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

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Market datapartial · fetched 2026-10-22T23:27:59.317Z

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 · 2026-10-22T20:38:27.841837076Z

FundamentalsAlpha Vantage · unavailable

Share price$51.10
1D+0.5%
AH$50.80$50.90$50.99$51.09$51.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGIB
Sold putSold callAH

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$0.26$1.13$2.00$2.87$3.74$48.18$49.62$51.06$52.49$53.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGIB spot · $51.10IGIB PRICE$0.55$0.55$0.55$0.55$0.54$0.51$0.48$0.44$0.41$0.38$0.35$0.59$0.86$0.57$0.57$0.51$0.43$0.36$0.46$0.60$0.74$0.88$1.01$1.41$2.02$3.49
PutsFair0.96×
CallsCheap0.84×
SkewBearish+2.57 pp
Implied moveBearish±$1.08
TiltBearish31.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.1336.0%10.9%47.4834.4%8.2%
25Δ54.1126.7%7.0%48.9525.9%5.3%
30Δ52.9720.8%4.7%49.6120.2%3.9%
35Δ52.3517.0%3.5%50.2514.7%2.5%
40Δ51.9314.1%2.7%50.899.1%1.1%
45Δ51.7812.4%2.3%51.168.6%0.8%
50Δ51.6310.6%2.0%51.359.2%0.7%
55Δ51.478.8%1.6%51.549.7%0.6%
60Δ51.327.1%1.2%51.7310.3%0.5%
65Δ51.175.3%0.9%51.9210.8%0.4%
70Δ51.013.5%0.5%52.3412.9%0.3%
75Δ50.714.5%0.4%52.9416.3%0.3%
80Δ50.385.8%0.3%54.3923.9%0.4%

20Δ

Calls
Pseudo strike
56.13
IV
36.0%
B/E move
10.9%
Puts
Pseudo strike
47.48
IV
34.4%
B/E move
8.2%

25Δ

Calls
Pseudo strike
54.11
IV
26.7%
B/E move
7.0%
Puts
Pseudo strike
48.95
IV
25.9%
B/E move
5.3%

30Δ

Calls
Pseudo strike
52.97
IV
20.8%
B/E move
4.7%
Puts
Pseudo strike
49.61
IV
20.2%
B/E move
3.9%

35Δ

Calls
Pseudo strike
52.35
IV
17.0%
B/E move
3.5%
Puts
Pseudo strike
50.25
IV
14.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
51.93
IV
14.1%
B/E move
2.7%
Puts
Pseudo strike
50.89
IV
9.1%
B/E move
1.1%

45Δ

Calls
Pseudo strike
51.78
IV
12.4%
B/E move
2.3%
Puts
Pseudo strike
51.16
IV
8.6%
B/E move
0.8%

50Δ

Calls
Pseudo strike
51.63
IV
10.6%
B/E move
2.0%
Puts
Pseudo strike
51.35
IV
9.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
51.47
IV
8.8%
B/E move
1.6%
Puts
Pseudo strike
51.54
IV
9.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
51.32
IV
7.1%
B/E move
1.2%
Puts
Pseudo strike
51.73
IV
10.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
51.17
IV
5.3%
B/E move
0.9%
Puts
Pseudo strike
51.92
IV
10.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
51.01
IV
3.5%
B/E move
0.5%
Puts
Pseudo strike
52.34
IV
12.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
50.71
IV
4.5%
B/E move
0.4%
Puts
Pseudo strike
52.94
IV
16.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
50.38
IV
5.8%
B/E move
0.3%
Puts
Pseudo strike
54.39
IV
23.9%
B/E move
0.4%

Options history

No recorded observations