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iShares Interest Rate Hedged Corporate Bond ETF LQDH

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Market datapartial · fetched 2026-10-22T21:49:34.899Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003789418Z

FundamentalsAlpha Vantage · unavailable

Share price$92.22
1D+0.0%
AH$92.13$92.19$92.24$92.29$92.355:30 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$2.44$2.45$2.46$2.47$2.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELQDH 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
PutsExpensive4.40×
CallsExpensive4.11×
SkewBearish+5.44 pp
Implied move——
TiltBullish33.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ101.3253.5%12.5%87.1746.2%8.1%
35Δ97.6642.8%8.6%89.3237.8%5.8%
40Δ95.3835.0%6.1%90.8431.5%4.2%
45Δ93.8529.2%4.4%91.9326.6%3.0%
50Δ92.8124.8%3.3%
55Δ92.0321.1%2.5%
60Δ91.5618.4%1.9%
65Δ91.1115.8%1.4%
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
101.32
IV
53.5%
B/E move
12.5%
Puts
Pseudo strike
87.17
IV
46.2%
B/E move
8.1%

35Δ

Calls
Pseudo strike
97.66
IV
42.8%
B/E move
8.6%
Puts
Pseudo strike
89.32
IV
37.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
95.38
IV
35.0%
B/E move
6.1%
Puts
Pseudo strike
90.84
IV
31.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
93.85
IV
29.2%
B/E move
4.4%
Puts
Pseudo strike
91.93
IV
26.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
92.81
IV
24.8%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
92.03
IV
21.1%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
91.56
IV
18.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
91.11
IV
15.8%
B/E move
1.4%
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

No recorded observations