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iShares 10-20 Year Treasury Bond ETF TLH

i

Market dataready · fetched 2026-11-12T00:52:33.318Z

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 · 2026-11-11T23:30:00.004286476Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:32.820730+00:00

Share price$95.02
1D+0.3%
AH$94.56$94.70$94.84$94.98$95.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLH
Sold putSold callAH

iShares 10-20 Year Treasury Bond ETF options

Live interpolated TLH call and put midpoint premiums by absolute delta.iShares 10-20 Year Treasury Bond ETF$0.29$1.12$1.95$2.78$3.61$92.44$93.56$94.69$95.81$96.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TLH spot · $95.02TLH PRICE$0.38$0.38$0.38$0.44$0.56$0.67$0.79$0.88$0.96$1.03$1.10$1.17$0.38$0.38$0.39$0.46$0.53$0.60$0.72$0.87$1.03$1.19$1.44$1.83$3.37
PutsExpensive1.55×
Calls——
Skew——
Implied moveBullish±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.1323.2%3.7%92.3822.6%3.2%
25Δ96.9217.4%2.4%93.4117.2%2.1%
30Δ96.2613.8%1.7%94.0713.8%1.4%
35Δ95.8512.5%1.3%94.3413.1%1.2%
40Δ95.6112.7%1.2%94.6112.4%1.0%
45Δ95.3713.0%1.1%94.8911.7%0.8%
50Δ95.1313.2%0.9%95.1411.6%0.6%
55Δ94.9213.0%0.8%95.3811.8%0.5%
60Δ94.7412.1%0.7%95.6212.1%0.4%
65Δ94.5611.3%0.6%95.8612.4%0.4%
70Δ94.3810.5%0.5%96.1913.0%0.3%
75Δ94.209.7%0.4%96.6314.2%0.2%
80Δ98.1022.9%0.3%

20Δ

Calls
Pseudo strike
98.13
IV
23.2%
B/E move
3.7%
Puts
Pseudo strike
92.38
IV
22.6%
B/E move
3.2%

25Δ

Calls
Pseudo strike
96.92
IV
17.4%
B/E move
2.4%
Puts
Pseudo strike
93.41
IV
17.2%
B/E move
2.1%

30Δ

Calls
Pseudo strike
96.26
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
94.07
IV
13.8%
B/E move
1.4%

35Δ

Calls
Pseudo strike
95.85
IV
12.5%
B/E move
1.3%
Puts
Pseudo strike
94.34
IV
13.1%
B/E move
1.2%

40Δ

Calls
Pseudo strike
95.61
IV
12.7%
B/E move
1.2%
Puts
Pseudo strike
94.61
IV
12.4%
B/E move
1.0%

45Δ

Calls
Pseudo strike
95.37
IV
13.0%
B/E move
1.1%
Puts
Pseudo strike
94.89
IV
11.7%
B/E move
0.8%

50Δ

Calls
Pseudo strike
95.13
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
95.14
IV
11.6%
B/E move
0.6%

55Δ

Calls
Pseudo strike
94.92
IV
13.0%
B/E move
0.8%
Puts
Pseudo strike
95.38
IV
11.8%
B/E move
0.5%

60Δ

Calls
Pseudo strike
94.74
IV
12.1%
B/E move
0.7%
Puts
Pseudo strike
95.62
IV
12.1%
B/E move
0.4%

65Δ

Calls
Pseudo strike
94.56
IV
11.3%
B/E move
0.6%
Puts
Pseudo strike
95.86
IV
12.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
94.38
IV
10.5%
B/E move
0.5%
Puts
Pseudo strike
96.19
IV
13.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
94.20
IV
9.7%
B/E move
0.4%
Puts
Pseudo strike
96.63
IV
14.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.10
IV
22.9%
B/E move
0.3%

Options history

IV · four-Friday blend13.55%
Daily EOD
TLH11.7%13.0%14.3%2026-10-19: 12.42%2026-10-20: 11.90%2026-10-21: 13.65%2026-10-22: 13.26%2026-10-23: 13.77%2026-10-26: 13.15%2026-10-27: 13.26%2026-10-28: 14.10%2026-10-29: 13.39%2026-10-30: 13.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.42%
11.90%
13.65%
13.26%
13.77%
13.15%
13.26%
14.10%
13.39%
13.55%