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iShares Trust iShares International Treasury Bond ETF IGOV

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Market datapartial · fetched 2026-11-11T15:54:02.819Z

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 · 2026-11-11T15:52:33.426441453Z

FundamentalsAlpha Vantage · unavailable

Share price$39.99
1D-0.1%
$39.95$39.98$40.00$40.03$40.065:30 AM6:30 AM9:00 AM1:00 PMIGOV
Sold putSold call

iShares Trust iShares International Treasury Bond ETF options

Live interpolated IGOV call and put midpoint premiums by absolute delta.iShares Trust iShares International Treasury Bond ETF$0.95$1.16$1.37$1.58$1.79$38.73$39.35$39.98$40.61$41.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IGOV spot · $39.99IGOV PRICE$0.97$0.97$0.97$0.97$1.01$1.06$1.15$1.28$1.40$1.52$1.63$1.73$0.97$0.97$0.97$0.97$1.00$1.03$1.10$1.24$1.37
Puts——
Calls——
Skew——
Implied moveBalanced±$2.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.54125.0%16.1%
25Δ45.88112.2%17.2%36.2699.5%11.8%
30Δ43.4786.8%11.1%37.8076.5%7.9%
35Δ42.2371.1%8.0%38.6962.3%5.7%
40Δ41.1957.3%5.4%39.2753.2%4.3%
45Δ40.6349.9%4.1%39.7246.4%3.2%
50Δ40.1743.9%3.1%40.1141.5%2.4%
55Δ39.8240.6%2.4%40.4139.9%2.0%
60Δ39.5238.8%2.0%40.7138.3%1.6%
65Δ39.2336.9%1.6%
70Δ38.9634.9%1.2%
75Δ38.7632.0%1.0%
80Δ38.5629.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.54
IV
125.0%
B/E move
16.1%

25Δ

Calls
Pseudo strike
45.88
IV
112.2%
B/E move
17.2%
Puts
Pseudo strike
36.26
IV
99.5%
B/E move
11.8%

30Δ

Calls
Pseudo strike
43.47
IV
86.8%
B/E move
11.1%
Puts
Pseudo strike
37.80
IV
76.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
42.23
IV
71.1%
B/E move
8.0%
Puts
Pseudo strike
38.69
IV
62.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
41.19
IV
57.3%
B/E move
5.4%
Puts
Pseudo strike
39.27
IV
53.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
40.63
IV
49.9%
B/E move
4.1%
Puts
Pseudo strike
39.72
IV
46.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
40.17
IV
43.9%
B/E move
3.1%
Puts
Pseudo strike
40.11
IV
41.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
39.82
IV
40.6%
B/E move
2.4%
Puts
Pseudo strike
40.41
IV
39.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
39.52
IV
38.8%
B/E move
2.0%
Puts
Pseudo strike
40.71
IV
38.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
39.23
IV
36.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.96
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.76
IV
32.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.56
IV
29.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.07%
Daily close
IGOV19.1%36.0%52.9%2026-08-13: 30.02%2026-08-14: 30.12%2026-08-17: 34.38%2026-08-18: 36.92%2026-08-19: 40.47%2026-08-20: 50.55%2026-08-21: 22.94%2026-08-24: 21.79%2026-08-25: 22.94%2026-08-26: 21.71%2026-08-27: 21.73%2026-08-28: 21.47%2026-08-31: 22.57%2026-09-01: 22.40%2026-09-02: 22.44%2026-09-03: 23.03%2026-09-04: 23.24%2026-09-08: 23.85%2026-09-09: 23.74%2026-09-10: 24.08%2026-09-11: 25.69%2026-09-14: 27.95%2026-09-15: 34.15%2026-09-16: 34.81%2026-09-17: 46.56%2026-09-18: 23.07%2026-09-21: 22.63%2026-09-22: 22.48%2026-09-23: 22.31%2026-09-24: 23.45%2026-09-25: 24.63%2026-09-28: 24.56%2026-09-29: 24.72%2026-09-30: 24.86%2026-10-01: 24.87%2026-10-02: 25.27%2026-10-05: 26.43%2026-10-06: 27.21%2026-10-07: 26.93%2026-10-08: 27.33%2026-10-09: 28.51%2026-10-12: 31.47%2026-10-13: 35.18%2026-10-14: 39.34%2026-10-15: 46.79%2026-10-16: 22.63%2026-10-19: 23.07%2026-10-20: 22.87%2026-10-21: 22.98%2026-10-22: 23.66%2026-10-23: 23.76%2026-10-26: 24.78%2026-10-27: 23.31%2026-10-28: 23.37%2026-10-29: 23.71%2026-10-30: 24.07%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.02%
30.12%
34.38%
36.92%
40.47%
50.55%
22.94%
21.79%
22.94%
21.71%
21.73%
21.47%
22.57%
22.40%
22.44%
23.03%
23.24%
23.85%
23.74%
24.08%
25.69%
27.95%
34.15%
34.81%
46.56%
23.07%
22.63%
22.48%
22.31%
23.45%
24.63%
24.56%
24.72%
24.86%
24.87%
25.27%
26.43%
27.21%
26.93%
27.33%
28.51%
31.47%
35.18%
39.34%
46.79%
22.63%
23.07%
22.87%
22.98%
23.66%
23.76%
24.78%
23.31%
23.37%
23.71%
24.07%