IntraAlpha
Create free account Start free

iShares 0-5 Year High Yield Corporate Bond ETF SHYG

i

Market dataready · fetched 2026-11-11T14:54:49.982Z

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 · 2026-11-11T14:54:10.735312551Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:54:49.499966+00:00

Share price$41.06
1D-0.0%
$41.03$41.05$41.06$41.08$41.095:30 AM6:30 AM9:00 AM1:00 PMSHYG
Sold putSold call

iShares 0-5 Year High Yield Corporate Bond ETF options

Live interpolated SHYG call and put midpoint premiums by absolute delta.iShares 0-5 Year High Yield Corporate Bond ETF$0.47$0.47$0.48$0.49$0.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESHYG PRICE$0.47$0.47$0.47$0.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.3668.7%11.6%37.4868.3%9.9%
25Δ43.6151.2%7.4%
30Δ42.6540.2%5.0%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
45.36
IV
68.7%
B/E move
11.6%
Puts
Pseudo strike
37.48
IV
68.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
43.61
IV
51.2%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
42.65
IV
40.2%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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 blend14.16%
Daily EOD
SHYG9.6%42.8%76.0%2026-10-19: 67.17%2026-10-20: 64.18%2026-10-21: 36.87%2026-10-22: 41.31%2026-10-23: 60.80%2026-10-26: 51.64%2026-10-27: 69.02%2026-10-28: 71.44%2026-10-29: 48.65%2026-10-30: 14.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.17%
64.18%
36.87%
41.31%
60.80%
51.64%
69.02%
71.44%
48.65%
14.16%