IntraAlpha
Create free account Start free

iShares 0-5 Year TIPS Bond ETF STIP

i

Market dataready · fetched 2026-10-22T21:28:32.652Z

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 · 2026-10-22T21:14:06.707705282Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:23:23.228828+00:00

Share price$100.90
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$0.91$1.45$1.98$2.51$95.32$97.83$100.35$102.87$105.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STIP spot · $100.90STIP PRICE$1.02$1.02$1.02$0.44$0.63$0.82$1.00$1.19$1.37$1.55$1.73$2.00$2.29$1.07$1.07$1.10$1.23$1.43$1.71$2.04$2.22$2.36
PutsExpensive4.10×
CallsExpensive2.82×
SkewBearish+3.87 pp
Implied moveBearish±$2.72
TiltBullish6.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.6334.5%10.7%
25Δ106.4925.1%6.6%96.8824.5%5.1%
30Δ104.4719.7%4.6%98.5219.4%3.4%
35Δ101.845.9%1.4%99.5716.2%2.4%
40Δ101.636.7%1.3%100.2814.7%1.8%
45Δ101.417.6%1.3%100.8214.5%1.5%
50Δ101.198.4%1.3%101.3614.6%1.2%
55Δ100.979.2%1.2%101.8914.9%1.0%
60Δ100.639.0%1.1%102.3314.1%0.8%
65Δ100.298.8%0.9%102.7513.1%0.5%
70Δ99.938.7%0.8%
75Δ99.408.6%0.5%
80Δ98.898.5%0.3%

20Δ

Calls
Pseudo strike
110.63
IV
34.5%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
106.49
IV
25.1%
B/E move
6.6%
Puts
Pseudo strike
96.88
IV
24.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
104.47
IV
19.7%
B/E move
4.6%
Puts
Pseudo strike
98.52
IV
19.4%
B/E move
3.4%

35Δ

Calls
Pseudo strike
101.84
IV
5.9%
B/E move
1.4%
Puts
Pseudo strike
99.57
IV
16.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
101.63
IV
6.7%
B/E move
1.3%
Puts
Pseudo strike
100.28
IV
14.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
101.41
IV
7.6%
B/E move
1.3%
Puts
Pseudo strike
100.82
IV
14.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
101.19
IV
8.4%
B/E move
1.3%
Puts
Pseudo strike
101.36
IV
14.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
100.97
IV
9.2%
B/E move
1.2%
Puts
Pseudo strike
101.89
IV
14.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
100.63
IV
9.0%
B/E move
1.1%
Puts
Pseudo strike
102.33
IV
14.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
100.29
IV
8.8%
B/E move
0.9%
Puts
Pseudo strike
102.75
IV
13.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
99.93
IV
8.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
99.40
IV
8.6%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
98.89
IV
8.5%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations