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iShares TLT Premium Income+ ETF TLTW

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Market datapartial · fetched 2026-10-23T03:02:04.191Z

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 · 2026-10-23T00:00:07.117572803Z

FundamentalsAlpha Vantage · unavailable

Share price$20.96
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$0.14$0.57$1.01$1.45$1.89$18.54$19.64$20.75$21.85$22.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TLTW spot · $20.96TLTW PRICE$0.33$0.24$0.23$0.22$0.21$0.20$0.18$0.39$0.43$0.46$0.49$0.52$0.56$0.63$0.74$0.85$0.96$1.07$1.23$1.76
PutsExpensive1.90×
CallsExpensive1.51×
SkewBearish+7.24 pp
Implied moveBearish±$0.81
TiltBearish72.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3055.0%17.5%18.2960.5%14.6%
25Δ22.7633.7%9.8%18.7854.1%12.4%
30Δ22.4629.0%8.2%19.2747.8%10.3%
35Δ22.1524.3%6.7%19.7641.4%8.1%
40Δ21.8519.6%5.2%20.2535.0%5.9%
45Δ21.5415.0%3.7%20.7428.7%3.7%
50Δ21.2310.3%2.2%21.0925.1%2.4%
55Δ21.2724.7%2.0%
60Δ21.4624.3%1.7%
65Δ21.6524.0%1.3%
70Δ21.8323.6%1.0%
75Δ22.0623.7%0.6%
80Δ22.6228.2%0.5%

20Δ

Calls
Pseudo strike
24.30
IV
55.0%
B/E move
17.5%
Puts
Pseudo strike
18.29
IV
60.5%
B/E move
14.6%

25Δ

Calls
Pseudo strike
22.76
IV
33.7%
B/E move
9.8%
Puts
Pseudo strike
18.78
IV
54.1%
B/E move
12.4%

30Δ

Calls
Pseudo strike
22.46
IV
29.0%
B/E move
8.2%
Puts
Pseudo strike
19.27
IV
47.8%
B/E move
10.3%

35Δ

Calls
Pseudo strike
22.15
IV
24.3%
B/E move
6.7%
Puts
Pseudo strike
19.76
IV
41.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
21.85
IV
19.6%
B/E move
5.2%
Puts
Pseudo strike
20.25
IV
35.0%
B/E move
5.9%

45Δ

Calls
Pseudo strike
21.54
IV
15.0%
B/E move
3.7%
Puts
Pseudo strike
20.74
IV
28.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
21.23
IV
10.3%
B/E move
2.2%
Puts
Pseudo strike
21.09
IV
25.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.27
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.46
IV
24.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.65
IV
24.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.83
IV
23.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.06
IV
23.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.62
IV
28.2%
B/E move
0.5%

Options history

No recorded observations