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iShares 10+ Year Investment Grade Corporate Bond ETF IGLB

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Market datapartial · fetched 2026-10-22T18:30:29.920Z

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 · 2026-10-22T18:30:28.089418561Z

FundamentalsAlpha Vantage · unavailable

Share price$47.21
1D+1.0%
$46.72$46.85$46.99$47.12$47.255:30 AM6:30 AM9:00 AM1:00 PMIGLB
Sold putSold call

iShares 10+ Year Investment Grade Corporate Bond ETF options

Live interpolated IGLB call and put midpoint premiums by absolute delta.iShares 10+ Year Investment Grade Corporate Bond ETF$0.12$0.94$1.76$2.58$3.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIGLB PRICE$0.75$0.87$1.00$1.13$0.21$0.57$0.60$0.58$0.56$0.66$0.80$0.95$1.09$1.36$1.71$2.15$3.16
PutsExpensive1.25×
CallsCheap0.70×
SkewBearish+9.26 pp
Implied move——
TiltBearish58.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.7214.1%3.6%
25Δ45.1327.3%5.6%
30Δ45.5724.9%4.8%
35Δ46.2019.9%3.4%
40Δ46.8314.9%2.0%
45Δ47.1813.7%1.5%
50Δ47.4214.0%1.3%
55Δ47.6614.3%1.0%
60Δ47.9114.6%0.8%
65Δ46.908.9%0.9%48.2515.6%0.7%
70Δ46.738.7%0.8%48.6616.9%0.6%
75Δ46.558.5%0.7%49.1618.7%0.4%
80Δ46.378.3%0.6%50.1923.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.72
IV
14.1%
B/E move
3.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.13
IV
27.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.57
IV
24.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.20
IV
19.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.83
IV
14.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.18
IV
13.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.42
IV
14.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.66
IV
14.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.91
IV
14.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
46.90
IV
8.9%
B/E move
0.9%
Puts
Pseudo strike
48.25
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
46.73
IV
8.7%
B/E move
0.8%
Puts
Pseudo strike
48.66
IV
16.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
46.55
IV
8.5%
B/E move
0.7%
Puts
Pseudo strike
49.16
IV
18.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
46.37
IV
8.3%
B/E move
0.6%
Puts
Pseudo strike
50.19
IV
23.5%
B/E move
0.4%

Options history

No recorded observations