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iShares Trust iShares 0-1 Year Treasury Bond ETF SHV

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Market dataready · fetched 2026-10-23T13:32:47.651Z

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 · 2026-10-23T13:32:40.071926036Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:32:47.177618+00:00

Share price$110.34
1D+0.0%
$110.27$110.30$110.34$110.37$110.405:30 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$1.44$2.87$4.31$5.74$107.83$108.73$109.63$110.53$111.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHV spot · $110.33SHV PRICE$0.09$0.20$0.30$0.40$0.50$0.60$0.70$0.80$0.90$1.00$1.10$1.20$1.30$0.12$0.23$0.34$0.45$0.56$0.67$0.78$0.89$1.23$1.70$2.35$3.38$5.33
PutsExpensive4.94×
CallsExpensive4.11×
SkewBearish+4.58 pp
Implied moveBearish±$1.48
TiltBearish32.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.901.1%0.6%110.062.8%0.4%
25Δ110.761.3%0.6%110.193.2%0.3%
30Δ110.611.5%0.5%110.323.7%0.3%
35Δ110.471.8%0.5%110.444.1%0.3%
40Δ110.322.0%0.4%110.574.6%0.3%
45Δ110.182.2%0.4%110.705.0%0.3%
50Δ110.042.4%0.4%110.835.5%0.3%
55Δ109.892.7%0.3%110.966.0%0.2%
60Δ109.752.9%0.3%111.317.1%0.2%
65Δ109.603.1%0.2%111.778.6%0.2%
70Δ109.463.4%0.2%112.4310.4%0.2%
75Δ109.323.6%0.2%113.4813.0%0.2%
80Δ109.173.8%0.1%115.4317.5%0.2%

20Δ

Calls
Pseudo strike
110.90
IV
1.1%
B/E move
0.6%
Puts
Pseudo strike
110.06
IV
2.8%
B/E move
0.4%

25Δ

Calls
Pseudo strike
110.76
IV
1.3%
B/E move
0.6%
Puts
Pseudo strike
110.19
IV
3.2%
B/E move
0.3%

30Δ

Calls
Pseudo strike
110.61
IV
1.5%
B/E move
0.5%
Puts
Pseudo strike
110.32
IV
3.7%
B/E move
0.3%

35Δ

Calls
Pseudo strike
110.47
IV
1.8%
B/E move
0.5%
Puts
Pseudo strike
110.44
IV
4.1%
B/E move
0.3%

40Δ

Calls
Pseudo strike
110.32
IV
2.0%
B/E move
0.4%
Puts
Pseudo strike
110.57
IV
4.6%
B/E move
0.3%

45Δ

Calls
Pseudo strike
110.18
IV
2.2%
B/E move
0.4%
Puts
Pseudo strike
110.70
IV
5.0%
B/E move
0.3%

50Δ

Calls
Pseudo strike
110.04
IV
2.4%
B/E move
0.4%
Puts
Pseudo strike
110.83
IV
5.5%
B/E move
0.3%

55Δ

Calls
Pseudo strike
109.89
IV
2.7%
B/E move
0.3%
Puts
Pseudo strike
110.96
IV
6.0%
B/E move
0.2%

60Δ

Calls
Pseudo strike
109.75
IV
2.9%
B/E move
0.3%
Puts
Pseudo strike
111.31
IV
7.1%
B/E move
0.2%

65Δ

Calls
Pseudo strike
109.60
IV
3.1%
B/E move
0.2%
Puts
Pseudo strike
111.77
IV
8.6%
B/E move
0.2%

70Δ

Calls
Pseudo strike
109.46
IV
3.4%
B/E move
0.2%
Puts
Pseudo strike
112.43
IV
10.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
109.32
IV
3.6%
B/E move
0.2%
Puts
Pseudo strike
113.48
IV
13.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
109.17
IV
3.8%
B/E move
0.1%
Puts
Pseudo strike
115.43
IV
17.5%
B/E move
0.2%

Options history

No recorded observations