IntraAlpha
Create free account Start free

iShares TLT Premium Income+ ETF TLTW

i

Market datapartial · fetched 2026-10-22T23:21:31.982Z

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 · 2026-10-22T23:14:26.738145136Z

FundamentalsAlpha Vantage · unavailable

Share price$20.97
1D+0.4%
AH$20.86$20.89$20.93$20.96$21.005:30 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$0.13$0.58$1.04$1.50$1.96$18.55$19.62$20.68$21.75$22.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TLTW spot · $20.97TLTW PRICE$0.33$0.24$0.23$0.22$0.21$0.20$0.19$0.18$0.39$0.43$0.46$0.49$0.53$0.56$0.63$0.75$0.86$0.97$1.09$1.29$1.82
PutsExpensive1.91×
CallsExpensive1.38×
SkewBearish+9.67 pp
Implied moveBearish±$0.82
TiltBearish70.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3455.2%17.6%18.3060.4%14.6%
25Δ22.7733.6%9.8%18.7954.0%12.4%
30Δ22.4829.1%8.3%19.2847.6%10.2%
35Δ22.1824.6%6.8%19.7841.2%8.0%
40Δ21.8920.0%5.4%20.2734.8%5.8%
45Δ21.5915.5%3.9%20.7628.4%3.6%
50Δ21.3011.0%2.5%21.1025.2%2.4%
55Δ21.006.5%1.0%21.2924.9%2.1%
60Δ21.4824.6%1.7%
65Δ21.6624.2%1.3%
70Δ21.8523.9%1.0%
75Δ22.1224.7%0.7%
80Δ22.6829.3%0.5%

20Δ

Calls
Pseudo strike
24.34
IV
55.2%
B/E move
17.6%
Puts
Pseudo strike
18.30
IV
60.4%
B/E move
14.6%

25Δ

Calls
Pseudo strike
22.77
IV
33.6%
B/E move
9.8%
Puts
Pseudo strike
18.79
IV
54.0%
B/E move
12.4%

30Δ

Calls
Pseudo strike
22.48
IV
29.1%
B/E move
8.3%
Puts
Pseudo strike
19.28
IV
47.6%
B/E move
10.2%

35Δ

Calls
Pseudo strike
22.18
IV
24.6%
B/E move
6.8%
Puts
Pseudo strike
19.78
IV
41.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
21.89
IV
20.0%
B/E move
5.4%
Puts
Pseudo strike
20.27
IV
34.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
21.59
IV
15.5%
B/E move
3.9%
Puts
Pseudo strike
20.76
IV
28.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
21.30
IV
11.0%
B/E move
2.5%
Puts
Pseudo strike
21.10
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
21.00
IV
6.5%
B/E move
1.0%
Puts
Pseudo strike
21.29
IV
24.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.48
IV
24.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.66
IV
24.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.85
IV
23.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.12
IV
24.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.68
IV
29.3%
B/E move
0.5%

Options history

No recorded observations