Share price$40.08
1D+0.0%
Sold putSold call
iShares Trust iShares International Treasury Bond ETF IGOV
i
Market datapartial · fetched 2026-10-22T14:50:05.443Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:46:47.888342955Z
FundamentalsAlpha Vantage · unavailable
iShares Trust iShares International Treasury Bond ETF options
PutsExpensive2.40×
CallsExpensive1.73×
SkewBearish+8.88 pp
Implied move——
TiltBearish51.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 41.90 | 25.2% | 1.2% | |||
| 70Δ | 42.93 | 28.7% | 1.0% | |||
| 75Δ | 38.55 | 20.4% | 1.2% | 43.97 | 32.1% | 0.8% |
| 80Δ | 37.67 | 22.7% | 0.9% | 45.01 | 35.5% | 0.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 41.90
- IV
- 25.2%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 42.93
- IV
- 28.7%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 38.55
- IV
- 20.4%
- B/E move
- 1.2%
- Pseudo strike
- 43.97
- IV
- 32.1%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 37.67
- IV
- 22.7%
- B/E move
- 0.9%
- Pseudo strike
- 45.01
- IV
- 35.5%
- B/E move
- 0.6%
Options history
No recorded observations