Puts
Pseudo strike
115.51
IV
21.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
114.18
IV
3.2%
B/E move
0.2%
Puts
Pseudo strike
116.22
IV
24.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
114.08
IV
3.0%
B/E move
0.1%
Puts
Pseudo strike
117.06
IV
26.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.81
IV
34.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.39
IV
48.6%
B/E move
0.7%

Options history

IV · four-Friday blend6.06%
Daily close
IEI4.1%6.3%8.5%2026-08-24: 5.21%2026-08-25: 4.44%2026-08-26: 5.65%2026-09-01: 4.39%2026-09-02: 6.35%2026-09-03: 4.58%2026-09-04: 4.94%2026-09-08: 6.32%2026-09-09: 4.70%2026-09-10: 5.08%2026-09-11: 4.71%2026-09-18: 5.03%2026-09-23: 6.10%2026-09-24: 6.03%2026-09-25: 6.46%2026-09-29: 5.77%2026-09-30: 6.14%2026-10-01: 5.71%2026-10-02: 6.39%2026-10-05: 6.79%2026-10-06: 6.94%2026-10-07: 6.17%2026-10-14: 8.16%2026-10-16: 5.57%2026-10-19: 5.86%2026-10-21: 5.49%2026-10-22: 5.85%2026-10-23: 6.22%2026-10-26: 6.43%2026-10-27: 7.91%2026-10-29: 7.57%2026-10-30: 6.06%Aug 24Sep 29Oct 30
32 observations2026-08-24 — 2026-10-30
Table
DateIV (%)
5.21%
4.44%
5.65%
4.39%
6.35%
4.58%
4.94%
6.32%
4.70%
5.08%
4.71%
5.03%
6.10%
6.03%
6.46%
5.77%
6.14%
5.71%
6.39%
6.79%
6.94%
6.17%
8.16%
5.57%
5.86%
5.49%
5.85%
6.22%
6.43%
7.91%
7.57%
6.06%