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iShares Core 1-5 Year USD Bond ETF ISTB

i

Market dataready · fetched 2026-11-12T15:29:24.932Z

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 · 2026-11-12T15:29:10.588535871Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:29:24.479056+00:00

Share price$47.26
1D-0.1%
$47.23$47.25$47.27$47.30$47.325:30 AM6:30 AM9:00 AM1:00 PMISTB
Sold putSold call

iShares Core 1-5 Year USD Bond ETF options

Live interpolated ISTB call and put midpoint premiums by absolute delta.iShares Core 1-5 Year USD Bond ETF$0.63$0.78$0.93$1.08$1.23$46.31$47.28$48.24$49.21$50.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 ISTB spot · $47.26ISTB PRICE$0.65$0.65$0.65$0.65$0.65$0.71$0.76$0.82$0.88$0.96$1.03$1.11$1.19$0.65$0.65$0.65$0.65$0.65$0.68$0.77$0.86$0.95$1.03
Puts——
CallsExpensive6.52×
Skew——
Implied moveBalanced±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.2987.3%14.1%43.1677.8%10.0%
25Δ50.8165.0%8.9%44.7159.1%6.8%
30Δ49.4851.1%6.1%45.6746.9%4.7%
35Δ48.5940.9%4.2%46.2838.7%3.5%
40Δ47.9833.3%2.9%46.7332.1%2.5%
45Δ47.7030.8%2.4%47.0927.7%1.8%
50Δ47.4328.3%2.0%47.3026.5%1.5%
55Δ47.1525.7%1.5%47.5225.3%1.3%
60Δ46.9323.6%1.2%47.7424.1%1.0%
65Δ46.7822.1%1.0%47.9622.9%0.7%
70Δ46.6320.5%0.9%
75Δ46.4819.0%0.7%
80Δ46.3317.5%0.5%

20Δ

Calls
Pseudo strike
53.29
IV
87.3%
B/E move
14.1%
Puts
Pseudo strike
43.16
IV
77.8%
B/E move
10.0%

25Δ

Calls
Pseudo strike
50.81
IV
65.0%
B/E move
8.9%
Puts
Pseudo strike
44.71
IV
59.1%
B/E move
6.8%

30Δ

Calls
Pseudo strike
49.48
IV
51.1%
B/E move
6.1%
Puts
Pseudo strike
45.67
IV
46.9%
B/E move
4.7%

35Δ

Calls
Pseudo strike
48.59
IV
40.9%
B/E move
4.2%
Puts
Pseudo strike
46.28
IV
38.7%
B/E move
3.5%

40Δ

Calls
Pseudo strike
47.98
IV
33.3%
B/E move
2.9%
Puts
Pseudo strike
46.73
IV
32.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
47.70
IV
30.8%
B/E move
2.4%
Puts
Pseudo strike
47.09
IV
27.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
47.43
IV
28.3%
B/E move
2.0%
Puts
Pseudo strike
47.30
IV
26.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
47.15
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
47.52
IV
25.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
46.93
IV
23.6%
B/E move
1.2%
Puts
Pseudo strike
47.74
IV
24.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
46.78
IV
22.1%
B/E move
1.0%
Puts
Pseudo strike
47.96
IV
22.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
46.63
IV
20.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.48
IV
19.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.33
IV
17.5%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.04%
Daily close
ISTB11.5%24.9%38.3%2026-08-14: 20.69%2026-08-17: 23.55%2026-08-18: 23.61%2026-08-19: 26.43%2026-08-20: 33.03%2026-08-21: 15.87%2026-08-24: 16.74%2026-08-25: 16.99%2026-08-26: 17.04%2026-08-27: 17.01%2026-08-28: 16.52%2026-08-31: 17.31%2026-09-01: 16.98%2026-09-02: 17.25%2026-09-03: 17.30%2026-09-04: 17.55%2026-09-08: 18.74%2026-09-09: 19.38%2026-09-10: 20.17%2026-09-11: 20.99%2026-09-14: 24.25%2026-09-15: 26.25%2026-09-16: 29.13%2026-09-17: 36.48%2026-09-18: 15.61%2026-09-21: 16.50%2026-09-22: 16.46%2026-09-23: 16.38%2026-09-24: 16.37%2026-09-25: 16.54%2026-09-28: 17.46%2026-09-29: 17.64%2026-09-30: 17.81%2026-10-01: 17.62%2026-10-02: 17.64%2026-10-05: 18.72%2026-10-06: 19.06%2026-10-07: 19.48%2026-10-08: 20.04%2026-10-09: 20.64%2026-10-12: 23.23%2026-10-13: 25.26%2026-10-14: 28.04%2026-10-15: 35.41%2026-10-16: 15.82%2026-10-19: 15.92%2026-10-20: 15.91%2026-10-21: 16.01%2026-10-22: 16.05%2026-10-23: 13.32%2026-10-26: 13.57%2026-10-27: 13.66%2026-10-28: 13.89%2026-10-29: 14.02%2026-10-30: 14.04%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.69%
23.55%
23.61%
26.43%
33.03%
15.87%
16.74%
16.99%
17.04%
17.01%
16.52%
17.31%
16.98%
17.25%
17.30%
17.55%
18.74%
19.38%
20.17%
20.99%
24.25%
26.25%
29.13%
36.48%
15.61%
16.50%
16.46%
16.38%
16.37%
16.54%
17.46%
17.64%
17.81%
17.62%
17.64%
18.72%
19.06%
19.48%
20.04%
20.64%
23.23%
25.26%
28.04%
35.41%
15.82%
15.92%
15.91%
16.01%
16.05%
13.32%
13.57%
13.66%
13.89%
14.02%
14.04%