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iShares Core U.S. Aggregate Bond ETF AGG

i

Market datapartial · fetched 2026-11-03T14:49:00.747Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T14:49:03.701723541Z

FundamentalsAlpha Vantage · unavailable

Share price$96.03
1D-0.1%
$95.98$96.03$96.08$96.13$96.185:30 AM6:30 AM9:00 AM1:00 PMAGG
Sold putSold call

iShares Core U.S. Aggregate Bond ETF options

Live interpolated AGG call and put midpoint premiums by absolute delta.iShares Core U.S. Aggregate Bond ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAGG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend6.54%
Daily close
AGG4.3%6.7%9.0%2026-08-05: 5.19%2026-08-06: 5.34%2026-08-07: 5.33%2026-08-11: 5.28%2026-08-24: 5.26%2026-08-25: 5.45%2026-08-26: 4.96%2026-09-01: 4.65%2026-09-02: 4.79%2026-09-03: 4.86%2026-09-04: 4.84%2026-09-08: 4.83%2026-09-10: 5.21%2026-09-11: 5.66%2026-09-14: 5.43%2026-09-15: 8.72%2026-09-18: 5.20%2026-09-21: 5.23%2026-09-22: 6.07%2026-09-23: 5.65%2026-09-24: 6.68%2026-09-25: 6.59%2026-09-28: 6.92%2026-09-29: 7.43%2026-09-30: 7.34%2026-10-01: 7.13%2026-10-02: 6.84%2026-10-05: 7.90%2026-10-06: 6.40%2026-10-07: 6.56%2026-10-08: 6.36%2026-10-16: 6.50%2026-10-19: 6.91%2026-10-20: 6.69%2026-10-21: 6.11%2026-10-22: 6.69%2026-10-23: 7.19%2026-10-26: 6.85%2026-10-27: 6.40%2026-10-28: 6.67%2026-10-29: 6.26%2026-10-30: 6.54%Aug 5Sep 24Oct 30
42 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
5.19%
5.34%
5.33%
5.28%
5.26%
5.45%
4.96%
4.65%
4.79%
4.86%
4.84%
4.83%
5.21%
5.66%
5.43%
8.72%
5.20%
5.23%
6.07%
5.65%
6.68%
6.59%
6.92%
7.43%
7.34%
7.13%
6.84%
7.90%
6.40%
6.56%
6.36%
6.50%
6.91%
6.69%
6.11%
6.69%
7.19%
6.85%
6.40%
6.67%
6.26%
6.54%