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iShares iBoxx $ Investment Grade Corporate Bond ETF LQD

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Market dataready · fetched 2026-10-16T00:17:19.628Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.052266282Z

FundamentalsAlpha Vantage · ready

Share price$103.50
1D+0.1%
AH$103.31$103.42$103.53$103.63$103.745:30 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$0.43$2.94$5.46$7.97$10.49$92.72$97.61$102.51$107.40$112.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LQD spot · $103.50LQD PRICE$2.01$2.48$2.50$2.50$1.88$1.25$0.70$0.76$0.82$1.08$1.90$2.61$3.06$2.48$2.50$2.50$2.50$2.44$2.29$2.49$2.55$2.63$2.73$3.17$7.84$9.76
PutsExpensive2.29×
CallsExpensive2.02×
SkewBearish+6.13 pp
Implied moveBearish±$3.19
TiltBearish32.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.5055.3%19.3%89.9362.1%15.5%
25Δ118.7455.7%17.1%95.0247.8%10.6%
30Δ112.7043.4%11.3%98.2938.2%7.4%
35Δ109.0634.7%7.8%100.5231.2%5.3%
40Δ107.2924.6%5.5%102.1825.3%3.6%
45Δ105.5414.5%3.2%103.3320.0%2.4%
50Δ103.965.5%1.1%104.1118.6%1.8%
55Δ103.615.1%0.8%104.6816.4%1.3%
60Δ103.264.8%0.6%105.1914.6%0.9%
65Δ102.875.2%0.4%105.6113.2%0.6%
70Δ102.368.0%0.7%106.2913.2%0.4%
75Δ101.829.9%0.9%110.5526.8%0.8%
80Δ101.2210.1%0.7%112.7028.9%0.5%

20Δ

Calls
Pseudo strike
121.50
IV
55.3%
B/E move
19.3%
Puts
Pseudo strike
89.93
IV
62.1%
B/E move
15.5%

25Δ

Calls
Pseudo strike
118.74
IV
55.7%
B/E move
17.1%
Puts
Pseudo strike
95.02
IV
47.8%
B/E move
10.6%

30Δ

Calls
Pseudo strike
112.70
IV
43.4%
B/E move
11.3%
Puts
Pseudo strike
98.29
IV
38.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
109.06
IV
34.7%
B/E move
7.8%
Puts
Pseudo strike
100.52
IV
31.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
107.29
IV
24.6%
B/E move
5.5%
Puts
Pseudo strike
102.18
IV
25.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
105.54
IV
14.5%
B/E move
3.2%
Puts
Pseudo strike
103.33
IV
20.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
103.96
IV
5.5%
B/E move
1.1%
Puts
Pseudo strike
104.11
IV
18.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
103.61
IV
5.1%
B/E move
0.8%
Puts
Pseudo strike
104.68
IV
16.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
103.26
IV
4.8%
B/E move
0.6%
Puts
Pseudo strike
105.19
IV
14.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
102.87
IV
5.2%
B/E move
0.4%
Puts
Pseudo strike
105.61
IV
13.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
102.36
IV
8.0%
B/E move
0.7%
Puts
Pseudo strike
106.29
IV
13.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
101.82
IV
9.9%
B/E move
0.9%
Puts
Pseudo strike
110.55
IV
26.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
101.22
IV
10.1%
B/E move
0.7%
Puts
Pseudo strike
112.70
IV
28.9%
B/E move
0.5%