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iShares Trust iShares Core Universal USD Bond ETF IUSB

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Market dataready · fetched 2026-11-12T00:47:23.036Z

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 · 2026-11-11T21:00:00.34263234Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:47:22.680584+00:00

Share price$44.66
1D+0.1%
AH$44.55$44.59$44.62$44.65$44.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIUSB
Sold putSold callAH

iShares Trust iShares Core Universal USD Bond ETF options

Live interpolated IUSB call and put midpoint premiums by absolute delta.iShares Trust iShares Core Universal USD Bond ETF$0.03$0.23$0.44$0.65$0.86$43.74$44.14$44.53$44.93$45.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IUSB spot · $44.66IUSB PRICE$0.05$0.07$0.12$0.17$0.22$0.27$0.32$0.37$0.42$0.47$0.52$0.57$0.62$0.08$0.11$0.14$0.16$0.19$0.22$0.25$0.27$0.30$0.33$0.36$0.49$0.80
PutsCheap0.75×
CallsFair0.98×
SkewBearish+1.80 pp
Implied moveBullish±$0.57
TiltBullish6.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.227.5%1.4%44.109.4%1.4%
25Δ44.975.6%0.8%44.189.2%1.3%
30Δ44.895.7%0.8%44.278.9%1.2%
35Δ44.825.9%0.7%44.358.7%1.1%
40Δ44.756.1%0.7%44.448.4%0.9%
45Δ44.676.2%0.6%44.528.2%0.8%
50Δ44.606.4%0.6%44.617.9%0.7%
55Δ44.536.5%0.5%44.697.7%0.5%
60Δ44.456.7%0.5%44.787.4%0.4%
65Δ44.386.8%0.4%44.867.2%0.3%
70Δ44.317.0%0.4%44.957.0%0.2%
75Δ44.237.1%0.3%45.127.7%0.1%
80Δ44.167.3%0.3%45.4310.2%0.1%

20Δ

Calls
Pseudo strike
45.22
IV
7.5%
B/E move
1.4%
Puts
Pseudo strike
44.10
IV
9.4%
B/E move
1.4%

25Δ

Calls
Pseudo strike
44.97
IV
5.6%
B/E move
0.8%
Puts
Pseudo strike
44.18
IV
9.2%
B/E move
1.3%

30Δ

Calls
Pseudo strike
44.89
IV
5.7%
B/E move
0.8%
Puts
Pseudo strike
44.27
IV
8.9%
B/E move
1.2%

35Δ

Calls
Pseudo strike
44.82
IV
5.9%
B/E move
0.7%
Puts
Pseudo strike
44.35
IV
8.7%
B/E move
1.1%

40Δ

Calls
Pseudo strike
44.75
IV
6.1%
B/E move
0.7%
Puts
Pseudo strike
44.44
IV
8.4%
B/E move
0.9%

45Δ

Calls
Pseudo strike
44.67
IV
6.2%
B/E move
0.6%
Puts
Pseudo strike
44.52
IV
8.2%
B/E move
0.8%

50Δ

Calls
Pseudo strike
44.60
IV
6.4%
B/E move
0.6%
Puts
Pseudo strike
44.61
IV
7.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
44.53
IV
6.5%
B/E move
0.5%
Puts
Pseudo strike
44.69
IV
7.7%
B/E move
0.5%

60Δ

Calls
Pseudo strike
44.45
IV
6.7%
B/E move
0.5%
Puts
Pseudo strike
44.78
IV
7.4%
B/E move
0.4%

65Δ

Calls
Pseudo strike
44.38
IV
6.8%
B/E move
0.4%
Puts
Pseudo strike
44.86
IV
7.2%
B/E move
0.3%

70Δ

Calls
Pseudo strike
44.31
IV
7.0%
B/E move
0.4%
Puts
Pseudo strike
44.95
IV
7.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
44.23
IV
7.1%
B/E move
0.3%
Puts
Pseudo strike
45.12
IV
7.7%
B/E move
0.1%

80Δ

Calls
Pseudo strike
44.16
IV
7.3%
B/E move
0.3%
Puts
Pseudo strike
45.43
IV
10.2%
B/E move
0.1%

Options history

IV · four-Friday blend10.74%
Daily close
IUSB7.7%10.5%13.2%2026-09-24: 10.47%2026-09-30: 8.12%2026-10-01: 11.41%2026-10-02: 10.64%2026-10-05: 8.37%2026-10-06: 9.40%2026-10-07: 12.81%2026-10-08: 12.56%2026-10-16: 11.30%2026-10-22: 8.38%2026-10-23: 10.74%Sep 24Oct 6Oct 23
11 observations2026-09-24 — 2026-10-23
Table
DateIV (%)
10.47%
8.12%
11.41%
10.64%
8.37%
9.40%
12.81%
12.56%
11.30%
8.38%
10.74%