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iShares Trust iShares Core Universal USD Bond ETF IUSB

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Market dataready · fetched 2026-10-22T23:26:44.450Z

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 · 2026-10-22T20:00:00.512310015Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:20:39.341134+00:00

Share price$44.77
1D+0.6%
AH$44.49$44.57$44.66$44.75$44.845:30 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$0.09$0.93$1.76$2.60$3.44$41.27$42.80$44.32$45.85$47.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IUSB spot · $44.77IUSB PRICE$0.32$0.43$0.34$0.26$0.18$0.22$0.46$0.71$0.96$1.21$1.39$1.49$1.60$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.89$1.72$2.54$2.98$3.09$3.20
PutsExpensive1.45×
CallsCheap0.90×
SkewBearish+8.61 pp
Implied moveBearish±$0.96
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.5523.0%6.9%41.6134.2%8.2%
25Δ48.2429.4%8.7%42.3728.9%6.5%
30Δ47.3522.2%6.5%42.8425.3%5.4%
35Δ46.4514.9%4.3%43.3221.7%4.4%
40Δ45.567.7%2.2%43.8018.1%3.3%
45Δ44.924.1%0.8%44.2714.5%2.2%
50Δ44.726.8%0.9%44.7510.9%1.2%
55Δ44.529.5%1.0%45.3212.8%0.8%
60Δ44.3212.2%1.1%46.0020.9%1.1%
65Δ44.1214.8%1.2%46.6928.9%1.4%
70Δ43.9115.9%1.2%47.1631.1%1.3%
75Δ43.7014.7%0.9%47.4428.1%0.9%
80Δ43.4813.4%0.7%47.7325.2%0.5%

20Δ

Calls
Pseudo strike
47.55
IV
23.0%
B/E move
6.9%
Puts
Pseudo strike
41.61
IV
34.2%
B/E move
8.2%

25Δ

Calls
Pseudo strike
48.24
IV
29.4%
B/E move
8.7%
Puts
Pseudo strike
42.37
IV
28.9%
B/E move
6.5%

30Δ

Calls
Pseudo strike
47.35
IV
22.2%
B/E move
6.5%
Puts
Pseudo strike
42.84
IV
25.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
46.45
IV
14.9%
B/E move
4.3%
Puts
Pseudo strike
43.32
IV
21.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
45.56
IV
7.7%
B/E move
2.2%
Puts
Pseudo strike
43.80
IV
18.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
44.92
IV
4.1%
B/E move
0.8%
Puts
Pseudo strike
44.27
IV
14.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
44.72
IV
6.8%
B/E move
0.9%
Puts
Pseudo strike
44.75
IV
10.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
44.52
IV
9.5%
B/E move
1.0%
Puts
Pseudo strike
45.32
IV
12.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
44.32
IV
12.2%
B/E move
1.1%
Puts
Pseudo strike
46.00
IV
20.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
44.12
IV
14.8%
B/E move
1.2%
Puts
Pseudo strike
46.69
IV
28.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
43.91
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
47.16
IV
31.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
43.70
IV
14.7%
B/E move
0.9%
Puts
Pseudo strike
47.44
IV
28.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
43.48
IV
13.4%
B/E move
0.7%
Puts
Pseudo strike
47.73
IV
25.2%
B/E move
0.5%

Options history

No recorded observations