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iShares Interest Rate Hedged Corporate Bond ETF LQDH

i

Market dataready · fetched 2026-11-12T03:16:46.887Z

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 · 2026-11-12T01:00:00.120848609Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:16:46.543027+00:00

Share price$92.16
1D-0.0%
AH$91.89$91.99$92.10$92.20$92.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLQDH
Sold putSold callAH

iShares Interest Rate Hedged Corporate Bond ETF options

Live interpolated LQDH call and put midpoint premiums by absolute delta.iShares Interest Rate Hedged Corporate Bond ETF$2.37$3.09$3.81$4.53$5.25$91.29$91.74$92.19$92.65$93.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LQDH spot · $92.16LQDH PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$5.03$5.03$5.04
Puts——
Calls——
Skew——
Implied moveBalanced±$4.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ101.0097.5%12.2%86.9084.2%8.4%
35Δ97.3677.9%8.3%89.0568.7%6.0%
40Δ95.0663.8%5.8%90.5457.4%4.4%
45Δ93.5753.3%4.2%91.6148.6%3.3%
50Δ92.5345.2%3.1%92.3941.7%2.4%
55Δ91.7938.7%2.3%93.0335.7%1.7%
60Δ91.2433.3%1.7%93.4031.5%1.3%
65Δ90.8729.1%1.3%
70Δ96.0446.1%1.2%
75Δ96.3540.8%0.9%
80Δ96.6535.4%0.6%

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
101.00
IV
97.5%
B/E move
12.2%
Puts
Pseudo strike
86.90
IV
84.2%
B/E move
8.4%

35Δ

Calls
Pseudo strike
97.36
IV
77.9%
B/E move
8.3%
Puts
Pseudo strike
89.05
IV
68.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
95.06
IV
63.8%
B/E move
5.8%
Puts
Pseudo strike
90.54
IV
57.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
93.57
IV
53.3%
B/E move
4.2%
Puts
Pseudo strike
91.61
IV
48.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
92.53
IV
45.2%
B/E move
3.1%
Puts
Pseudo strike
92.39
IV
41.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
91.79
IV
38.7%
B/E move
2.3%
Puts
Pseudo strike
93.03
IV
35.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
91.24
IV
33.3%
B/E move
1.7%
Puts
Pseudo strike
93.40
IV
31.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
90.87
IV
29.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.04
IV
46.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.35
IV
40.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.65
IV
35.4%
B/E move
0.6%

Options history

IV · four-Friday blend18.65%
Daily EOD
LQDH17.5%25.9%34.2%2026-10-19: 29.60%2026-10-20: 26.68%2026-10-21: 27.11%2026-10-22: 30.52%2026-10-23: 30.85%2026-10-26: 31.90%2026-10-27: 32.17%2026-10-28: 32.03%2026-10-29: 33.07%2026-10-30: 18.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.60%
26.68%
27.11%
30.52%
30.85%
31.90%
32.17%
32.03%
33.07%
18.65%