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iShares Broad USD Investment Grade Corporate Bond ETF USIG

i

Market dataready · fetched 2026-11-12T02:15:15.680Z

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 · 2026-11-11T21:00:07.858994344Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:15:15.200145+00:00

Share price$49.33
1D+0.1%
AH$49.21$49.26$49.30$49.34$49.385:30 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$0.06$0.22$0.37$0.52$0.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEUSIG PRICE$0.08$0.11$0.14$0.18$0.21$0.24$0.27$0.31$0.34$0.37$0.41$0.44$0.63
Puts——
CallsExpensive1.43×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.937.9%1.4%
25Δ49.857.8%1.3%
30Δ49.777.7%1.2%
35Δ49.687.6%1.1%
40Δ49.607.5%1.0%
45Δ49.527.4%0.9%
50Δ49.447.3%0.8%
55Δ49.367.2%0.7%
60Δ49.277.1%0.6%
65Δ49.197.0%0.5%
70Δ49.116.9%0.4%
75Δ49.036.8%0.3%
80Δ48.817.7%0.2%

20Δ

Calls
Pseudo strike
49.93
IV
7.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
49.85
IV
7.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
49.77
IV
7.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
49.68
IV
7.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
49.60
IV
7.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
49.52
IV
7.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
49.44
IV
7.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
49.36
IV
7.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
49.27
IV
7.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
49.19
IV
7.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
49.11
IV
6.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.03
IV
6.8%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
48.81
IV
7.7%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.17%
Daily EOD
USIG40.2%54.5%68.9%2026-10-26: 66.91%2026-10-27: 42.17%Oct 26Oct 27
2 observations2026-10-26 — 2026-10-27
Table
DateIV (%)
66.91%
42.17%