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iShares Trust iShares 0-1 Year Treasury Bond ETF SHV

i

Market dataready · fetched 2026-11-12T14:59:14.555Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T14:59:02.005062862Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:59:13.326695+00:00

Share price$110.14
1D+0.0%
$110.08$110.11$110.15$110.18$110.215:30 AM6:30 AM9:00 AM1:00 PMSHV
Sold putSold call

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$0.73$1.45$2.18$2.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ 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 —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESHV PRICE$0.05$0.44$0.70$0.97$1.23$1.50$1.76$2.03$2.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.031.3%0.9%
25Δ
30Δ
35Δ110.154.4%0.4%
40Δ110.445.2%0.4%
45Δ110.735.9%0.3%
50Δ111.026.7%0.3%
55Δ111.317.4%0.3%
60Δ111.608.2%0.3%
65Δ111.908.9%0.2%
70Δ112.5910.5%0.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
111.03
IV
1.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.15
IV
4.4%
B/E move
0.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.44
IV
5.2%
B/E move
0.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.73
IV
5.9%
B/E move
0.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.02
IV
6.7%
B/E move
0.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.31
IV
7.4%
B/E move
0.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.60
IV
8.2%
B/E move
0.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.90
IV
8.9%
B/E move
0.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.59
IV
10.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.21%
Daily EOD
SHV21.2%21.2%21.2%2026-10-28: 21.21%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
21.21%