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iShares 0-5 Year High Yield Corporate Bond ETF SHYG

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Market datapartial · fetched 2026-10-22T12:56:04.423Z

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 · 2026-10-22T00:00:00.101602393Z

FundamentalsAlpha Vantage · unavailable

Share price$41.06
1D+0.0%
AH$41.01$41.04$41.07$41.09$41.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHYG
Sold putSold callAH

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$0.40$1.11$1.82$2.54$3.25$35.74$38.37$40.99$43.62$46.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHYG spot · $41.06SHYG PRICE$0.47$0.47$0.47$0.47$0.50$0.54$0.58$0.61$0.67$0.76$0.84$0.93$1.01$0.50$0.51$0.54$0.58$0.62$0.66$0.77$0.89$1.01$1.13$1.47$1.98$3.04
PutsCheap0.57×
CallsCheap0.46×
SkewBearish+4.44 pp
Implied moveBearish±$1.35
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.4738.6%11.9%37.9636.6%8.8%
25Δ43.7929.1%7.8%39.1028.5%6.0%
30Δ42.9623.6%5.8%39.5825.4%4.9%
35Δ42.1318.1%3.8%40.0622.3%3.8%
40Δ41.8016.0%3.0%40.5519.1%2.7%
45Δ41.5714.6%2.5%41.0116.2%1.7%
50Δ41.3313.1%2.1%41.2415.9%1.5%
55Δ41.1011.7%1.6%41.4615.6%1.2%
60Δ40.9010.8%1.3%41.6815.3%0.9%
65Δ40.7310.4%1.1%41.9115.1%0.7%
70Δ40.569.9%0.8%42.3116.7%0.5%
75Δ40.409.4%0.6%42.8519.6%0.5%
80Δ40.239.0%0.4%43.9225.8%0.5%

20Δ

Calls
Pseudo strike
45.47
IV
38.6%
B/E move
11.9%
Puts
Pseudo strike
37.96
IV
36.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
43.79
IV
29.1%
B/E move
7.8%
Puts
Pseudo strike
39.10
IV
28.5%
B/E move
6.0%

30Δ

Calls
Pseudo strike
42.96
IV
23.6%
B/E move
5.8%
Puts
Pseudo strike
39.58
IV
25.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
42.13
IV
18.1%
B/E move
3.8%
Puts
Pseudo strike
40.06
IV
22.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
41.80
IV
16.0%
B/E move
3.0%
Puts
Pseudo strike
40.55
IV
19.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
41.57
IV
14.6%
B/E move
2.5%
Puts
Pseudo strike
41.01
IV
16.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
41.33
IV
13.1%
B/E move
2.1%
Puts
Pseudo strike
41.24
IV
15.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
41.10
IV
11.7%
B/E move
1.6%
Puts
Pseudo strike
41.46
IV
15.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
40.90
IV
10.8%
B/E move
1.3%
Puts
Pseudo strike
41.68
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
40.73
IV
10.4%
B/E move
1.1%
Puts
Pseudo strike
41.91
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
40.56
IV
9.9%
B/E move
0.8%
Puts
Pseudo strike
42.31
IV
16.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
40.40
IV
9.4%
B/E move
0.6%
Puts
Pseudo strike
42.85
IV
19.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
40.23
IV
9.0%
B/E move
0.4%
Puts
Pseudo strike
43.92
IV
25.8%
B/E move
0.5%

Options history

No recorded observations