IntraAlpha
Create free account Start free

iShares 25+ Year Treasury STRIPS Bond ETF GOVZ

i

Market dataready · fetched 2026-11-05T15:39:07.055Z

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 · 2026-11-05T15:38:48.398312874Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:39:05.286551+00:00

Share price$33.54
1D-0.2%
$33.46$33.52$33.58$33.64$33.705:30 AM6:30 AM9:00 AM1:00 PMGOVZ
Sold putSold call

iShares 25+ Year Treasury STRIPS Bond ETF options

Live interpolated GOVZ call and put midpoint premiums by absolute delta.iShares 25+ Year Treasury STRIPS Bond ETF$0.30$0.63$0.96$1.28$1.61$31.20$32.47$33.73$34.99$36.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GOVZ spot · $33.54GOVZ PRICE$0.43$0.50$0.53$0.58$0.63$0.69$0.74$0.79$0.85$0.90$1.06$1.29$1.52$0.34$0.45$0.56$0.65$0.71$0.77$0.83$0.91$1.04$1.18$1.31$1.44
Puts——
CallsExpensive1.05×
Skew——
Implied moveBalanced±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3356.3%12.6%
25Δ36.3251.8%9.8%32.3229.5%4.6%
30Δ35.3643.1%7.0%32.5830.9%4.2%
35Δ34.7737.8%5.4%32.8432.2%3.7%
40Δ34.3434.2%4.3%33.0932.2%3.3%
45Δ33.9530.8%3.3%33.3430.0%2.7%
50Δ33.7428.6%2.8%33.5827.7%2.2%
55Δ33.5226.4%2.3%33.8325.5%1.6%
60Δ33.3024.3%1.8%34.0623.7%1.2%
65Δ33.0922.1%1.3%34.2623.0%1.0%
70Δ32.8321.7%1.0%34.4622.3%0.8%
75Δ32.5522.5%0.9%34.6621.6%0.5%
80Δ32.2623.3%0.7%34.8620.9%0.3%

20Δ

Calls
Pseudo strike
37.33
IV
56.3%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
36.32
IV
51.8%
B/E move
9.8%
Puts
Pseudo strike
32.32
IV
29.5%
B/E move
4.6%

30Δ

Calls
Pseudo strike
35.36
IV
43.1%
B/E move
7.0%
Puts
Pseudo strike
32.58
IV
30.9%
B/E move
4.2%

35Δ

Calls
Pseudo strike
34.77
IV
37.8%
B/E move
5.4%
Puts
Pseudo strike
32.84
IV
32.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
34.34
IV
34.2%
B/E move
4.3%
Puts
Pseudo strike
33.09
IV
32.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
33.95
IV
30.8%
B/E move
3.3%
Puts
Pseudo strike
33.34
IV
30.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
33.74
IV
28.6%
B/E move
2.8%
Puts
Pseudo strike
33.58
IV
27.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
33.52
IV
26.4%
B/E move
2.3%
Puts
Pseudo strike
33.83
IV
25.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
33.30
IV
24.3%
B/E move
1.8%
Puts
Pseudo strike
34.06
IV
23.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
33.09
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
34.26
IV
23.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
32.83
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
34.46
IV
22.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
32.55
IV
22.5%
B/E move
0.9%
Puts
Pseudo strike
34.66
IV
21.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.26
IV
23.3%
B/E move
0.7%
Puts
Pseudo strike
34.86
IV
20.9%
B/E move
0.3%

Options history

IV · four-Friday blend24.07%
Daily close
GOVZ21.0%33.0%44.9%2026-08-07: 25.20%2026-08-10: 26.54%2026-08-11: 25.15%2026-08-12: 25.37%2026-08-13: 25.30%2026-08-14: 26.49%2026-08-17: 29.49%2026-08-18: 30.24%2026-08-19: 33.53%2026-08-20: 43.26%2026-08-21: 23.49%2026-08-24: 23.48%2026-08-25: 23.69%2026-08-26: 24.07%2026-08-27: 24.21%2026-08-28: 23.11%2026-08-31: 24.17%2026-09-01: 24.32%2026-09-02: 24.30%2026-09-03: 23.83%2026-09-04: 24.48%2026-09-08: 25.64%2026-09-09: 26.25%2026-09-10: 28.45%2026-09-11: 28.47%2026-09-14: 30.41%2026-09-15: 34.43%2026-09-16: 37.43%2026-09-17: 43.10%2026-09-18: 23.84%2026-09-21: 23.31%2026-09-22: 22.68%2026-09-23: 24.52%2026-09-24: 24.06%2026-09-25: 24.28%2026-09-28: 26.90%2026-09-29: 26.38%2026-09-30: 27.44%2026-10-01: 27.19%2026-10-02: 26.98%2026-10-05: 30.78%2026-10-06: 28.90%2026-10-07: 30.54%2026-10-08: 27.45%2026-10-09: 30.32%2026-10-12: 34.16%2026-10-13: 32.81%2026-10-15: 39.69%2026-10-16: 24.95%2026-10-19: 25.78%2026-10-20: 25.09%2026-10-21: 24.54%2026-10-22: 25.55%2026-10-23: 24.87%2026-10-26: 24.18%2026-10-27: 24.08%2026-10-28: 22.94%2026-10-29: 24.08%2026-10-30: 24.07%Aug 7Sep 18Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
25.20%
26.54%
25.15%
25.37%
25.30%
26.49%
29.49%
30.24%
33.53%
43.26%
23.49%
23.48%
23.69%
24.07%
24.21%
23.11%
24.17%
24.32%
24.30%
23.83%
24.48%
25.64%
26.25%
28.45%
28.47%
30.41%
34.43%
37.43%
43.10%
23.84%
23.31%
22.68%
24.52%
24.06%
24.28%
26.90%
26.38%
27.44%
27.19%
26.98%
30.78%
28.90%
30.54%
27.45%
30.32%
34.16%
32.81%
39.69%
24.95%
25.78%
25.09%
24.54%
25.55%
24.87%
24.18%
24.08%
22.94%
24.08%
24.07%