IntraAlpha
Create free account Start free

iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF IGIB

i

Market dataready · fetched 2026-11-11T15:49:47.608Z

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 · 2026-11-11T15:48:35.185368319Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:47.148128+00:00

Share price$50.94
1D-0.1%
$50.88$50.92$50.96$50.99$51.035:30 AM6:30 AM9:00 AM1:00 PMIGIB
Sold putSold call

iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF options

Live interpolated IGIB call and put midpoint premiums by absolute delta.iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF$0.05$0.28$0.52$0.75$0.99$48.24$49.61$50.98$52.35$53.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGIB spot · $50.94IGIB PRICE$0.09$0.10$0.11$0.12$0.13$0.14$0.17$0.27$0.38$0.49$0.59$0.70$0.81$0.07$0.08$0.10$0.11$0.12$0.13$0.15$0.26$0.39$0.52$0.65$0.79$0.92
PutsCheap0.28×
CallsCheap0.50×
SkewBullish-6.56 pp
Implied moveBullish±$0.32
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.6935.6%11.5%50.219.3%1.6%
25Δ55.7230.3%9.6%50.348.6%1.4%
30Δ54.7425.0%7.7%50.467.8%1.1%
35Δ53.7619.8%5.8%50.597.0%0.9%
40Δ52.7914.5%3.9%50.726.2%0.7%
45Δ51.819.2%2.0%50.855.5%0.4%
50Δ50.985.0%0.4%50.984.7%0.2%
55Δ50.865.5%0.4%51.125.4%0.2%
60Δ50.746.1%0.3%51.266.4%0.1%
65Δ50.616.7%0.3%51.407.4%0.1%
70Δ50.497.3%0.3%51.558.4%0.1%
75Δ50.377.9%0.3%51.699.4%0.1%
80Δ50.258.5%0.2%51.8310.4%0.1%

20Δ

Calls
Pseudo strike
56.69
IV
35.6%
B/E move
11.5%
Puts
Pseudo strike
50.21
IV
9.3%
B/E move
1.6%

25Δ

Calls
Pseudo strike
55.72
IV
30.3%
B/E move
9.6%
Puts
Pseudo strike
50.34
IV
8.6%
B/E move
1.4%

30Δ

Calls
Pseudo strike
54.74
IV
25.0%
B/E move
7.7%
Puts
Pseudo strike
50.46
IV
7.8%
B/E move
1.1%

35Δ

Calls
Pseudo strike
53.76
IV
19.8%
B/E move
5.8%
Puts
Pseudo strike
50.59
IV
7.0%
B/E move
0.9%

40Δ

Calls
Pseudo strike
52.79
IV
14.5%
B/E move
3.9%
Puts
Pseudo strike
50.72
IV
6.2%
B/E move
0.7%

45Δ

Calls
Pseudo strike
51.81
IV
9.2%
B/E move
2.0%
Puts
Pseudo strike
50.85
IV
5.5%
B/E move
0.4%

50Δ

Calls
Pseudo strike
50.98
IV
5.0%
B/E move
0.4%
Puts
Pseudo strike
50.98
IV
4.7%
B/E move
0.2%

55Δ

Calls
Pseudo strike
50.86
IV
5.5%
B/E move
0.4%
Puts
Pseudo strike
51.12
IV
5.4%
B/E move
0.2%

60Δ

Calls
Pseudo strike
50.74
IV
6.1%
B/E move
0.3%
Puts
Pseudo strike
51.26
IV
6.4%
B/E move
0.1%

65Δ

Calls
Pseudo strike
50.61
IV
6.7%
B/E move
0.3%
Puts
Pseudo strike
51.40
IV
7.4%
B/E move
0.1%

70Δ

Calls
Pseudo strike
50.49
IV
7.3%
B/E move
0.3%
Puts
Pseudo strike
51.55
IV
8.4%
B/E move
0.1%

75Δ

Calls
Pseudo strike
50.37
IV
7.9%
B/E move
0.3%
Puts
Pseudo strike
51.69
IV
9.4%
B/E move
0.1%

80Δ

Calls
Pseudo strike
50.25
IV
8.5%
B/E move
0.2%
Puts
Pseudo strike
51.83
IV
10.4%
B/E move
0.1%

Options history

IV · four-Friday blend8.81%
Daily EOD
IGIB8.8%8.8%8.8%2026-10-20: 8.81%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
8.81%