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iShares iBoxx $ Investment Grade Corporate Bond ETF LQD

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Market datapartial · fetched 2026-11-05T21:53:10.842Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:32:58.279093383Z

FundamentalsAlpha Vantage · unavailable

Share price$104.62
1D+0.0%
AH$104.20$104.34$104.48$104.61$104.755:30 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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELQD PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend8.41%
Daily close
LQD5.0%8.2%11.4%2026-08-07: 6.19%2026-08-10: 6.91%2026-08-11: 6.99%2026-08-12: 6.13%2026-08-13: 5.97%2026-08-14: 6.15%2026-08-17: 6.60%2026-08-18: 6.61%2026-08-19: 6.00%2026-08-21: 6.67%2026-08-24: 6.99%2026-08-25: 6.55%2026-08-26: 6.64%2026-08-27: 6.43%2026-09-01: 6.15%2026-09-02: 6.10%2026-09-03: 5.90%2026-09-04: 5.43%2026-09-08: 6.22%2026-09-09: 6.71%2026-09-10: 8.08%2026-09-11: 7.11%2026-09-14: 7.41%2026-09-15: 8.02%2026-09-16: 7.18%2026-09-18: 6.51%2026-09-21: 7.05%2026-09-22: 6.92%2026-09-23: 8.52%2026-09-24: 9.09%2026-09-25: 8.48%2026-09-28: 9.87%2026-09-29: 10.94%2026-09-30: 10.73%2026-10-01: 10.07%2026-10-02: 8.50%2026-10-05: 8.73%2026-10-06: 8.17%2026-10-07: 8.30%2026-10-08: 8.23%2026-10-09: 7.63%2026-10-12: 8.25%2026-10-13: 8.33%2026-10-14: 8.51%2026-10-15: 8.00%2026-10-16: 8.43%2026-10-19: 8.60%2026-10-20: 8.45%2026-10-21: 8.19%2026-10-22: 9.83%2026-10-23: 8.51%2026-10-26: 8.63%2026-10-27: 8.18%2026-10-28: 8.36%2026-10-29: 8.14%2026-10-30: 8.41%Aug 7Sep 22Oct 30
56 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
6.19%
6.91%
6.99%
6.13%
5.97%
6.15%
6.60%
6.61%
6.00%
6.67%
6.99%
6.55%
6.64%
6.43%
6.15%
6.10%
5.90%
5.43%
6.22%
6.71%
8.08%
7.11%
7.41%
8.02%
7.18%
6.51%
7.05%
6.92%
8.52%
9.09%
8.48%
9.87%
10.94%
10.73%
10.07%
8.50%
8.73%
8.17%
8.30%
8.23%
7.63%
8.25%
8.33%
8.51%
8.00%
8.43%
8.60%
8.45%
8.19%
9.83%
8.51%
8.63%
8.18%
8.36%
8.14%
8.41%