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iShares Treasury Floating Rate Bond ETF TFLO

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Market datapartial · fetched 2026-10-23T12:37:29.010Z

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 · 2026-10-23T12:33:09.516476646Z

FundamentalsAlpha Vantage · unavailable

Share price$50.65
1D+0.0%
$50.62$50.63$50.65$50.66$50.675:30 AM6:30 AM9:00 AM1:00 PMTFLO
Sold putSold call

iShares Treasury Floating Rate Bond ETF options

Live interpolated TFLO call and put midpoint premiums by absolute delta.iShares Treasury Floating Rate Bond ETF$0.46$0.97$1.48$1.99$2.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETFLO PRICE$0.52$0.83$1.14$1.46$2.36
PutsExpensive6.91×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ51.076.5%0.2%
65Δ51.388.4%0.2%
70Δ51.6910.3%0.2%
75Δ52.0112.3%0.2%
80Δ52.9116.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.07
IV
6.5%
B/E move
0.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.38
IV
8.4%
B/E move
0.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.69
IV
10.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.01
IV
12.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.91
IV
16.8%
B/E move
0.2%

Options history

No recorded observations