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iShares 1-3 Year Treasury Bond ETF SHY

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Market dataready · fetched 2026-10-24T04:23:54.646Z

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 · 2026-10-23T23:09:55.345526076Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:23:54.353117+00:00

Share price$81.49
1D-0.1%
AH$81.43$81.47$81.51$81.54$81.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHY
Sold putSold callAH

iShares 1-3 Year Treasury Bond ETF options

Live interpolated SHY call and put midpoint premiums by absolute delta.iShares 1-3 Year Treasury Bond ETF$0.00$0.96$1.91$2.87$3.82$79.53$80.47$81.41$82.35$83.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHY spot · $81.49SHY PRICE$0.06$0.07$0.19$0.41$0.63$0.85$1.08$1.30$1.52$1.74$1.96$1.61$1.35$0.10$0.17$0.25$0.33$0.40$0.48$0.56$0.63$0.84$1.23$1.61$2.42$3.54
PutsExpensive2.32×
CallsExpensive2.34×
SkewBearish+0.74 pp
Implied moveBullish±$1.63
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.443.0%1.2%80.984.0%0.7%
25Δ82.142.3%0.9%81.134.2%0.7%
30Δ81.892.6%0.7%81.264.5%0.6%
35Δ81.673.7%0.7%81.394.8%0.5%
40Δ81.464.8%0.7%81.535.0%0.4%
45Δ81.255.9%0.8%81.665.3%0.4%
50Δ81.047.0%0.8%81.795.5%0.3%
55Δ80.828.1%0.8%81.925.8%0.2%
60Δ80.619.2%0.8%82.176.7%0.2%
65Δ80.4010.3%0.8%82.558.3%0.2%
70Δ80.1911.4%0.8%82.949.9%0.2%
75Δ80.429.1%0.7%83.7412.7%0.2%
80Δ80.445.8%0.4%84.8916.1%0.2%

20Δ

Calls
Pseudo strike
82.44
IV
3.0%
B/E move
1.2%
Puts
Pseudo strike
80.98
IV
4.0%
B/E move
0.7%

25Δ

Calls
Pseudo strike
82.14
IV
2.3%
B/E move
0.9%
Puts
Pseudo strike
81.13
IV
4.2%
B/E move
0.7%

30Δ

Calls
Pseudo strike
81.89
IV
2.6%
B/E move
0.7%
Puts
Pseudo strike
81.26
IV
4.5%
B/E move
0.6%

35Δ

Calls
Pseudo strike
81.67
IV
3.7%
B/E move
0.7%
Puts
Pseudo strike
81.39
IV
4.8%
B/E move
0.5%

40Δ

Calls
Pseudo strike
81.46
IV
4.8%
B/E move
0.7%
Puts
Pseudo strike
81.53
IV
5.0%
B/E move
0.4%

45Δ

Calls
Pseudo strike
81.25
IV
5.9%
B/E move
0.8%
Puts
Pseudo strike
81.66
IV
5.3%
B/E move
0.4%

50Δ

Calls
Pseudo strike
81.04
IV
7.0%
B/E move
0.8%
Puts
Pseudo strike
81.79
IV
5.5%
B/E move
0.3%

55Δ

Calls
Pseudo strike
80.82
IV
8.1%
B/E move
0.8%
Puts
Pseudo strike
81.92
IV
5.8%
B/E move
0.2%

60Δ

Calls
Pseudo strike
80.61
IV
9.2%
B/E move
0.8%
Puts
Pseudo strike
82.17
IV
6.7%
B/E move
0.2%

65Δ

Calls
Pseudo strike
80.40
IV
10.3%
B/E move
0.8%
Puts
Pseudo strike
82.55
IV
8.3%
B/E move
0.2%

70Δ

Calls
Pseudo strike
80.19
IV
11.4%
B/E move
0.8%
Puts
Pseudo strike
82.94
IV
9.9%
B/E move
0.2%

75Δ

Calls
Pseudo strike
80.42
IV
9.1%
B/E move
0.7%
Puts
Pseudo strike
83.74
IV
12.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
80.44
IV
5.8%
B/E move
0.4%
Puts
Pseudo strike
84.89
IV
16.1%
B/E move
0.2%

Options history

No recorded observations