IntraAlpha
Create free account Start free

iShares Short Duration Bond Active ETF NEAR

i

Market dataready · fetched 2026-11-12T03:06:22.738Z

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 · 2026-11-12T01:00:05.084891794Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:06:21.233620+00:00

Share price$49.93
1D+0.1%
AH$49.87$49.89$49.92$49.94$49.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEAR
Sold putSold callAH

iShares Short Duration Bond Active ETF options

Live interpolated NEAR call and put midpoint premiums by absolute delta.iShares Short Duration Bond Active ETF$0.82$1.09$1.36$1.63$1.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENEAR PRICE$0.85$0.85$0.85$0.85$1.38$1.50$1.62$0.85$0.85$0.85$0.85$0.87$0.90$0.94$1.09$1.23$1.38$1.52$1.67$1.82
PutsExpensive6.97×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.20106.3%18.3%44.7892.1%12.0%
25Δ54.6778.4%11.2%46.7270.1%8.1%
30Δ52.7760.9%7.4%47.9655.3%5.6%
35Δ51.6649.1%5.2%48.7345.4%4.1%
40Δ49.2638.8%3.1%
45Δ49.6534.0%2.4%
50Δ50.0329.6%1.7%
55Δ50.3129.0%1.4%
60Δ50.5828.3%1.2%
65Δ50.8627.6%0.9%
70Δ48.9925.7%0.9%51.1126.4%0.7%
75Δ48.8023.7%0.7%51.3424.8%0.5%
80Δ48.6021.6%0.6%51.5723.2%0.4%

20Δ

Calls
Pseudo strike
58.20
IV
106.3%
B/E move
18.3%
Puts
Pseudo strike
44.78
IV
92.1%
B/E move
12.0%

25Δ

Calls
Pseudo strike
54.67
IV
78.4%
B/E move
11.2%
Puts
Pseudo strike
46.72
IV
70.1%
B/E move
8.1%

30Δ

Calls
Pseudo strike
52.77
IV
60.9%
B/E move
7.4%
Puts
Pseudo strike
47.96
IV
55.3%
B/E move
5.6%

35Δ

Calls
Pseudo strike
51.66
IV
49.1%
B/E move
5.2%
Puts
Pseudo strike
48.73
IV
45.4%
B/E move
4.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.26
IV
38.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.65
IV
34.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.03
IV
29.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.31
IV
29.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.58
IV
28.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.86
IV
27.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
48.99
IV
25.7%
B/E move
0.9%
Puts
Pseudo strike
51.11
IV
26.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
48.80
IV
23.7%
B/E move
0.7%
Puts
Pseudo strike
51.34
IV
24.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
48.60
IV
21.6%
B/E move
0.6%
Puts
Pseudo strike
51.57
IV
23.2%
B/E move
0.4%

Options history

IV · four-Friday blend16.07%
Daily EOD
NEAR14.7%24.3%33.9%2026-10-19: 32.59%2026-10-20: 32.01%2026-10-21: 32.16%2026-10-22: 32.53%2026-10-23: 31.62%2026-10-26: 22.86%2026-10-27: 19.77%2026-10-28: 29.53%2026-10-29: 24.74%2026-10-30: 16.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.59%
32.01%
32.16%
32.53%
31.62%
22.86%
19.77%
29.53%
24.74%
16.07%