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iShares Trust iShares 0-1 Year Treasury Bond ETF SHV

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Market datapartial · fetched 2026-10-23T12:34:31.971Z

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 · 2026-10-23T12:17:47.541617632Z

FundamentalsAlpha Vantage · unavailable

Share price$110.33
1D
Price history unavailable.

iShares Trust iShares 0-1 Year Treasury Bond ETF options

Live interpolated SHV call and put midpoint premiums by absolute delta.iShares Trust iShares 0-1 Year Treasury Bond ETF$0.00$1.42$2.84$4.27$5.69$107.85$108.81$109.78$110.75$111.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHV spot · $110.33SHV PRICE$0.25$0.33$0.42$0.50$0.59$0.67$0.76$0.84$0.93$1.01$1.10$1.18$1.27$0.12$0.23$0.33$0.44$0.54$0.65$0.75$0.86$1.17$1.63$2.31$3.42$5.28
PutsExpensive4.83×
CallsExpensive5.56×
SkewBearish+3.58 pp
Implied moveBalanced±$1.51
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.512.9%1.3%110.062.7%0.4%
25Δ111.323.0%1.2%110.183.1%0.3%
30Δ111.143.0%1.1%110.313.6%0.3%
35Δ110.953.1%1.0%110.444.0%0.3%
40Δ110.773.2%0.9%110.574.4%0.3%
45Δ110.583.2%0.8%110.694.9%0.3%
50Δ110.403.3%0.8%110.825.3%0.2%
55Δ110.213.4%0.7%110.955.7%0.2%
60Δ110.033.4%0.6%111.276.7%0.2%
65Δ109.843.5%0.5%111.738.2%0.2%
70Δ109.663.5%0.4%112.4010.2%0.2%
75Δ109.473.6%0.3%113.5113.1%0.2%
80Δ109.293.7%0.2%115.3817.3%0.2%

20Δ

Calls
Pseudo strike
111.51
IV
2.9%
B/E move
1.3%
Puts
Pseudo strike
110.06
IV
2.7%
B/E move
0.4%

25Δ

Calls
Pseudo strike
111.32
IV
3.0%
B/E move
1.2%
Puts
Pseudo strike
110.18
IV
3.1%
B/E move
0.3%

30Δ

Calls
Pseudo strike
111.14
IV
3.0%
B/E move
1.1%
Puts
Pseudo strike
110.31
IV
3.6%
B/E move
0.3%

35Δ

Calls
Pseudo strike
110.95
IV
3.1%
B/E move
1.0%
Puts
Pseudo strike
110.44
IV
4.0%
B/E move
0.3%

40Δ

Calls
Pseudo strike
110.77
IV
3.2%
B/E move
0.9%
Puts
Pseudo strike
110.57
IV
4.4%
B/E move
0.3%

45Δ

Calls
Pseudo strike
110.58
IV
3.2%
B/E move
0.8%
Puts
Pseudo strike
110.69
IV
4.9%
B/E move
0.3%

50Δ

Calls
Pseudo strike
110.40
IV
3.3%
B/E move
0.8%
Puts
Pseudo strike
110.82
IV
5.3%
B/E move
0.2%

55Δ

Calls
Pseudo strike
110.21
IV
3.4%
B/E move
0.7%
Puts
Pseudo strike
110.95
IV
5.7%
B/E move
0.2%

60Δ

Calls
Pseudo strike
110.03
IV
3.4%
B/E move
0.6%
Puts
Pseudo strike
111.27
IV
6.7%
B/E move
0.2%

65Δ

Calls
Pseudo strike
109.84
IV
3.5%
B/E move
0.5%
Puts
Pseudo strike
111.73
IV
8.2%
B/E move
0.2%

70Δ

Calls
Pseudo strike
109.66
IV
3.5%
B/E move
0.4%
Puts
Pseudo strike
112.40
IV
10.2%
B/E move
0.2%

75Δ

Calls
Pseudo strike
109.47
IV
3.6%
B/E move
0.3%
Puts
Pseudo strike
113.51
IV
13.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
109.29
IV
3.7%
B/E move
0.2%
Puts
Pseudo strike
115.38
IV
17.3%
B/E move
0.2%

Options history

No recorded observations