IntraAlpha
Create free account Start free

iShares 0-5 Year High Yield Corporate Bond ETF SHYG

i

Market datapartial · fetched 2026-10-22T20:09:51.625Z

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 · 2026-10-22T20:00:00.940240427Z

FundamentalsAlpha Vantage · unavailable

Share price$41.12
1D+0.3%
AH$40.97$41.01$41.06$41.11$41.155:30 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$0.32$0.66$1.01$1.35$1.70$35.79$38.42$41.05$43.68$46.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHYG spot · $41.12SHYG PRICE$0.47$0.47$0.47$0.47$0.49$0.52$0.55$0.57$0.60$0.67$0.74$0.81$0.88$0.50$0.49$0.44$0.40$0.35$0.48$0.63$0.78$0.92$1.07$1.60
PutsCheap0.48×
CallsCheap0.44×
SkewBearish+2.03 pp
Implied moveBearish±$1.18
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5338.7%11.9%38.0236.8%8.8%
25Δ43.7628.8%7.6%39.1528.2%6.0%
30Δ42.8022.6%5.2%39.7522.4%4.4%
35Δ42.1818.1%3.7%40.3416.6%2.9%
40Δ41.8515.8%3.0%40.9410.8%1.3%
45Δ41.6314.3%2.5%41.1811.0%1.0%
50Δ41.4212.8%2.1%41.3711.8%0.9%
55Δ41.2111.3%1.6%41.5712.6%0.8%
60Δ40.999.8%1.2%41.7613.4%0.7%
65Δ40.869.2%1.0%41.9614.3%0.6%
70Δ40.738.5%0.9%42.4918.0%0.6%
75Δ40.607.9%0.7%
80Δ40.477.2%0.6%

20Δ

Calls
Pseudo strike
45.53
IV
38.7%
B/E move
11.9%
Puts
Pseudo strike
38.02
IV
36.8%
B/E move
8.8%

25Δ

Calls
Pseudo strike
43.76
IV
28.8%
B/E move
7.6%
Puts
Pseudo strike
39.15
IV
28.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
42.80
IV
22.6%
B/E move
5.2%
Puts
Pseudo strike
39.75
IV
22.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
42.18
IV
18.1%
B/E move
3.7%
Puts
Pseudo strike
40.34
IV
16.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
41.85
IV
15.8%
B/E move
3.0%
Puts
Pseudo strike
40.94
IV
10.8%
B/E move
1.3%

45Δ

Calls
Pseudo strike
41.63
IV
14.3%
B/E move
2.5%
Puts
Pseudo strike
41.18
IV
11.0%
B/E move
1.0%

50Δ

Calls
Pseudo strike
41.42
IV
12.8%
B/E move
2.1%
Puts
Pseudo strike
41.37
IV
11.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
41.21
IV
11.3%
B/E move
1.6%
Puts
Pseudo strike
41.57
IV
12.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
40.99
IV
9.8%
B/E move
1.2%
Puts
Pseudo strike
41.76
IV
13.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
40.86
IV
9.2%
B/E move
1.0%
Puts
Pseudo strike
41.96
IV
14.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
40.73
IV
8.5%
B/E move
0.9%
Puts
Pseudo strike
42.49
IV
18.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
40.60
IV
7.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.47
IV
7.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations