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iShares Treasury Floating Rate Bond ETF TFLO

i

Market dataready · fetched 2026-10-23T13:33:59.847Z

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 · 2026-10-23T13:33:19.684107334Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T13:33:59.317335+00:00

Share price$50.65
1D+0.0%
$50.62$50.63$50.65$50.66$50.685:30 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$0.00$0.63$1.26$1.89$2.53$49.43$49.86$50.30$50.74$51.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TFLO spot · $50.65TFLO PRICE$0.03$0.07$0.11$0.16$0.21$0.26$0.31$0.35$0.40$0.45$0.50$0.54$0.59$0.12$0.16$0.20$0.25$0.29$0.33$0.37$0.42$0.51$0.82$1.14$1.45$2.34
PutsExpensive4.72×
CallsExpensive2.42×
SkewBearish+4.89 pp
Implied moveBearish±$0.68
TiltBearish35.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.051.7%0.8%50.224.7%1.1%
25Δ50.941.7%0.7%50.324.9%1.0%
30Δ50.861.8%0.7%50.425.1%0.8%
35Δ50.792.0%0.6%50.525.2%0.7%
40Δ50.722.2%0.6%50.625.4%0.6%
45Δ50.642.4%0.5%50.725.6%0.5%
50Δ50.572.5%0.5%50.825.8%0.4%
55Δ50.492.7%0.4%50.925.9%0.3%
60Δ50.422.9%0.4%51.066.4%0.2%
65Δ50.353.0%0.3%51.378.4%0.2%
70Δ50.273.2%0.2%51.6910.3%0.2%
75Δ50.203.4%0.2%52.0012.2%0.2%
80Δ50.133.5%0.1%52.8916.7%0.2%

20Δ

Calls
Pseudo strike
51.05
IV
1.7%
B/E move
0.8%
Puts
Pseudo strike
50.22
IV
4.7%
B/E move
1.1%

25Δ

Calls
Pseudo strike
50.94
IV
1.7%
B/E move
0.7%
Puts
Pseudo strike
50.32
IV
4.9%
B/E move
1.0%

30Δ

Calls
Pseudo strike
50.86
IV
1.8%
B/E move
0.7%
Puts
Pseudo strike
50.42
IV
5.1%
B/E move
0.8%

35Δ

Calls
Pseudo strike
50.79
IV
2.0%
B/E move
0.6%
Puts
Pseudo strike
50.52
IV
5.2%
B/E move
0.7%

40Δ

Calls
Pseudo strike
50.72
IV
2.2%
B/E move
0.6%
Puts
Pseudo strike
50.62
IV
5.4%
B/E move
0.6%

45Δ

Calls
Pseudo strike
50.64
IV
2.4%
B/E move
0.5%
Puts
Pseudo strike
50.72
IV
5.6%
B/E move
0.5%

50Δ

Calls
Pseudo strike
50.57
IV
2.5%
B/E move
0.5%
Puts
Pseudo strike
50.82
IV
5.8%
B/E move
0.4%

55Δ

Calls
Pseudo strike
50.49
IV
2.7%
B/E move
0.4%
Puts
Pseudo strike
50.92
IV
5.9%
B/E move
0.3%

60Δ

Calls
Pseudo strike
50.42
IV
2.9%
B/E move
0.4%
Puts
Pseudo strike
51.06
IV
6.4%
B/E move
0.2%

65Δ

Calls
Pseudo strike
50.35
IV
3.0%
B/E move
0.3%
Puts
Pseudo strike
51.37
IV
8.4%
B/E move
0.2%

70Δ

Calls
Pseudo strike
50.27
IV
3.2%
B/E move
0.2%
Puts
Pseudo strike
51.69
IV
10.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
50.20
IV
3.4%
B/E move
0.2%
Puts
Pseudo strike
52.00
IV
12.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
50.13
IV
3.5%
B/E move
0.1%
Puts
Pseudo strike
52.89
IV
16.7%
B/E move
0.2%

Options history

No recorded observations