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iShares Inflation Hedged Corporate Bond ETF LQDI

i

Market dataready · fetched 2026-11-12T02:45:32.749Z

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 · 2026-11-12T01:00:04.282684429Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:45:32.409142+00:00

Share price$25.07
1D-0.4%
AH$24.96$25.02$25.08$25.14$25.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLQDI
Sold putSold callAH

iShares Inflation Hedged Corporate Bond ETF options

Live interpolated LQDI call and put midpoint premiums by absolute delta.iShares Inflation Hedged Corporate Bond ETF$0.04$0.25$0.46$0.67$0.88$24.36$24.72$25.07$25.43$25.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LQDI spot · $25.07LQDI PRICE$0.06$0.07$0.07$0.08$0.08$0.09$0.10$0.10$0.11$0.12$0.12$0.22$0.41$0.06$0.06$0.07$0.07$0.13$0.22$0.30$0.39$0.47$0.56$0.65$0.73$0.82
PutsCheap0.88×
CallsCheap0.72×
SkewBearish+2.35 pp
Implied moveBearish±$0.40
TiltBearish47.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8818.1%3.5%24.3518.2%3.1%
25Δ25.8016.8%3.2%24.5415.0%2.4%
30Δ25.7115.5%2.9%24.7411.9%1.6%
35Δ25.6314.2%2.5%24.938.7%0.9%
40Δ25.5512.8%2.2%25.068.3%0.5%
45Δ25.4611.5%1.9%25.169.4%0.5%
50Δ25.3810.2%1.6%25.2610.6%0.4%
55Δ25.298.9%1.3%25.3611.7%0.4%
60Δ25.217.5%1.0%25.4612.9%0.4%
65Δ25.126.2%0.7%25.5514.0%0.3%
70Δ25.044.9%0.4%25.6515.2%0.3%
75Δ24.905.3%0.2%25.7516.3%0.2%
80Δ24.707.3%0.2%25.8517.4%0.2%

20Δ

Calls
Pseudo strike
25.88
IV
18.1%
B/E move
3.5%
Puts
Pseudo strike
24.35
IV
18.2%
B/E move
3.1%

25Δ

Calls
Pseudo strike
25.80
IV
16.8%
B/E move
3.2%
Puts
Pseudo strike
24.54
IV
15.0%
B/E move
2.4%

30Δ

Calls
Pseudo strike
25.71
IV
15.5%
B/E move
2.9%
Puts
Pseudo strike
24.74
IV
11.9%
B/E move
1.6%

35Δ

Calls
Pseudo strike
25.63
IV
14.2%
B/E move
2.5%
Puts
Pseudo strike
24.93
IV
8.7%
B/E move
0.9%

40Δ

Calls
Pseudo strike
25.55
IV
12.8%
B/E move
2.2%
Puts
Pseudo strike
25.06
IV
8.3%
B/E move
0.5%

45Δ

Calls
Pseudo strike
25.46
IV
11.5%
B/E move
1.9%
Puts
Pseudo strike
25.16
IV
9.4%
B/E move
0.5%

50Δ

Calls
Pseudo strike
25.38
IV
10.2%
B/E move
1.6%
Puts
Pseudo strike
25.26
IV
10.6%
B/E move
0.4%

55Δ

Calls
Pseudo strike
25.29
IV
8.9%
B/E move
1.3%
Puts
Pseudo strike
25.36
IV
11.7%
B/E move
0.4%

60Δ

Calls
Pseudo strike
25.21
IV
7.5%
B/E move
1.0%
Puts
Pseudo strike
25.46
IV
12.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
25.12
IV
6.2%
B/E move
0.7%
Puts
Pseudo strike
25.55
IV
14.0%
B/E move
0.3%

70Δ

Calls
Pseudo strike
25.04
IV
4.9%
B/E move
0.4%
Puts
Pseudo strike
25.65
IV
15.2%
B/E move
0.3%

75Δ

Calls
Pseudo strike
24.90
IV
5.3%
B/E move
0.2%
Puts
Pseudo strike
25.75
IV
16.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
24.70
IV
7.3%
B/E move
0.2%
Puts
Pseudo strike
25.85
IV
17.4%
B/E move
0.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations