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iShares 25+ Year Treasury STRIPS Bond ETF GOVZ

i

Market dataready · fetched 2026-11-05T16:50:31.455Z

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 · 2026-11-05T16:47:39.991367278Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T16:50:29.449203+00:00

Share price$33.84
1D+0.7%
$33.45$33.55$33.66$33.76$33.865:30 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$0.24$0.77$1.30$1.83$2.36$31.49$32.73$33.98$35.22$36.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GOVZ spot · $33.84GOVZ PRICE$0.47$0.50$0.52$0.55$0.60$0.64$0.69$0.74$0.79$0.84$0.89$0.94$0.99$0.30$0.37$0.47$0.58$0.69$0.80$0.95$1.11$1.27$1.43$1.80$2.21
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.0863.0%13.9%
25Δ36.6251.5%9.7%32.6228.1%4.5%
30Δ35.6241.8%6.8%32.9627.3%3.7%
35Δ34.9635.6%5.0%33.2227.4%3.2%
40Δ34.6232.2%4.1%33.4627.6%2.8%
45Δ34.2728.9%3.2%33.7127.8%2.4%
50Δ33.9625.9%2.4%33.9528.0%2.0%
55Δ33.8124.2%2.1%34.2128.0%1.7%
60Δ33.6522.5%1.8%34.4627.9%1.4%
65Δ33.5020.7%1.5%34.7127.8%1.2%
70Δ33.3419.0%1.2%34.9627.8%0.9%
75Δ33.1817.3%0.9%35.4029.5%0.7%
80Δ33.0315.6%0.5%35.8731.6%0.5%

20Δ

Calls
Pseudo strike
38.08
IV
63.0%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
36.62
IV
51.5%
B/E move
9.7%
Puts
Pseudo strike
32.62
IV
28.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
35.62
IV
41.8%
B/E move
6.8%
Puts
Pseudo strike
32.96
IV
27.3%
B/E move
3.7%

35Δ

Calls
Pseudo strike
34.96
IV
35.6%
B/E move
5.0%
Puts
Pseudo strike
33.22
IV
27.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
34.62
IV
32.2%
B/E move
4.1%
Puts
Pseudo strike
33.46
IV
27.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
34.27
IV
28.9%
B/E move
3.2%
Puts
Pseudo strike
33.71
IV
27.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
33.96
IV
25.9%
B/E move
2.4%
Puts
Pseudo strike
33.95
IV
28.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
33.81
IV
24.2%
B/E move
2.1%
Puts
Pseudo strike
34.21
IV
28.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
33.65
IV
22.5%
B/E move
1.8%
Puts
Pseudo strike
34.46
IV
27.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
33.50
IV
20.7%
B/E move
1.5%
Puts
Pseudo strike
34.71
IV
27.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
33.34
IV
19.0%
B/E move
1.2%
Puts
Pseudo strike
34.96
IV
27.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.18
IV
17.3%
B/E move
0.9%
Puts
Pseudo strike
35.40
IV
29.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
33.03
IV
15.6%
B/E move
0.5%
Puts
Pseudo strike
35.87
IV
31.6%
B/E move
0.5%

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%