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iShares TLT Premium Income+ ETF TLTW

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Market dataready · fetched 2026-11-12T02:59:12.827Z

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 · 2026-11-12T01:00:07.071898529Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:59:12.439384+00:00

Share price$20.86
1D+0.2%
AH$20.73$20.77$20.80$20.84$20.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLTW
Sold putSold callAH

iShares TLT Premium Income+ ETF options

Live interpolated TLTW call and put midpoint premiums by absolute delta.iShares TLT Premium Income+ ETF$0.14$0.42$0.69$0.96$1.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETLTW PRICE$0.17$0.21$0.26$0.30$0.34$0.39$0.45$0.59$0.73$0.87$1.02$1.16
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ20.3623.2%3.2%
30Δ20.4724.0%2.9%
35Δ20.5824.9%2.6%
40Δ20.6925.7%2.3%
45Δ20.8026.5%1.9%
50Δ20.9127.4%1.6%
55Δ21.0328.3%1.3%
60Δ21.2029.5%1.2%
65Δ21.3830.7%1.0%
70Δ21.5631.9%0.8%
75Δ21.7433.1%0.7%
80Δ21.9234.3%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.36
IV
23.2%
B/E move
3.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.47
IV
24.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.58
IV
24.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.69
IV
25.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.80
IV
26.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.91
IV
27.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.03
IV
28.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.20
IV
29.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.38
IV
30.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.56
IV
31.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.74
IV
33.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.92
IV
34.3%
B/E move
0.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations