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iShares 10-20 Year Treasury Bond ETF TLH

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Market datapartial · fetched 2026-10-22T22:54:51.329Z

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 · 2026-10-22T22:30:00.00401487Z

FundamentalsAlpha Vantage · unavailable

Share price$95.76
1D+1.1%
AH$94.81$95.13$95.45$95.77$96.095:30 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$0.28$2.07$3.86$5.66$7.45$88.67$91.74$94.81$97.89$100.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TLH spot · $95.76TLH PRICE$0.47$0.99$1.07$0.98$0.91$0.99$1.08$1.23$1.42$1.60$1.80$1.99$2.19$0.88$0.71$0.99$1.34$1.84$2.14$2.45$3.02$2.99$2.95$4.90$6.93$5.77
PutsExpensive1.59×
CallsCheap0.89×
SkewBearish+8.74 pp
Implied moveBearish±$3.53
TiltBearish37.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.4017.0%5.3%90.0528.5%6.9%
25Δ101.1325.5%6.6%93.2416.4%3.4%
30Δ99.6222.2%5.2%93.6818.2%3.2%
35Δ98.2416.9%3.6%94.1720.1%3.1%
40Δ96.9612.1%2.2%94.7522.7%3.0%
45Δ96.5411.1%1.8%95.4622.6%2.6%
50Δ96.1210.2%1.5%96.2621.7%2.0%
55Δ95.769.9%1.3%97.0423.1%1.8%
60Δ95.429.8%1.1%97.4920.1%1.3%
65Δ95.089.7%1.0%97.9517.1%0.8%
70Δ94.769.4%0.8%99.7824.1%0.9%
75Δ94.459.0%0.7%101.8629.3%0.9%
80Δ94.148.6%0.6%101.2221.2%0.3%

20Δ

Calls
Pseudo strike
100.40
IV
17.0%
B/E move
5.3%
Puts
Pseudo strike
90.05
IV
28.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
101.13
IV
25.5%
B/E move
6.6%
Puts
Pseudo strike
93.24
IV
16.4%
B/E move
3.4%

30Δ

Calls
Pseudo strike
99.62
IV
22.2%
B/E move
5.2%
Puts
Pseudo strike
93.68
IV
18.2%
B/E move
3.2%

35Δ

Calls
Pseudo strike
98.24
IV
16.9%
B/E move
3.6%
Puts
Pseudo strike
94.17
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
96.96
IV
12.1%
B/E move
2.2%
Puts
Pseudo strike
94.75
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
96.54
IV
11.1%
B/E move
1.8%
Puts
Pseudo strike
95.46
IV
22.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
96.12
IV
10.2%
B/E move
1.5%
Puts
Pseudo strike
96.26
IV
21.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
95.76
IV
9.9%
B/E move
1.3%
Puts
Pseudo strike
97.04
IV
23.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
95.42
IV
9.8%
B/E move
1.1%
Puts
Pseudo strike
97.49
IV
20.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
95.08
IV
9.7%
B/E move
1.0%
Puts
Pseudo strike
97.95
IV
17.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
94.76
IV
9.4%
B/E move
0.8%
Puts
Pseudo strike
99.78
IV
24.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
94.45
IV
9.0%
B/E move
0.7%
Puts
Pseudo strike
101.86
IV
29.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
94.14
IV
8.6%
B/E move
0.6%
Puts
Pseudo strike
101.22
IV
21.2%
B/E move
0.3%

Options history

No recorded observations