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iShares 0-5 Year TIPS Bond ETF STIP

i

Market dataready · fetched 2026-11-12T00:44:57.742Z

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 · 2026-11-11T23:58:13.651245054Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:57.134141+00:00

Share price$100.03
1D-0.0%
AH$99.97$100.01$100.05$100.09$100.135:30 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$0.47$0.91$1.36$1.80$2.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESTIP PRICE$0.93$0.52$0.65$1.75$1.86$1.96$0.93$0.93$0.93$1.69$1.83$1.97$2.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.4956.7%9.4%
25Δ96.3038.8%4.7%
30Δ101.6117.3%2.1%97.7630.6%3.2%
35Δ101.2517.8%1.9%98.6924.9%2.3%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ101.1917.2%0.5%
70Δ98.8916.0%0.6%101.4616.1%0.4%
75Δ98.6814.7%0.5%101.7315.0%0.3%
80Δ98.4813.3%0.4%102.0113.9%0.1%

20Δ

Calls
Pseudo strike
108.49
IV
56.7%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.30
IV
38.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
101.61
IV
17.3%
B/E move
2.1%
Puts
Pseudo strike
97.76
IV
30.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
101.25
IV
17.8%
B/E move
1.9%
Puts
Pseudo strike
98.69
IV
24.9%
B/E move
2.3%

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
101.19
IV
17.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
98.89
IV
16.0%
B/E move
0.6%
Puts
Pseudo strike
101.46
IV
16.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
98.68
IV
14.7%
B/E move
0.5%
Puts
Pseudo strike
101.73
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
98.48
IV
13.3%
B/E move
0.4%
Puts
Pseudo strike
102.01
IV
13.9%
B/E move
0.1%

Options history

IV · four-Friday blend11.62%
Daily EOD
STIP10.5%11.1%11.7%2026-10-19: 10.62%2026-10-20: 10.72%2026-10-21: 10.84%2026-10-22: 11.02%2026-10-23: 10.87%2026-10-26: 11.01%2026-10-27: 11.10%2026-10-28: 11.22%2026-10-29: 11.45%2026-10-30: 11.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
10.62%
10.72%
10.84%
11.02%
10.87%
11.01%
11.10%
11.22%
11.45%
11.62%