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iShares Inflation Hedged Corporate Bond ETF LQDI

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Market datapartial · fetched 2026-10-22T20:44:26.191Z

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 · 2026-10-22T20:10:04.246708181Z

FundamentalsAlpha Vantage · unavailable

Share price$25.36
1D+0.8%
AH$25.13$25.19$25.24$25.30$25.365:30 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$0.03$0.41$0.79$1.17$1.54$23.32$25.02$26.72$28.41$30.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LQDI spot · $25.36LQDI PRICE$0.07$0.93$0.95$0.99$1.02$1.06$1.10$1.13$1.17$1.21$1.24$1.28$1.32$0.63$0.26$0.16$0.23$0.29$0.35$0.41$0.47$0.54$0.60$0.66$0.90$1.44
PutsExpensive1.61×
CallsExpensive4.68×
SkewBullish-37.96 pp
Implied moveBullish±$1.51
TiltBullish31.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.069.5%3.1%21.1885.3%19.0%
25Δ32.1399.9%30.4%23.9730.6%6.5%
30Δ30.6187.4%24.4%25.0710.6%1.8%
35Δ30.0781.5%22.5%25.1810.8%1.6%
40Δ29.5375.6%20.5%25.2811.0%1.4%
45Δ29.0069.6%18.5%25.3911.2%1.3%
50Δ28.4663.7%16.6%25.5011.4%1.1%
55Δ27.9357.8%14.6%25.6111.5%0.9%
60Δ27.3951.9%12.6%25.7211.7%0.7%
65Δ26.8545.9%10.6%25.8211.9%0.5%
70Δ26.3240.0%8.7%25.9312.1%0.3%
75Δ25.7834.1%6.7%26.2014.2%0.2%
80Δ25.2428.1%4.7%26.7419.3%0.2%

20Δ

Calls
Pseudo strike
26.06
IV
9.5%
B/E move
3.1%
Puts
Pseudo strike
21.18
IV
85.3%
B/E move
19.0%

25Δ

Calls
Pseudo strike
32.13
IV
99.9%
B/E move
30.4%
Puts
Pseudo strike
23.97
IV
30.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
30.61
IV
87.4%
B/E move
24.4%
Puts
Pseudo strike
25.07
IV
10.6%
B/E move
1.8%

35Δ

Calls
Pseudo strike
30.07
IV
81.5%
B/E move
22.5%
Puts
Pseudo strike
25.18
IV
10.8%
B/E move
1.6%

40Δ

Calls
Pseudo strike
29.53
IV
75.6%
B/E move
20.5%
Puts
Pseudo strike
25.28
IV
11.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
29.00
IV
69.6%
B/E move
18.5%
Puts
Pseudo strike
25.39
IV
11.2%
B/E move
1.3%

50Δ

Calls
Pseudo strike
28.46
IV
63.7%
B/E move
16.6%
Puts
Pseudo strike
25.50
IV
11.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
27.93
IV
57.8%
B/E move
14.6%
Puts
Pseudo strike
25.61
IV
11.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
27.39
IV
51.9%
B/E move
12.6%
Puts
Pseudo strike
25.72
IV
11.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
26.85
IV
45.9%
B/E move
10.6%
Puts
Pseudo strike
25.82
IV
11.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
26.32
IV
40.0%
B/E move
8.7%
Puts
Pseudo strike
25.93
IV
12.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
25.78
IV
34.1%
B/E move
6.7%
Puts
Pseudo strike
26.20
IV
14.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
25.24
IV
28.1%
B/E move
4.7%
Puts
Pseudo strike
26.74
IV
19.3%
B/E move
0.2%

Options history

No recorded observations