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iShares 0-5 Year TIPS Bond ETF STIP

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Market datapartial · fetched 2026-10-22T22:54:15.258Z

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 · 2026-10-22T22:30:00.00426745Z

FundamentalsAlpha Vantage · unavailable

Share price$100.87
1D+0.2%
AH$100.66$100.74$100.82$100.90$100.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTIP
Sold putSold callAH

iShares 0-5 Year TIPS Bond ETF options

Live interpolated STIP call and put midpoint premiums by absolute delta.iShares 0-5 Year TIPS Bond ETF$0.38$0.92$1.45$1.99$2.52$95.27$97.90$100.52$103.15$105.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STIP spot · $100.87STIP PRICE$1.02$1.02$0.44$1.05$1.08$1.12$1.15$1.21$1.39$1.57$1.78$2.06$2.37$1.07$1.07$1.10$1.22$1.42$1.69$2.01$2.20$2.35
PutsExpensive4.08×
CallsExpensive3.13×
SkewBearish+2.44 pp
Implied moveBearish±$2.84
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.6034.5%10.7%
25Δ106.4525.1%6.6%96.8424.5%5.1%
30Δ102.789.0%2.3%98.4919.4%3.4%
35Δ103.4917.0%3.6%99.5416.2%2.4%
40Δ102.8415.0%3.0%100.2514.7%1.8%
45Δ102.1812.9%2.4%100.7914.4%1.5%
50Δ101.5210.9%1.8%101.3214.4%1.2%
55Δ100.939.3%1.3%101.8614.8%1.0%
60Δ100.599.1%1.1%102.2914.1%0.8%
65Δ100.249.0%0.9%102.7013.0%0.5%
70Δ99.848.9%0.7%
75Δ99.298.9%0.5%
80Δ98.798.8%0.3%

20Δ

Calls
Pseudo strike
110.60
IV
34.5%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
106.45
IV
25.1%
B/E move
6.6%
Puts
Pseudo strike
96.84
IV
24.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
102.78
IV
9.0%
B/E move
2.3%
Puts
Pseudo strike
98.49
IV
19.4%
B/E move
3.4%

35Δ

Calls
Pseudo strike
103.49
IV
17.0%
B/E move
3.6%
Puts
Pseudo strike
99.54
IV
16.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
102.84
IV
15.0%
B/E move
3.0%
Puts
Pseudo strike
100.25
IV
14.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
102.18
IV
12.9%
B/E move
2.4%
Puts
Pseudo strike
100.79
IV
14.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
101.52
IV
10.9%
B/E move
1.8%
Puts
Pseudo strike
101.32
IV
14.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
100.93
IV
9.3%
B/E move
1.3%
Puts
Pseudo strike
101.86
IV
14.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
100.59
IV
9.1%
B/E move
1.1%
Puts
Pseudo strike
102.29
IV
14.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
100.24
IV
9.0%
B/E move
0.9%
Puts
Pseudo strike
102.70
IV
13.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
99.84
IV
8.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
99.29
IV
8.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
98.79
IV
8.8%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations