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iShares 10+ Year Investment Grade Corporate Bond ETF IGLB

i

Market dataready · fetched 2026-11-12T16:24:56.476Z

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 · 2026-11-12T16:24:40.484822885Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:24:55.041612+00:00

Share price$46.54
1D-0.4%
$46.46$46.53$46.60$46.67$46.745:30 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$0.00$1.13$2.26$3.39$4.52$42.28$43.69$45.10$46.51$47.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGLB spot · $46.54IGLB PRICE$0.07$0.11$0.22$0.33$0.43$0.54$0.64$0.75$0.86$0.96$1.07$1.18$1.28$0.87$1.12$1.38$1.63$1.88$2.13$2.38$2.63$2.88$3.13$3.39$3.64$4.19
PutsExpensive4.73×
CallsExpensive1.26×
SkewBearish+42.42 pp
Implied moveBearish±$3.02
TiltBearish57.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.8513.8%3.0%42.9550.1%9.6%
25Δ46.958.1%1.1%43.5450.6%8.9%
30Δ46.818.6%1.1%44.1451.0%8.1%
35Δ46.679.0%1.0%44.7351.5%7.4%
40Δ46.539.5%0.9%45.3352.0%6.6%
45Δ46.399.9%0.8%45.9252.5%5.9%
50Δ46.2510.3%0.8%46.5253.0%5.2%
55Δ46.1110.8%0.7%47.1153.5%4.4%
60Δ45.9711.2%0.6%47.7154.0%3.7%
65Δ45.8311.7%0.6%48.3054.5%2.9%
70Δ45.7012.1%0.5%48.9055.0%2.2%
75Δ45.5612.6%0.4%49.4955.5%1.5%
80Δ45.4213.0%0.3%50.3459.0%0.8%

20Δ

Calls
Pseudo strike
47.85
IV
13.8%
B/E move
3.0%
Puts
Pseudo strike
42.95
IV
50.1%
B/E move
9.6%

25Δ

Calls
Pseudo strike
46.95
IV
8.1%
B/E move
1.1%
Puts
Pseudo strike
43.54
IV
50.6%
B/E move
8.9%

30Δ

Calls
Pseudo strike
46.81
IV
8.6%
B/E move
1.1%
Puts
Pseudo strike
44.14
IV
51.0%
B/E move
8.1%

35Δ

Calls
Pseudo strike
46.67
IV
9.0%
B/E move
1.0%
Puts
Pseudo strike
44.73
IV
51.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
46.53
IV
9.5%
B/E move
0.9%
Puts
Pseudo strike
45.33
IV
52.0%
B/E move
6.6%

45Δ

Calls
Pseudo strike
46.39
IV
9.9%
B/E move
0.8%
Puts
Pseudo strike
45.92
IV
52.5%
B/E move
5.9%

50Δ

Calls
Pseudo strike
46.25
IV
10.3%
B/E move
0.8%
Puts
Pseudo strike
46.52
IV
53.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
46.11
IV
10.8%
B/E move
0.7%
Puts
Pseudo strike
47.11
IV
53.5%
B/E move
4.4%

60Δ

Calls
Pseudo strike
45.97
IV
11.2%
B/E move
0.6%
Puts
Pseudo strike
47.71
IV
54.0%
B/E move
3.7%

65Δ

Calls
Pseudo strike
45.83
IV
11.7%
B/E move
0.6%
Puts
Pseudo strike
48.30
IV
54.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
45.70
IV
12.1%
B/E move
0.5%
Puts
Pseudo strike
48.90
IV
55.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
45.56
IV
12.6%
B/E move
0.4%
Puts
Pseudo strike
49.49
IV
55.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
45.42
IV
13.0%
B/E move
0.3%
Puts
Pseudo strike
50.34
IV
59.0%
B/E move
0.8%

Options history

IV · four-Friday blend11.26%
Daily close
IGLB8.0%11.5%15.0%2026-08-21: 10.24%2026-08-24: 9.69%2026-08-25: 9.08%2026-08-31: 9.39%2026-09-01: 8.52%2026-09-02: 8.49%2026-09-03: 8.52%2026-09-04: 8.71%2026-09-10: 10.76%2026-09-11: 9.67%2026-09-18: 9.88%2026-09-22: 9.02%2026-09-23: 10.20%2026-09-24: 9.17%2026-09-28: 12.04%2026-09-29: 12.24%2026-09-30: 13.16%2026-10-01: 12.59%2026-10-02: 13.64%2026-10-05: 12.86%2026-10-07: 13.54%2026-10-13: 11.68%2026-10-14: 14.56%2026-10-16: 11.59%2026-10-19: 12.74%2026-10-20: 11.52%2026-10-21: 12.29%2026-10-22: 11.72%2026-10-23: 11.43%2026-10-26: 11.72%2026-10-27: 11.30%2026-10-28: 11.00%2026-10-29: 10.96%2026-10-30: 11.26%Aug 21Sep 30Oct 30
34 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
10.24%
9.69%
9.08%
9.39%
8.52%
8.49%
8.52%
8.71%
10.76%
9.67%
9.88%
9.02%
10.20%
9.17%
12.04%
12.24%
13.16%
12.59%
13.64%
12.86%
13.54%
11.68%
14.56%
11.59%
12.74%
11.52%
12.29%
11.72%
11.43%
11.72%
11.30%
11.00%
10.96%
11.26%