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iShares Broad USD High Yield Corporate Bond ETF USHY

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Market datapartial · fetched 2026-10-23T01:36:39.938Z

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 · 2026-10-23T00:00:07.811578242Z

FundamentalsAlpha Vantage · unavailable

Share price$35.58
1D+0.2%
AH$35.50$35.54$35.58$35.61$35.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSHY
Sold putSold callAH

iShares Broad USD High Yield Corporate Bond ETF options

Live interpolated USHY call and put midpoint premiums by absolute delta.iShares Broad USD High Yield Corporate Bond ETF$0.26$0.36$0.46$0.56$0.66$33.57$34.48$35.40$36.31$37.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USHY spot · $35.58USHY PRICE$0.30$0.30$0.30$0.30$0.30$0.34$0.37$0.41$0.45$0.48$0.52$0.55$0.59$0.33$0.33$0.28$0.35$0.42$0.49$0.56$0.63
PutsExpensive2.07×
CallsExpensive1.69×
SkewBearish+3.68 pp
Implied moveBearish±$0.93
TiltBullish21.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7030.3%9.6%33.4029.3%7.1%
25Δ38.0225.4%7.7%34.2622.1%4.6%
30Δ37.3520.5%5.8%34.9914.2%2.4%
35Δ36.6715.6%3.9%35.1813.9%2.1%
40Δ36.0010.7%2.0%35.3513.7%1.8%
45Δ35.8910.2%1.8%35.5313.5%1.5%
50Δ35.789.6%1.6%35.7113.2%1.2%
55Δ35.669.1%1.4%35.8913.0%0.9%
60Δ35.558.5%1.2%
65Δ35.447.9%1.0%
70Δ35.337.4%0.8%
75Δ35.226.8%0.5%
80Δ35.116.3%0.3%

20Δ

Calls
Pseudo strike
38.70
IV
30.3%
B/E move
9.6%
Puts
Pseudo strike
33.40
IV
29.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
38.02
IV
25.4%
B/E move
7.7%
Puts
Pseudo strike
34.26
IV
22.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
37.35
IV
20.5%
B/E move
5.8%
Puts
Pseudo strike
34.99
IV
14.2%
B/E move
2.4%

35Δ

Calls
Pseudo strike
36.67
IV
15.6%
B/E move
3.9%
Puts
Pseudo strike
35.18
IV
13.9%
B/E move
2.1%

40Δ

Calls
Pseudo strike
36.00
IV
10.7%
B/E move
2.0%
Puts
Pseudo strike
35.35
IV
13.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
35.89
IV
10.2%
B/E move
1.8%
Puts
Pseudo strike
35.53
IV
13.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
35.78
IV
9.6%
B/E move
1.6%
Puts
Pseudo strike
35.71
IV
13.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
35.66
IV
9.1%
B/E move
1.4%
Puts
Pseudo strike
35.89
IV
13.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
35.55
IV
8.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.44
IV
7.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.33
IV
7.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.22
IV
6.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.11
IV
6.3%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations