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iShares 3-7 Year Treasury Bond ETF IEI

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Market datapartial · fetched 2026-10-22T21:27:03.795Z

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 · 2026-10-22T20:47:23.463895226Z

FundamentalsAlpha Vantage · unavailable

Share price$114.81
1D+0.3%
AH$114.31$114.48$114.65$114.81$114.985:30 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$0.16$1.69$3.21$4.74$6.26$111.29$113.10$114.91$116.72$118.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEI spot · $114.81IEI PRICE$0.99$1.07$0.55$0.37$0.44$0.50$0.56$0.62$0.81$1.00$1.56$3.29$2.89$0.42$0.32$0.40$0.53$0.67$0.80$0.87$0.90$0.93$0.97$1.00$1.74$5.82
PutsCheap0.89×
CallsExpensive1.51×
SkewBullish-1.58 pp
Implied moveBearish±$1.43
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.4928.1%8.4%110.6014.9%4.0%
25Δ120.7123.2%6.1%113.317.6%1.6%
30Δ116.829.1%2.2%114.186.0%0.9%
35Δ115.844.9%1.2%114.436.4%0.8%
40Δ115.634.7%1.1%114.676.7%0.7%
45Δ115.424.5%1.0%114.927.1%0.6%
50Δ115.214.4%0.8%115.126.8%0.5%
55Δ115.014.2%0.7%115.306.2%0.4%
60Δ114.654.5%0.6%115.485.6%0.2%
65Δ114.284.9%0.4%115.675.0%0.1%
70Δ113.696.6%0.4%115.854.4%0.0%
75Δ112.3812.4%0.8%116.656.1%0.1%
80Δ112.5010.0%0.5%120.3718.0%0.2%

20Δ

Calls
Pseudo strike
123.49
IV
28.1%
B/E move
8.4%
Puts
Pseudo strike
110.60
IV
14.9%
B/E move
4.0%

25Δ

Calls
Pseudo strike
120.71
IV
23.2%
B/E move
6.1%
Puts
Pseudo strike
113.31
IV
7.6%
B/E move
1.6%

30Δ

Calls
Pseudo strike
116.82
IV
9.1%
B/E move
2.2%
Puts
Pseudo strike
114.18
IV
6.0%
B/E move
0.9%

35Δ

Calls
Pseudo strike
115.84
IV
4.9%
B/E move
1.2%
Puts
Pseudo strike
114.43
IV
6.4%
B/E move
0.8%

40Δ

Calls
Pseudo strike
115.63
IV
4.7%
B/E move
1.1%
Puts
Pseudo strike
114.67
IV
6.7%
B/E move
0.7%

45Δ

Calls
Pseudo strike
115.42
IV
4.5%
B/E move
1.0%
Puts
Pseudo strike
114.92
IV
7.1%
B/E move
0.6%

50Δ

Calls
Pseudo strike
115.21
IV
4.4%
B/E move
0.8%
Puts
Pseudo strike
115.12
IV
6.8%
B/E move
0.5%

55Δ

Calls
Pseudo strike
115.01
IV
4.2%
B/E move
0.7%
Puts
Pseudo strike
115.30
IV
6.2%
B/E move
0.4%

60Δ

Calls
Pseudo strike
114.65
IV
4.5%
B/E move
0.6%
Puts
Pseudo strike
115.48
IV
5.6%
B/E move
0.2%

65Δ

Calls
Pseudo strike
114.28
IV
4.9%
B/E move
0.4%
Puts
Pseudo strike
115.67
IV
5.0%
B/E move
0.1%

70Δ

Calls
Pseudo strike
113.69
IV
6.6%
B/E move
0.4%
Puts
Pseudo strike
115.85
IV
4.4%
B/E move
0.0%

75Δ

Calls
Pseudo strike
112.38
IV
12.4%
B/E move
0.8%
Puts
Pseudo strike
116.65
IV
6.1%
B/E move
0.1%

80Δ

Calls
Pseudo strike
112.50
IV
10.0%
B/E move
0.5%
Puts
Pseudo strike
120.37
IV
18.0%
B/E move
0.2%

Options history

No recorded observations