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

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Market dataready · fetched 2026-10-23T13:31:41.671Z

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 · 2026-10-23T13:30:01.091846743Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:31:41.261726+00:00

Share price$24.56
1D+0.0%
$24.55$24.55$24.56$24.57$24.575:30 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$0.71$2.20$3.68$5.17$6.65$17.99$21.24$24.49$27.74$30.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUSB spot · $24.56SUSB PRICE$0.88$0.88$0.88$0.88$0.88$0.94$1.03$1.13$2.39$5.59$6.22$5.14$0.88$0.88$0.88$0.88$1.24$3.04$4.84$4.00$6.21$4.67$2.53$2.47$3.72
PutsExpensive17.56×
CallsExpensive18.79×
SkewBearish+2.08 pp
Implied moveBearish±$5.78
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.25100.1%21.1%
25Δ30.7497.7%28.7%21.8177.0%14.8%
30Δ28.1074.7%18.0%22.8461.6%10.6%
35Δ26.6859.7%12.2%23.5151.1%7.8%
40Δ25.7949.0%8.6%24.2551.7%6.3%
45Δ25.2040.8%6.2%25.4691.9%8.7%
50Δ24.8136.6%4.8%26.67132.2%11.1%
55Δ24.5134.6%4.0%26.8297.0%7.1%
60Δ24.2232.6%3.2%28.78129.8%8.1%
65Δ23.4366.1%5.1%27.9393.3%5.3%
70Δ21.58153.3%10.6%26.5448.2%2.2%
75Δ20.30149.4%8.0%26.8035.2%0.9%
80Δ20.79114.0%5.6%28.1042.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.25
IV
100.1%
B/E move
21.1%

25Δ

Calls
Pseudo strike
30.74
IV
97.7%
B/E move
28.7%
Puts
Pseudo strike
21.81
IV
77.0%
B/E move
14.8%

30Δ

Calls
Pseudo strike
28.10
IV
74.7%
B/E move
18.0%
Puts
Pseudo strike
22.84
IV
61.6%
B/E move
10.6%

35Δ

Calls
Pseudo strike
26.68
IV
59.7%
B/E move
12.2%
Puts
Pseudo strike
23.51
IV
51.1%
B/E move
7.8%

40Δ

Calls
Pseudo strike
25.79
IV
49.0%
B/E move
8.6%
Puts
Pseudo strike
24.25
IV
51.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
25.20
IV
40.8%
B/E move
6.2%
Puts
Pseudo strike
25.46
IV
91.9%
B/E move
8.7%

50Δ

Calls
Pseudo strike
24.81
IV
36.6%
B/E move
4.8%
Puts
Pseudo strike
26.67
IV
132.2%
B/E move
11.1%

55Δ

Calls
Pseudo strike
24.51
IV
34.6%
B/E move
4.0%
Puts
Pseudo strike
26.82
IV
97.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
24.22
IV
32.6%
B/E move
3.2%
Puts
Pseudo strike
28.78
IV
129.8%
B/E move
8.1%

65Δ

Calls
Pseudo strike
23.43
IV
66.1%
B/E move
5.1%
Puts
Pseudo strike
27.93
IV
93.3%
B/E move
5.3%

70Δ

Calls
Pseudo strike
21.58
IV
153.3%
B/E move
10.6%
Puts
Pseudo strike
26.54
IV
48.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
20.30
IV
149.4%
B/E move
8.0%
Puts
Pseudo strike
26.80
IV
35.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
20.79
IV
114.0%
B/E move
5.6%
Puts
Pseudo strike
28.10
IV
42.3%
B/E move
0.7%

Options history

No recorded observations