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iShares Short Duration Bond Active ETF NEAR

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Market datapartial · fetched 2026-10-22T16:38:29.790Z

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 · 2026-10-22T16:38:16.00570914Z

FundamentalsAlpha Vantage · unavailable

Share price$50.02
1D+0.1%
$49.93$49.96$49.99$50.01$50.045:30 AM6:30 AM9:00 AM1:00 PMNEAR
Sold putSold call

iShares Short Duration Bond Active ETF options

Live interpolated NEAR call and put midpoint premiums by absolute delta.iShares Short Duration Bond Active ETF$0.22$2.12$4.02$5.91$7.81$43.57$46.23$48.90$51.57$54.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEAR spot · $50.02NEAR PRICE$0.93$0.93$0.95$1.92$0.83$0.70$0.56$0.43$0.55$1.02$1.52$0.93$0.93$1.15$1.49$1.02$1.10$1.26$1.43$1.72$7.26$7.14$4.60$5.87
PutsExpensive10.70×
CallsExpensive6.31×
SkewBearish+15.78 pp
Implied moveBearish±$1.95
TiltBearish55.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6154.5%12.7%
25Δ55.3946.9%12.6%46.4043.1%9.1%
30Δ53.3136.5%8.4%47.7039.6%6.9%
35Δ52.0429.9%6.0%48.2842.1%6.4%
40Δ52.9653.4%9.7%49.4024.5%3.3%
45Δ50.8319.6%3.3%49.8822.2%2.5%
50Δ50.6015.3%2.6%50.2821.3%2.0%
55Δ50.3711.0%1.8%50.6520.8%1.6%
60Δ50.136.7%1.1%51.0821.5%1.3%
65Δ49.825.8%0.7%55.3271.3%3.9%
70Δ49.409.5%0.8%55.6963.2%2.9%
75Δ48.9613.4%0.9%54.0636.3%1.1%
80Δ55.4937.8%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.61
IV
54.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
55.39
IV
46.9%
B/E move
12.6%
Puts
Pseudo strike
46.40
IV
43.1%
B/E move
9.1%

30Δ

Calls
Pseudo strike
53.31
IV
36.5%
B/E move
8.4%
Puts
Pseudo strike
47.70
IV
39.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
52.04
IV
29.9%
B/E move
6.0%
Puts
Pseudo strike
48.28
IV
42.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
52.96
IV
53.4%
B/E move
9.7%
Puts
Pseudo strike
49.40
IV
24.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
50.83
IV
19.6%
B/E move
3.3%
Puts
Pseudo strike
49.88
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
50.60
IV
15.3%
B/E move
2.6%
Puts
Pseudo strike
50.28
IV
21.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
50.37
IV
11.0%
B/E move
1.8%
Puts
Pseudo strike
50.65
IV
20.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
50.13
IV
6.7%
B/E move
1.1%
Puts
Pseudo strike
51.08
IV
21.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
49.82
IV
5.8%
B/E move
0.7%
Puts
Pseudo strike
55.32
IV
71.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
49.40
IV
9.5%
B/E move
0.8%
Puts
Pseudo strike
55.69
IV
63.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
48.96
IV
13.4%
B/E move
0.9%
Puts
Pseudo strike
54.06
IV
36.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.49
IV
37.8%
B/E move
0.8%

Options history

No recorded observations