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iShares 20 Year Treasury Bond ETF TLT

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Market datapartial · fetched 2026-10-15T20:32:59.012Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:30:31.187733538Z

FundamentalsAlpha Vantage · unavailable

Share price$80.07
1D-0.1%
AH$79.90$80.07$80.24$80.41$80.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLT
Sold putSold callAH

iShares 20 Year Treasury Bond ETF options

Live interpolated TLT call and put midpoint premiums by absolute delta.iShares 20 Year Treasury Bond ETF$0.05$0.30$0.55$0.80$1.04$78.47$79.33$80.19$81.05$81.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $80.07OPTION PRICELive TLT spot · $80.07TLT PRICE$0.08$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.33$0.39$0.45$0.50$0.56$0.08$0.11$0.15$0.18$0.22$0.25$0.31$0.38$0.45$0.51$0.58$0.78$0.97
PutsExpensive1.46×
CallsCheap0.41×
SkewBearish+3.65 pp
Implied moveBearish±$0.56
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.7417.4%0.9%79.4617.3%0.9%
25Δ80.5716.8%0.8%79.5817.2%0.7%
30Δ80.4516.3%0.6%79.6917.3%0.7%
35Δ80.3615.9%0.6%79.7917.4%0.6%
40Δ80.2715.5%0.5%79.8917.4%0.5%
45Δ80.1815.1%0.4%79.9917.5%0.4%
50Δ80.1014.7%0.3%80.0917.8%0.4%
55Δ80.0114.3%0.3%80.1918.2%0.3%
60Δ79.9214.1%0.2%80.3018.5%0.3%
65Δ79.8413.9%0.2%80.4018.8%0.2%
70Δ79.7613.7%0.2%80.5119.3%0.2%
75Δ79.6713.6%0.1%80.7321.5%0.2%
80Δ79.5913.4%0.1%80.9423.8%0.1%

20Δ

Calls
Pseudo strike
80.74
IV
17.4%
B/E move
0.9%
Puts
Pseudo strike
79.46
IV
17.3%
B/E move
0.9%

25Δ

Calls
Pseudo strike
80.57
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
79.58
IV
17.2%
B/E move
0.7%

30Δ

Calls
Pseudo strike
80.45
IV
16.3%
B/E move
0.6%
Puts
Pseudo strike
79.69
IV
17.3%
B/E move
0.7%

35Δ

Calls
Pseudo strike
80.36
IV
15.9%
B/E move
0.6%
Puts
Pseudo strike
79.79
IV
17.4%
B/E move
0.6%

40Δ

Calls
Pseudo strike
80.27
IV
15.5%
B/E move
0.5%
Puts
Pseudo strike
79.89
IV
17.4%
B/E move
0.5%

45Δ

Calls
Pseudo strike
80.18
IV
15.1%
B/E move
0.4%
Puts
Pseudo strike
79.99
IV
17.5%
B/E move
0.4%

50Δ

Calls
Pseudo strike
80.10
IV
14.7%
B/E move
0.3%
Puts
Pseudo strike
80.09
IV
17.8%
B/E move
0.4%

55Δ

Calls
Pseudo strike
80.01
IV
14.3%
B/E move
0.3%
Puts
Pseudo strike
80.19
IV
18.2%
B/E move
0.3%

60Δ

Calls
Pseudo strike
79.92
IV
14.1%
B/E move
0.2%
Puts
Pseudo strike
80.30
IV
18.5%
B/E move
0.3%

65Δ

Calls
Pseudo strike
79.84
IV
13.9%
B/E move
0.2%
Puts
Pseudo strike
80.40
IV
18.8%
B/E move
0.2%

70Δ

Calls
Pseudo strike
79.76
IV
13.7%
B/E move
0.2%
Puts
Pseudo strike
80.51
IV
19.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
79.67
IV
13.6%
B/E move
0.1%
Puts
Pseudo strike
80.73
IV
21.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
79.59
IV
13.4%
B/E move
0.1%
Puts
Pseudo strike
80.94
IV
23.8%
B/E move
0.1%