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iShares Interest Rate Hedged Corporate Bond ETF LQDH

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Market datapartial · fetched 2026-10-22T18:12:41.754Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-22T17:38:24.956922344Z

FundamentalsAlpha Vantage · unavailable

Share price$92.22
1D+0.0%
$92.13$92.18$92.23$92.28$92.335:30 AM6:30 AM9:00 AM1:00 PMLQDH
Sold putSold call

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$2.32$3.50$4.67$5.85$7.03$80.15$85.69$91.23$96.77$102.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LQDH spot · $92.22LQDH PRICE$2.45$2.45$2.45$2.45$2.45$3.31$5.03$5.03$5.22$6.69
PutsExpensive2.47×
CallsExpensive2.07×
SkewBearish+3.38 pp
Implied moveBearish±$7.48
TiltBearish34.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ99.1018.9%10.1%
40Δ96.7815.5%7.6%
45Δ95.2412.9%5.9%93.3415.2%2.4%
50Δ94.1710.9%4.8%94.5019.8%3.0%
55Δ93.459.4%4.0%95.6117.2%1.8%
60Δ96.5915.4%0.9%
65Δ98.3416.9%0.6%
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
99.10
IV
18.9%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
96.78
IV
15.5%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
95.24
IV
12.9%
B/E move
5.9%
Puts
Pseudo strike
93.34
IV
15.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
94.17
IV
10.9%
B/E move
4.8%
Puts
Pseudo strike
94.50
IV
19.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
93.45
IV
9.4%
B/E move
4.0%
Puts
Pseudo strike
95.61
IV
17.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.59
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.34
IV
16.9%
B/E move
0.6%

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

No recorded observations