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iShares Short Duration Bond Active ETF NEAR

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Market datapartial · fetched 2026-10-23T03:32:05.982Z

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 · 2026-10-23T00:00:05.110645489Z

FundamentalsAlpha Vantage · unavailable

Share price$50.02
1D+0.1%
AH$49.93$49.97$50.01$50.04$50.085:30 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$0.37$0.92$1.47$2.01$2.56$45.59$47.70$49.81$51.91$54.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEAR spot · $50.02NEAR PRICE$0.93$0.93$0.93$0.93$0.93$0.83$0.70$0.57$0.43$0.53$1.01$1.48$1.65$0.93$0.93$0.93$0.95$1.00$1.06$1.22$1.42$1.61$1.73$1.86$1.98$2.40
PutsExpensive7.27×
CallsExpensive6.41×
SkewBearish+3.06 pp
Implied moveBearish±$1.92
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.3764.2%20.6%44.6154.9%12.7%
25Δ55.3947.2%12.6%46.6841.8%8.5%
30Δ53.2736.6%8.4%48.0233.0%5.8%
35Δ51.9929.3%5.8%48.8527.6%4.2%
40Δ51.2224.2%4.3%49.4024.3%3.2%
45Δ50.8419.7%3.3%49.8921.6%2.4%
50Δ50.6015.5%2.6%50.2820.8%1.9%
55Δ50.3711.2%1.8%50.6520.7%1.6%
60Δ50.146.9%1.1%51.0120.4%1.2%
65Δ49.845.7%0.7%51.2819.1%1.0%
70Δ49.429.5%0.8%51.5417.8%0.7%
75Δ49.0013.2%0.9%51.8016.4%0.4%
80Δ48.7012.4%0.7%52.3217.0%0.2%

20Δ

Calls
Pseudo strike
59.37
IV
64.2%
B/E move
20.6%
Puts
Pseudo strike
44.61
IV
54.9%
B/E move
12.7%

25Δ

Calls
Pseudo strike
55.39
IV
47.2%
B/E move
12.6%
Puts
Pseudo strike
46.68
IV
41.8%
B/E move
8.5%

30Δ

Calls
Pseudo strike
53.27
IV
36.6%
B/E move
8.4%
Puts
Pseudo strike
48.02
IV
33.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
51.99
IV
29.3%
B/E move
5.8%
Puts
Pseudo strike
48.85
IV
27.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
51.22
IV
24.2%
B/E move
4.3%
Puts
Pseudo strike
49.40
IV
24.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
50.84
IV
19.7%
B/E move
3.3%
Puts
Pseudo strike
49.89
IV
21.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
50.60
IV
15.5%
B/E move
2.6%
Puts
Pseudo strike
50.28
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
50.37
IV
11.2%
B/E move
1.8%
Puts
Pseudo strike
50.65
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
50.14
IV
6.9%
B/E move
1.1%
Puts
Pseudo strike
51.01
IV
20.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
49.84
IV
5.7%
B/E move
0.7%
Puts
Pseudo strike
51.28
IV
19.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
49.42
IV
9.5%
B/E move
0.8%
Puts
Pseudo strike
51.54
IV
17.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
49.00
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
51.80
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
48.70
IV
12.4%
B/E move
0.7%
Puts
Pseudo strike
52.32
IV
17.0%
B/E move
0.2%

Options history

No recorded observations