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iShares 0-3 Month Treasury Bond ETF SGOV

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Market dataready · fetched 2026-11-13T18:52:23.911Z

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 · 2026-11-13T18:52:21.116196382Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:23.306435+00:00

Share price$100.56
1D+0.0%
$100.50$100.53$100.56$100.58$100.615:30 AM6:30 AM9:00 AM1:00 PMSGOV
Sold putSold call

iShares 0-3 Month Treasury Bond ETF options

Live interpolated SGOV call and put midpoint premiums by absolute delta.iShares 0-3 Month Treasury Bond ETF$0.11$0.44$0.77$1.10$1.43$99.16$99.80$100.45$101.09$101.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGOV spot · $100.56SGOV PRICE$0.15$0.19$0.22$0.26$0.30$0.34$0.38$0.42$0.46$0.50$0.54$0.58$0.62$0.28$0.37$0.46$0.54$0.63$0.72$0.81$0.90$0.99$1.07$1.16$1.25$1.34
PutsExpensive13.11×
CallsExpensive9.91×
SkewBearish+1.57 pp
Implied moveBearish±$1.19
TiltBearish35.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.398.7%2.0%99.547.7%1.3%
25Δ102.208.3%1.8%99.727.8%1.2%
30Δ102.008.0%1.7%99.917.9%1.1%
35Δ101.817.7%1.5%100.098.0%1.0%
40Δ101.617.3%1.3%100.288.1%0.9%
45Δ101.417.0%1.2%100.468.1%0.8%
50Δ101.226.7%1.0%100.658.2%0.7%
55Δ101.026.3%0.9%100.848.3%0.6%
60Δ100.836.0%0.7%101.028.4%0.5%
65Δ100.635.6%0.6%101.218.5%0.4%
70Δ100.445.3%0.4%101.398.6%0.3%
75Δ100.245.0%0.3%101.588.6%0.2%
80Δ100.054.6%0.1%101.768.7%0.1%

20Δ

Calls
Pseudo strike
102.39
IV
8.7%
B/E move
2.0%
Puts
Pseudo strike
99.54
IV
7.7%
B/E move
1.3%

25Δ

Calls
Pseudo strike
102.20
IV
8.3%
B/E move
1.8%
Puts
Pseudo strike
99.72
IV
7.8%
B/E move
1.2%

30Δ

Calls
Pseudo strike
102.00
IV
8.0%
B/E move
1.7%
Puts
Pseudo strike
99.91
IV
7.9%
B/E move
1.1%

35Δ

Calls
Pseudo strike
101.81
IV
7.7%
B/E move
1.5%
Puts
Pseudo strike
100.09
IV
8.0%
B/E move
1.0%

40Δ

Calls
Pseudo strike
101.61
IV
7.3%
B/E move
1.3%
Puts
Pseudo strike
100.28
IV
8.1%
B/E move
0.9%

45Δ

Calls
Pseudo strike
101.41
IV
7.0%
B/E move
1.2%
Puts
Pseudo strike
100.46
IV
8.1%
B/E move
0.8%

50Δ

Calls
Pseudo strike
101.22
IV
6.7%
B/E move
1.0%
Puts
Pseudo strike
100.65
IV
8.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
101.02
IV
6.3%
B/E move
0.9%
Puts
Pseudo strike
100.84
IV
8.3%
B/E move
0.6%

60Δ

Calls
Pseudo strike
100.83
IV
6.0%
B/E move
0.7%
Puts
Pseudo strike
101.02
IV
8.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
100.63
IV
5.6%
B/E move
0.6%
Puts
Pseudo strike
101.21
IV
8.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
100.44
IV
5.3%
B/E move
0.4%
Puts
Pseudo strike
101.39
IV
8.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
100.24
IV
5.0%
B/E move
0.3%
Puts
Pseudo strike
101.58
IV
8.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
100.05
IV
4.6%
B/E move
0.1%
Puts
Pseudo strike
101.76
IV
8.7%
B/E move
0.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations