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iShares iBoxx $ Investment Grade Corporate Bond ETF LQD

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Market dataready · fetched 2026-10-15T20:04:41.928Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:37.664925792Z

FundamentalsAlpha Vantage · ready

Share price$103.50
1D-0.1%
AH$103.31$103.41$103.51$103.61$103.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLQD
Sold putSold callAH

iShares iBoxx $ Investment Grade Corporate Bond ETF options

Live interpolated LQD call and put midpoint premiums by absolute delta.iShares iBoxx $ Investment Grade Corporate Bond ETF$0.05$0.19$0.32$0.46$0.59$102.60$103.09$103.57$104.06$104.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $103.50OPTION PRICELive LQD spot · $103.50LQD PRICE$0.14$0.16$0.18$0.19$0.20$0.22$0.23$0.28$0.33$0.39$0.44$0.50$0.55$0.07$0.09$0.12$0.15$0.17$0.20$0.23$0.28$0.32$0.37$0.41$0.46$0.51
PutsExpensive1.76×
CallsCheap0.90×
SkewBullish-4.26 pp
Implied moveBalanced±$0.46
TiltBullish6.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.6223.7%1.2%103.069.8%0.5%
25Δ104.3921.7%1.0%103.139.9%0.4%
30Δ104.2219.6%0.9%103.2110.0%0.4%
35Δ104.0517.5%0.7%103.2910.1%0.3%
40Δ103.8815.3%0.6%103.3610.3%0.3%
45Δ103.7113.2%0.4%103.4410.4%0.3%
50Δ103.5311.0%0.3%103.5110.5%0.2%
55Δ103.4310.6%0.2%103.5910.3%0.2%
60Δ103.3510.6%0.2%103.6610.1%0.2%
65Δ103.2710.6%0.2%103.7410.0%0.1%
70Δ103.1910.6%0.1%103.819.8%0.1%
75Δ103.1010.6%0.1%103.889.7%0.1%
80Δ103.0210.6%0.1%103.969.5%0.0%

20Δ

Calls
Pseudo strike
104.62
IV
23.7%
B/E move
1.2%
Puts
Pseudo strike
103.06
IV
9.8%
B/E move
0.5%

25Δ

Calls
Pseudo strike
104.39
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
103.13
IV
9.9%
B/E move
0.4%

30Δ

Calls
Pseudo strike
104.22
IV
19.6%
B/E move
0.9%
Puts
Pseudo strike
103.21
IV
10.0%
B/E move
0.4%

35Δ

Calls
Pseudo strike
104.05
IV
17.5%
B/E move
0.7%
Puts
Pseudo strike
103.29
IV
10.1%
B/E move
0.3%

40Δ

Calls
Pseudo strike
103.88
IV
15.3%
B/E move
0.6%
Puts
Pseudo strike
103.36
IV
10.3%
B/E move
0.3%

45Δ

Calls
Pseudo strike
103.71
IV
13.2%
B/E move
0.4%
Puts
Pseudo strike
103.44
IV
10.4%
B/E move
0.3%

50Δ

Calls
Pseudo strike
103.53
IV
11.0%
B/E move
0.3%
Puts
Pseudo strike
103.51
IV
10.5%
B/E move
0.2%

55Δ

Calls
Pseudo strike
103.43
IV
10.6%
B/E move
0.2%
Puts
Pseudo strike
103.59
IV
10.3%
B/E move
0.2%

60Δ

Calls
Pseudo strike
103.35
IV
10.6%
B/E move
0.2%
Puts
Pseudo strike
103.66
IV
10.1%
B/E move
0.2%

65Δ

Calls
Pseudo strike
103.27
IV
10.6%
B/E move
0.2%
Puts
Pseudo strike
103.74
IV
10.0%
B/E move
0.1%

70Δ

Calls
Pseudo strike
103.19
IV
10.6%
B/E move
0.1%
Puts
Pseudo strike
103.81
IV
9.8%
B/E move
0.1%

75Δ

Calls
Pseudo strike
103.10
IV
10.6%
B/E move
0.1%
Puts
Pseudo strike
103.88
IV
9.7%
B/E move
0.1%

80Δ

Calls
Pseudo strike
103.02
IV
10.6%
B/E move
0.1%
Puts
Pseudo strike
103.96
IV
9.5%
B/E move
0.0%