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iShares Trust iShares ESG Aware 1-5 Year USD Corporate Bond ETF SUSB

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Market datapartial · fetched 2026-10-23T12:32:53.025Z

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 · 2026-10-22T20:00:00.234667752Z

FundamentalsAlpha Vantage · unavailable

Share price$24.59
1D+0.3%
AH$24.50$24.52$24.55$24.58$24.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUSB
Sold putSold callAH

iShares Trust iShares ESG Aware 1-5 Year USD Corporate Bond ETF options

Live interpolated SUSB call and put midpoint premiums by absolute delta.iShares Trust iShares ESG Aware 1-5 Year USD Corporate Bond ETF$0.61$1.11$1.60$2.10$2.60$20.10$22.11$24.13$26.14$28.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUSB spot · $24.59SUSB PRICE$0.88$0.88$0.88$0.88$0.88$0.86$0.82$0.79$0.76$0.73$0.70$0.66$0.88$0.88$0.88$0.88$0.92$1.11$1.30$1.75$2.38$2.40$2.41$2.43$2.45
PutsExpensive12.32×
CallsExpensive10.11×
SkewBearish+13.44 pp
Implied moveBearish±$2.15
TiltBearish36.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2899.9%21.1%
25Δ30.7697.5%28.7%21.8476.9%14.7%
30Δ28.1274.6%18.0%22.8761.4%10.5%
35Δ26.7059.6%12.2%23.5451.0%7.8%
40Δ25.8248.8%8.6%24.1043.8%5.7%
45Δ25.2440.7%6.2%24.4743.8%5.0%
50Δ24.9235.2%4.9%24.8443.8%4.2%
55Δ24.8031.5%4.2%25.3849.2%3.9%
60Δ24.6727.7%3.6%26.0157.9%3.9%
65Δ24.5423.9%2.9%26.2052.4%3.2%
70Δ24.4120.1%2.2%26.3946.9%2.5%
75Δ24.2816.4%1.6%26.5941.4%1.8%
80Δ24.1512.6%0.9%26.7835.8%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.28
IV
99.9%
B/E move
21.1%

25Δ

Calls
Pseudo strike
30.76
IV
97.5%
B/E move
28.7%
Puts
Pseudo strike
21.84
IV
76.9%
B/E move
14.7%

30Δ

Calls
Pseudo strike
28.12
IV
74.6%
B/E move
18.0%
Puts
Pseudo strike
22.87
IV
61.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
26.70
IV
59.6%
B/E move
12.2%
Puts
Pseudo strike
23.54
IV
51.0%
B/E move
7.8%

40Δ

Calls
Pseudo strike
25.82
IV
48.8%
B/E move
8.6%
Puts
Pseudo strike
24.10
IV
43.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
25.24
IV
40.7%
B/E move
6.2%
Puts
Pseudo strike
24.47
IV
43.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
24.92
IV
35.2%
B/E move
4.9%
Puts
Pseudo strike
24.84
IV
43.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
24.80
IV
31.5%
B/E move
4.2%
Puts
Pseudo strike
25.38
IV
49.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
24.67
IV
27.7%
B/E move
3.6%
Puts
Pseudo strike
26.01
IV
57.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
24.54
IV
23.9%
B/E move
2.9%
Puts
Pseudo strike
26.20
IV
52.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
24.41
IV
20.1%
B/E move
2.2%
Puts
Pseudo strike
26.39
IV
46.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
24.28
IV
16.4%
B/E move
1.6%
Puts
Pseudo strike
26.59
IV
41.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
24.15
IV
12.6%
B/E move
0.9%
Puts
Pseudo strike
26.78
IV
35.8%
B/E move
1.1%

Options history

No recorded observations