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

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Market dataready · fetched 2026-11-12T14:55:42.543Z

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 · 2026-11-12T14:49:27.084277155Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:55:42.099300+00:00

Share price$24.45
1D-0.0%
$24.43$24.44$24.45$24.46$24.475:30 AM6:30 AM9:00 AM1:00 PMSUSB
Sold putSold call

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$0.06$0.15$0.24$0.33$0.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESUSB PRICE$0.07$0.09$0.12$0.15$0.18$0.21$0.23$0.26$0.29$0.32$0.34$0.37$0.40
Puts——
CallsExpensive4.73×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9614.7%2.4%
25Δ24.9014.3%2.2%
30Δ24.8313.9%2.1%
35Δ24.7713.4%1.9%
40Δ24.7013.0%1.8%
45Δ24.6312.6%1.6%
50Δ24.5712.2%1.5%
55Δ24.5011.8%1.3%
60Δ24.4411.4%1.2%
65Δ24.3711.0%1.0%
70Δ24.3110.6%0.8%
75Δ24.2410.2%0.7%
80Δ24.189.8%0.5%

20Δ

Calls
Pseudo strike
24.96
IV
14.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
24.90
IV
14.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
24.83
IV
13.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
24.77
IV
13.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
24.70
IV
13.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
24.63
IV
12.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
24.57
IV
12.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.50
IV
11.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.44
IV
11.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.37
IV
11.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.31
IV
10.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.24
IV
10.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.18
IV
9.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations