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Northern Trust iBoxx 3-Year Target Duration TIPS ETF TDTT

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Market datapartial · fetched 2026-10-22T16:40:31.219Z

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 · 2026-10-22T16:39:33.158817356Z

FundamentalsAlpha Vantage · unavailable

Share price$23.51
1D+0.1%
$23.46$23.47$23.49$23.50$23.525:30 AM6:30 AM9:00 AM1:00 PMTDTT
Sold putSold call

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$0.31$1.19$2.06$2.94$3.82$20.83$22.40$23.98$25.55$27.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDTT spot · $23.50TDTT PRICE$0.45$0.45$0.40$0.69$0.97$1.24$1.52$1.79$2.07$2.34$1.94$1.01$1.84$0.45$0.45$0.45$0.45$0.52$0.60$0.68$0.75$0.85$1.06$1.28$1.50$3.56
PutsExpensive2.98×
CallsExpensive4.46×
SkewBullish-14.16 pp
Implied moveBullish±$2.19
TiltBullish14.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.1166.2%21.5%20.8856.4%13.1%
25Δ26.1548.7%13.2%21.8843.0%8.8%
30Δ24.8733.0%7.5%22.4435.0%6.4%
35Δ24.6539.8%7.8%22.9427.7%4.3%
40Δ24.2543.3%7.3%23.1926.1%3.6%
45Δ23.8546.9%6.8%23.3925.1%3.0%
50Δ23.4650.4%6.2%23.6024.2%2.5%
55Δ23.0654.0%5.7%23.8123.2%1.9%
60Δ22.6657.5%5.2%24.0322.5%1.4%
65Δ22.2661.1%4.7%24.3023.4%1.2%
70Δ22.3347.5%3.3%24.5724.3%0.9%
75Δ22.7316.8%1.0%24.8425.2%0.7%
80Δ21.8523.1%0.8%26.8348.2%1.0%

20Δ

Calls
Pseudo strike
28.11
IV
66.2%
B/E move
21.5%
Puts
Pseudo strike
20.88
IV
56.4%
B/E move
13.1%

25Δ

Calls
Pseudo strike
26.15
IV
48.7%
B/E move
13.2%
Puts
Pseudo strike
21.88
IV
43.0%
B/E move
8.8%

30Δ

Calls
Pseudo strike
24.87
IV
33.0%
B/E move
7.5%
Puts
Pseudo strike
22.44
IV
35.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
24.65
IV
39.8%
B/E move
7.8%
Puts
Pseudo strike
22.94
IV
27.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
24.25
IV
43.3%
B/E move
7.3%
Puts
Pseudo strike
23.19
IV
26.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
23.85
IV
46.9%
B/E move
6.8%
Puts
Pseudo strike
23.39
IV
25.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
23.46
IV
50.4%
B/E move
6.2%
Puts
Pseudo strike
23.60
IV
24.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
23.06
IV
54.0%
B/E move
5.7%
Puts
Pseudo strike
23.81
IV
23.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
22.66
IV
57.5%
B/E move
5.2%
Puts
Pseudo strike
24.03
IV
22.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
22.26
IV
61.1%
B/E move
4.7%
Puts
Pseudo strike
24.30
IV
23.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
22.33
IV
47.5%
B/E move
3.3%
Puts
Pseudo strike
24.57
IV
24.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
22.73
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
24.84
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
21.85
IV
23.1%
B/E move
0.8%
Puts
Pseudo strike
26.83
IV
48.2%
B/E move
1.0%

Options history

No recorded observations