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iShares Broad USD Investment Grade Corporate Bond ETF USIG

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Market dataready · fetched 2026-10-22T22:59:04.544Z

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 · 2026-10-22T22:48:12.915507891Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:59:03.284049+00:00

Share price$49.47
1D+0.2%
AH$49.21$49.30$49.39$49.48$49.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSIG
Sold putSold callAH

iShares Broad USD Investment Grade Corporate Bond ETF options

Live interpolated USIG call and put midpoint premiums by absolute delta.iShares Broad USD Investment Grade Corporate Bond ETF$0.02$0.71$1.41$2.10$2.79$47.69$48.56$49.44$50.31$51.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USIG spot · $49.47USIG PRICE$0.10$0.12$0.14$0.24$0.37$0.49$0.61$0.74$0.86$0.99$1.11$1.23$1.36$0.14$0.17$0.23$0.31$0.40$0.49$0.57$0.66$0.74$1.03$1.33$1.64$2.59
PutsFair1.02×
CallsCheap0.70×
SkewBearish+3.41 pp
Implied moveBullish±$1.19
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.536.5%2.3%48.578.4%2.1%
25Δ50.306.0%1.9%48.838.2%1.6%
30Δ50.065.5%1.5%49.058.1%1.3%
35Δ49.875.7%1.3%49.218.4%1.2%
40Δ49.696.0%1.2%49.368.6%1.0%
45Δ49.516.4%1.1%49.528.9%0.9%
50Δ49.346.7%1.0%49.689.2%0.7%
55Δ49.167.1%0.9%49.839.4%0.6%
60Δ48.987.4%0.8%49.999.7%0.5%
65Δ48.807.8%0.6%50.3111.0%0.4%
70Δ48.638.1%0.5%50.6512.4%0.3%
75Δ48.458.5%0.4%50.9813.8%0.2%
80Δ48.278.8%0.3%51.9418.6%0.2%

20Δ

Calls
Pseudo strike
50.53
IV
6.5%
B/E move
2.3%
Puts
Pseudo strike
48.57
IV
8.4%
B/E move
2.1%

25Δ

Calls
Pseudo strike
50.30
IV
6.0%
B/E move
1.9%
Puts
Pseudo strike
48.83
IV
8.2%
B/E move
1.6%

30Δ

Calls
Pseudo strike
50.06
IV
5.5%
B/E move
1.5%
Puts
Pseudo strike
49.05
IV
8.1%
B/E move
1.3%

35Δ

Calls
Pseudo strike
49.87
IV
5.7%
B/E move
1.3%
Puts
Pseudo strike
49.21
IV
8.4%
B/E move
1.2%

40Δ

Calls
Pseudo strike
49.69
IV
6.0%
B/E move
1.2%
Puts
Pseudo strike
49.36
IV
8.6%
B/E move
1.0%

45Δ

Calls
Pseudo strike
49.51
IV
6.4%
B/E move
1.1%
Puts
Pseudo strike
49.52
IV
8.9%
B/E move
0.9%

50Δ

Calls
Pseudo strike
49.34
IV
6.7%
B/E move
1.0%
Puts
Pseudo strike
49.68
IV
9.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
49.16
IV
7.1%
B/E move
0.9%
Puts
Pseudo strike
49.83
IV
9.4%
B/E move
0.6%

60Δ

Calls
Pseudo strike
48.98
IV
7.4%
B/E move
0.8%
Puts
Pseudo strike
49.99
IV
9.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
48.80
IV
7.8%
B/E move
0.6%
Puts
Pseudo strike
50.31
IV
11.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
48.63
IV
8.1%
B/E move
0.5%
Puts
Pseudo strike
50.65
IV
12.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
48.45
IV
8.5%
B/E move
0.4%
Puts
Pseudo strike
50.98
IV
13.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
48.27
IV
8.8%
B/E move
0.3%
Puts
Pseudo strike
51.94
IV
18.6%
B/E move
0.2%

Options history

No recorded observations