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iShares TIPS Bond ETF TIP

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Market datapartial · fetched 2026-10-22T22:05:27.028Z

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 · 2026-10-22T20:47:30.541278323Z

FundamentalsAlpha Vantage · unavailable

Share price$106.39
1D+0.5%
AH$105.84$106.00$106.16$106.32$106.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTIP
Sold putSold callAH

iShares TIPS Bond ETF options

Live interpolated TIP call and put midpoint premiums by absolute delta.iShares TIPS Bond ETF$0.39$1.38$2.38$3.37$4.37$97.98$101.65$105.33$109.01$112.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TIP spot · $106.39TIP PRICE$0.89$2.41$2.45$1.82$0.93$0.49$0.59$0.68$0.78$0.87$0.97$1.38$1.83$2.45$2.45$2.36$2.36$2.00$1.64$1.28$0.93$1.12$1.40$1.67$3.12$4.08
PutsExpensive4.29×
CallsExpensive2.55×
SkewBearish+7.07 pp
Implied moveBearish±$1.87
TiltBearish25.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.5623.0%6.6%92.7666.8%15.1%
25Δ120.7758.0%15.8%97.9350.9%10.3%
30Δ115.2345.9%10.6%101.3939.0%6.9%
35Δ111.8030.9%6.8%103.2233.0%5.2%
40Δ108.6713.9%3.0%104.1326.5%4.0%
45Δ106.924.8%1.0%105.0520.0%2.8%
50Δ106.744.8%0.9%105.9613.5%1.6%
55Δ106.564.7%0.8%106.877.0%0.4%
60Δ106.384.6%0.7%107.296.6%0.2%
65Δ106.204.6%0.6%107.637.1%0.1%
70Δ106.024.5%0.6%107.977.7%0.1%
75Δ105.575.4%0.5%109.3212.1%0.2%
80Δ105.106.4%0.5%110.3813.5%0.1%

20Δ

Calls
Pseudo strike
112.56
IV
23.0%
B/E move
6.6%
Puts
Pseudo strike
92.76
IV
66.8%
B/E move
15.1%

25Δ

Calls
Pseudo strike
120.77
IV
58.0%
B/E move
15.8%
Puts
Pseudo strike
97.93
IV
50.9%
B/E move
10.3%

30Δ

Calls
Pseudo strike
115.23
IV
45.9%
B/E move
10.6%
Puts
Pseudo strike
101.39
IV
39.0%
B/E move
6.9%

35Δ

Calls
Pseudo strike
111.80
IV
30.9%
B/E move
6.8%
Puts
Pseudo strike
103.22
IV
33.0%
B/E move
5.2%

40Δ

Calls
Pseudo strike
108.67
IV
13.9%
B/E move
3.0%
Puts
Pseudo strike
104.13
IV
26.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
106.92
IV
4.8%
B/E move
1.0%
Puts
Pseudo strike
105.05
IV
20.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
106.74
IV
4.8%
B/E move
0.9%
Puts
Pseudo strike
105.96
IV
13.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
106.56
IV
4.7%
B/E move
0.8%
Puts
Pseudo strike
106.87
IV
7.0%
B/E move
0.4%

60Δ

Calls
Pseudo strike
106.38
IV
4.6%
B/E move
0.7%
Puts
Pseudo strike
107.29
IV
6.6%
B/E move
0.2%

65Δ

Calls
Pseudo strike
106.20
IV
4.6%
B/E move
0.6%
Puts
Pseudo strike
107.63
IV
7.1%
B/E move
0.1%

70Δ

Calls
Pseudo strike
106.02
IV
4.5%
B/E move
0.6%
Puts
Pseudo strike
107.97
IV
7.7%
B/E move
0.1%

75Δ

Calls
Pseudo strike
105.57
IV
5.4%
B/E move
0.5%
Puts
Pseudo strike
109.32
IV
12.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
105.10
IV
6.4%
B/E move
0.5%
Puts
Pseudo strike
110.38
IV
13.5%
B/E move
0.1%

Options history

No recorded observations