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iShares 20 Year Treasury Bond ETF TLT

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Market dataready · fetched 2026-10-15T21:02:29.726Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:00:29.603975402Z

FundamentalsAlpha Vantage · ready

Share price$80.23
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$0.01$0.57$1.12$1.68$2.24$78.53$79.43$80.32$81.21$82.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $80.23OPTION PRICELive TLT spot · $80.23TLT PRICE$0.07$0.09$0.11$0.13$0.14$0.16$0.18$0.20$0.22$0.23$0.25$0.27$0.10$0.14$0.18$0.22$0.26$0.35$0.43$0.51$0.60$0.81$1.02$1.40$2.08
PutsExpensive2.12×
CallsCheap0.31×
SkewBearish+16.00 pp
Implied moveBearish±$0.61
TiltBearish59.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.8215.1%0.8%79.5320.0%1.0%
25Δ80.6914.3%0.7%79.6520.4%0.9%
30Δ80.5513.5%0.5%79.7720.8%0.8%
35Δ80.4712.8%0.5%79.8921.3%0.7%
40Δ80.4112.2%0.4%80.0121.8%0.6%
45Δ80.3611.6%0.4%80.1422.8%0.5%
50Δ80.3011.0%0.3%80.2723.8%0.5%
55Δ80.2510.4%0.3%80.3924.8%0.4%
60Δ80.199.7%0.2%80.5326.2%0.4%
65Δ80.149.1%0.2%80.7629.8%0.3%
70Δ80.088.5%0.1%80.9933.4%0.3%
75Δ80.037.9%0.1%81.4039.6%0.3%
80Δ82.0850.6%0.3%

20Δ

Calls
Pseudo strike
80.82
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
79.53
IV
20.0%
B/E move
1.0%

25Δ

Calls
Pseudo strike
80.69
IV
14.3%
B/E move
0.7%
Puts
Pseudo strike
79.65
IV
20.4%
B/E move
0.9%

30Δ

Calls
Pseudo strike
80.55
IV
13.5%
B/E move
0.5%
Puts
Pseudo strike
79.77
IV
20.8%
B/E move
0.8%

35Δ

Calls
Pseudo strike
80.47
IV
12.8%
B/E move
0.5%
Puts
Pseudo strike
79.89
IV
21.3%
B/E move
0.7%

40Δ

Calls
Pseudo strike
80.41
IV
12.2%
B/E move
0.4%
Puts
Pseudo strike
80.01
IV
21.8%
B/E move
0.6%

45Δ

Calls
Pseudo strike
80.36
IV
11.6%
B/E move
0.4%
Puts
Pseudo strike
80.14
IV
22.8%
B/E move
0.5%

50Δ

Calls
Pseudo strike
80.30
IV
11.0%
B/E move
0.3%
Puts
Pseudo strike
80.27
IV
23.8%
B/E move
0.5%

55Δ

Calls
Pseudo strike
80.25
IV
10.4%
B/E move
0.3%
Puts
Pseudo strike
80.39
IV
24.8%
B/E move
0.4%

60Δ

Calls
Pseudo strike
80.19
IV
9.7%
B/E move
0.2%
Puts
Pseudo strike
80.53
IV
26.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
80.14
IV
9.1%
B/E move
0.2%
Puts
Pseudo strike
80.76
IV
29.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
80.08
IV
8.5%
B/E move
0.1%
Puts
Pseudo strike
80.99
IV
33.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
80.03
IV
7.9%
B/E move
0.1%
Puts
Pseudo strike
81.40
IV
39.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.08
IV
50.6%
B/E move
0.3%