IntraAlpha
Create free account Start free

Northern Trust iBoxx 3-Year Target Duration TIPS ETF TDTT

i

Market dataready · fetched 2026-11-12T03:19:15.892Z

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 · 2026-11-12T01:00:00.042912774Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:19:15.540090+00:00

Share price$23.31
1D-0.0%
AH$23.25$23.27$23.29$23.31$23.335:30 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$0.12$0.41$0.71$1.00$1.29$21.35$21.93$22.52$23.11$23.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TDTT spot · $23.30TDTT PRICE$0.15$0.22$0.29$0.36$0.44$0.51$0.58$0.65$0.74$0.84$0.94$1.04$0.45$0.45$0.45$0.45$0.45$0.52$0.59$0.66$0.73$0.79$0.86$1.03$1.21
PutsExpensive10.61×
Calls——
Skew——
Implied moveBearish±$1.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.61104.5%13.5%
25Δ23.9223.8%3.3%21.5980.1%9.3%
30Δ23.7925.3%3.0%22.2064.2%6.7%
35Δ23.6726.7%2.8%22.6053.2%5.0%
40Δ23.5428.2%2.6%22.9942.2%3.3%
45Δ23.4129.7%2.3%23.1640.4%2.8%
50Δ23.2931.1%2.1%23.3238.8%2.4%
55Δ23.1632.6%1.9%23.4937.1%2.0%
60Δ23.0434.0%1.7%23.6535.5%1.6%
65Δ22.9033.4%1.4%23.8133.9%1.2%
70Δ22.7431.7%1.2%23.9732.2%0.8%
75Δ22.5930.0%1.0%24.1831.3%0.6%
80Δ22.4428.4%0.7%24.4030.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.61
IV
104.5%
B/E move
13.5%

25Δ

Calls
Pseudo strike
23.92
IV
23.8%
B/E move
3.3%
Puts
Pseudo strike
21.59
IV
80.1%
B/E move
9.3%

30Δ

Calls
Pseudo strike
23.79
IV
25.3%
B/E move
3.0%
Puts
Pseudo strike
22.20
IV
64.2%
B/E move
6.7%

35Δ

Calls
Pseudo strike
23.67
IV
26.7%
B/E move
2.8%
Puts
Pseudo strike
22.60
IV
53.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
23.54
IV
28.2%
B/E move
2.6%
Puts
Pseudo strike
22.99
IV
42.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
23.41
IV
29.7%
B/E move
2.3%
Puts
Pseudo strike
23.16
IV
40.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
23.29
IV
31.1%
B/E move
2.1%
Puts
Pseudo strike
23.32
IV
38.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
23.16
IV
32.6%
B/E move
1.9%
Puts
Pseudo strike
23.49
IV
37.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
23.04
IV
34.0%
B/E move
1.7%
Puts
Pseudo strike
23.65
IV
35.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
22.90
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
23.81
IV
33.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
22.74
IV
31.7%
B/E move
1.2%
Puts
Pseudo strike
23.97
IV
32.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
22.59
IV
30.0%
B/E move
1.0%
Puts
Pseudo strike
24.18
IV
31.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
22.44
IV
28.4%
B/E move
0.7%
Puts
Pseudo strike
24.40
IV
30.6%
B/E move
0.5%

Options history

IV · four-Friday blend21.88%
Daily EOD
TDTT19.7%29.6%39.5%2026-10-19: 22.52%2026-10-20: 22.71%2026-10-21: 22.67%2026-10-22: 21.11%2026-10-23: 35.41%2026-10-26: 21.46%2026-10-27: 21.67%2026-10-28: 38.18%2026-10-29: 21.90%2026-10-30: 21.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.52%
22.71%
22.67%
21.11%
35.41%
21.46%
21.67%
38.18%
21.90%
21.88%