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Northern Trust iBoxx 3-Year Target Duration TIPS ETF TDTT

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Market datapartial · fetched 2026-10-22T23:23:29.619Z

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 · 2026-10-22T22:30:00.001148399Z

FundamentalsAlpha Vantage · unavailable

Share price$23.53
1D+0.3%
AH$23.46$23.48$23.51$23.53$23.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDTT
Sold putSold callAH

Northern Trust iBoxx 3-Year Target Duration TIPS ETF options

Live interpolated TDTT call and put midpoint premiums by absolute delta.Northern Trust iBoxx 3-Year Target Duration TIPS ETF$0.07$0.74$1.41$2.08$2.75$21.10$22.13$23.16$24.18$25.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDTT spot · $23.53TDTT PRICE$0.45$0.45$0.14$0.21$0.27$0.34$0.41$0.48$0.54$0.61$0.68$0.74$0.45$0.45$0.45$0.45$0.53$0.61$0.69$0.77$0.89$1.11$1.33$1.55$2.56
PutsExpensive2.94×
CallsExpensive1.90×
SkewBearish+11.29 pp
Implied moveBearish±$1.10
TiltBearish37.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.1366.4%21.5%20.9156.5%13.0%
25Δ26.1748.9%13.2%21.9143.1%8.8%
30Δ23.949.5%2.3%22.4735.1%6.4%
35Δ23.8410.0%2.2%22.9827.7%4.3%
40Δ23.7310.5%2.0%23.2126.5%3.6%
45Δ23.6311.0%1.9%23.4225.6%3.1%
50Δ23.5311.5%1.7%23.6324.7%2.5%
55Δ23.4212.0%1.6%23.8523.7%1.9%
60Δ23.3212.5%1.4%24.0823.3%1.4%
65Δ23.2213.0%1.3%24.3524.3%1.2%
70Δ23.1113.5%1.1%24.6325.3%1.0%
75Δ23.0114.0%0.9%24.9126.3%0.7%
80Δ25.9136.8%0.8%

20Δ

Calls
Pseudo strike
28.13
IV
66.4%
B/E move
21.5%
Puts
Pseudo strike
20.91
IV
56.5%
B/E move
13.0%

25Δ

Calls
Pseudo strike
26.17
IV
48.9%
B/E move
13.2%
Puts
Pseudo strike
21.91
IV
43.1%
B/E move
8.8%

30Δ

Calls
Pseudo strike
23.94
IV
9.5%
B/E move
2.3%
Puts
Pseudo strike
22.47
IV
35.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
23.84
IV
10.0%
B/E move
2.2%
Puts
Pseudo strike
22.98
IV
27.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
23.73
IV
10.5%
B/E move
2.0%
Puts
Pseudo strike
23.21
IV
26.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
23.63
IV
11.0%
B/E move
1.9%
Puts
Pseudo strike
23.42
IV
25.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
23.53
IV
11.5%
B/E move
1.7%
Puts
Pseudo strike
23.63
IV
24.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
23.42
IV
12.0%
B/E move
1.6%
Puts
Pseudo strike
23.85
IV
23.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
23.32
IV
12.5%
B/E move
1.4%
Puts
Pseudo strike
24.08
IV
23.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
23.22
IV
13.0%
B/E move
1.3%
Puts
Pseudo strike
24.35
IV
24.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
23.11
IV
13.5%
B/E move
1.1%
Puts
Pseudo strike
24.63
IV
25.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
23.01
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
24.91
IV
26.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.91
IV
36.8%
B/E move
0.8%

Options history

No recorded observations