IntraAlpha
Create free account Start free

iShares Core 1-5 Year USD Bond ETF ISTB

i

Market datapartial · fetched 2026-10-23T03:16:23.701Z

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 · 2026-10-22T20:00:00.190350805Z

FundamentalsAlpha Vantage · unavailable

Share price$47.47
1D+0.2%
AH$47.34$47.39$47.43$47.48$47.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMISTB
Sold putSold callAH

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$0.75$1.21$1.68$2.14$2.61$43.55$45.49$47.43$49.36$51.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ISTB spot · $47.47ISTB PRICE$0.80$0.80$0.80$0.80$0.80$0.80$0.88$0.96$1.03$1.12$1.25$1.37$1.50$0.80$0.80$0.80$0.81$0.83$0.95$1.06$1.18$1.33$1.47$1.62$1.93$2.47
PutsExpensive1.21×
CallsExpensive1.14×
SkewBearish+0.65 pp
Implied moveBearish±$1.94
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.3858.1%18.3%42.7150.4%11.7%
25Δ52.0242.7%11.3%44.5438.4%7.9%
30Δ50.2733.2%7.6%45.6930.4%5.4%
35Δ49.2026.7%5.3%46.4225.3%3.9%
40Δ48.5622.3%4.0%47.0121.1%2.7%
45Δ48.0118.3%2.8%47.3520.2%2.3%
50Δ47.7417.1%2.4%47.6819.3%1.8%
55Δ47.4816.0%2.0%48.0118.4%1.3%
60Δ47.2214.9%1.7%48.2917.7%1.1%
65Δ46.9613.9%1.3%48.5617.0%0.8%
70Δ46.7113.2%1.0%48.8416.3%0.5%
75Δ46.4512.6%0.8%49.2516.6%0.3%
80Δ46.2012.0%0.5%49.8418.4%0.2%

20Δ

Calls
Pseudo strike
55.38
IV
58.1%
B/E move
18.3%
Puts
Pseudo strike
42.71
IV
50.4%
B/E move
11.7%

25Δ

Calls
Pseudo strike
52.02
IV
42.7%
B/E move
11.3%
Puts
Pseudo strike
44.54
IV
38.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
50.27
IV
33.2%
B/E move
7.6%
Puts
Pseudo strike
45.69
IV
30.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
49.20
IV
26.7%
B/E move
5.3%
Puts
Pseudo strike
46.42
IV
25.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
48.56
IV
22.3%
B/E move
4.0%
Puts
Pseudo strike
47.01
IV
21.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
48.01
IV
18.3%
B/E move
2.8%
Puts
Pseudo strike
47.35
IV
20.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
47.74
IV
17.1%
B/E move
2.4%
Puts
Pseudo strike
47.68
IV
19.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
47.48
IV
16.0%
B/E move
2.0%
Puts
Pseudo strike
48.01
IV
18.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
47.22
IV
14.9%
B/E move
1.7%
Puts
Pseudo strike
48.29
IV
17.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
46.96
IV
13.9%
B/E move
1.3%
Puts
Pseudo strike
48.56
IV
17.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
46.71
IV
13.2%
B/E move
1.0%
Puts
Pseudo strike
48.84
IV
16.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
46.45
IV
12.6%
B/E move
0.8%
Puts
Pseudo strike
49.25
IV
16.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
46.20
IV
12.0%
B/E move
0.5%
Puts
Pseudo strike
49.84
IV
18.4%
B/E move
0.2%

Options history

No recorded observations