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iShares 10+ Year Investment Grade Corporate Bond ETF IGLB

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Market datapartial · fetched 2026-10-22T20:47:38.870Z

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 · 2026-10-22T20:10:00.003890855Z

FundamentalsAlpha Vantage · unavailable

Share price$47.14
1D+0.8%
AH$46.72$46.85$46.99$47.12$47.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGLB
Sold putSold callAH

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$0.15$0.99$1.83$2.67$3.51$44.09$45.38$46.68$47.97$49.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGLB spot · $47.14IGLB PRICE$0.53$0.40$0.24$0.30$0.35$0.41$0.47$0.53$0.59$0.70$0.82$0.94$1.06$0.46$0.46$0.62$0.61$0.60$0.66$0.81$0.96$1.11$1.34$1.73$2.18$3.27
PutsExpensive1.34×
CallsFair0.97×
SkewBearish+7.36 pp
Implied moveBearish±$1.28
TiltBearish33.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9637.2%11.3%43.9331.8%7.8%
25Δ49.7422.9%6.4%45.4722.1%4.5%
30Δ47.979.4%2.3%45.4825.3%4.8%
35Δ47.819.2%2.1%46.0620.9%3.6%
40Δ47.659.1%1.8%46.6516.6%2.3%
45Δ47.508.9%1.6%47.1014.0%1.5%
50Δ47.348.7%1.4%47.3514.2%1.3%
55Δ47.188.6%1.2%47.5914.5%1.1%
60Δ47.028.4%1.0%47.8414.7%0.9%
65Δ46.868.2%0.9%48.1615.5%0.7%
70Δ46.698.1%0.8%48.6117.1%0.6%
75Δ46.537.9%0.7%49.1119.0%0.5%
80Δ46.367.7%0.6%50.2224.2%0.4%

20Δ

Calls
Pseudo strike
51.96
IV
37.2%
B/E move
11.3%
Puts
Pseudo strike
43.93
IV
31.8%
B/E move
7.8%

25Δ

Calls
Pseudo strike
49.74
IV
22.9%
B/E move
6.4%
Puts
Pseudo strike
45.47
IV
22.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
47.97
IV
9.4%
B/E move
2.3%
Puts
Pseudo strike
45.48
IV
25.3%
B/E move
4.8%

35Δ

Calls
Pseudo strike
47.81
IV
9.2%
B/E move
2.1%
Puts
Pseudo strike
46.06
IV
20.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
47.65
IV
9.1%
B/E move
1.8%
Puts
Pseudo strike
46.65
IV
16.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
47.50
IV
8.9%
B/E move
1.6%
Puts
Pseudo strike
47.10
IV
14.0%
B/E move
1.5%

50Δ

Calls
Pseudo strike
47.34
IV
8.7%
B/E move
1.4%
Puts
Pseudo strike
47.35
IV
14.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
47.18
IV
8.6%
B/E move
1.2%
Puts
Pseudo strike
47.59
IV
14.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
47.02
IV
8.4%
B/E move
1.0%
Puts
Pseudo strike
47.84
IV
14.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
46.86
IV
8.2%
B/E move
0.9%
Puts
Pseudo strike
48.16
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
46.69
IV
8.1%
B/E move
0.8%
Puts
Pseudo strike
48.61
IV
17.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
46.53
IV
7.9%
B/E move
0.7%
Puts
Pseudo strike
49.11
IV
19.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
46.36
IV
7.7%
B/E move
0.6%
Puts
Pseudo strike
50.22
IV
24.2%
B/E move
0.4%

Options history

No recorded observations