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iShares Core International Aggregate Bond Fund IAGG

i

Market dataready · fetched 2026-11-08T20:16:41.007Z

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 · 2026-11-07T01:00:03.793089361Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T20:16:40.492954+00:00

Share price$49.90
1D+0.0%
AH$49.84$49.87$49.90$49.93$49.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIAGG
Sold putSold callAH

iShares Core International Aggregate Bond Fund options

Live interpolated IAGG call and put midpoint premiums by absolute delta.iShares Core International Aggregate Bond Fund$1.02$1.29$1.56$1.82$2.09$49.25$49.56$49.86$50.16$50.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive IAGG spot · $49.90IAGG PRICE$1.05$1.05$1.05$1.05$1.07$1.10$1.24$1.41$1.58$1.71$1.83$1.95$1.05$1.05$1.05$1.06$1.08$1.13$1.31$1.50$1.67$1.79$1.90$2.01
Puts——
Calls——
Skew——
Implied moveBalanced±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ56.0183.7%14.3%46.1172.7%9.7%
30Δ53.5564.9%9.4%47.5357.9%6.9%
35Δ52.0551.8%6.4%48.4847.4%5.0%
40Δ51.1442.7%4.6%49.1639.7%3.6%
45Δ50.5836.8%3.5%49.6134.5%2.7%
50Δ50.0731.6%2.5%50.0530.0%2.0%
55Δ49.7130.3%2.1%50.3929.7%1.7%
60Δ49.3729.7%1.8%50.7329.3%1.3%
65Δ49.0329.2%1.4%51.0428.6%1.1%
70Δ48.7927.3%1.2%51.2726.6%0.8%
75Δ48.5525.2%0.9%51.5024.5%0.6%
80Δ48.3123.2%0.7%51.7322.4%0.4%

20Δ

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

25Δ

Calls
Pseudo strike
56.01
IV
83.7%
B/E move
14.3%
Puts
Pseudo strike
46.11
IV
72.7%
B/E move
9.7%

30Δ

Calls
Pseudo strike
53.55
IV
64.9%
B/E move
9.4%
Puts
Pseudo strike
47.53
IV
57.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
52.05
IV
51.8%
B/E move
6.4%
Puts
Pseudo strike
48.48
IV
47.4%
B/E move
5.0%

40Δ

Calls
Pseudo strike
51.14
IV
42.7%
B/E move
4.6%
Puts
Pseudo strike
49.16
IV
39.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
50.58
IV
36.8%
B/E move
3.5%
Puts
Pseudo strike
49.61
IV
34.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
50.07
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
50.05
IV
30.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
49.71
IV
30.3%
B/E move
2.1%
Puts
Pseudo strike
50.39
IV
29.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
49.37
IV
29.7%
B/E move
1.8%
Puts
Pseudo strike
50.73
IV
29.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
49.03
IV
29.2%
B/E move
1.4%
Puts
Pseudo strike
51.04
IV
28.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
48.79
IV
27.3%
B/E move
1.2%
Puts
Pseudo strike
51.27
IV
26.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
48.55
IV
25.2%
B/E move
0.9%
Puts
Pseudo strike
51.50
IV
24.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
48.31
IV
23.2%
B/E move
0.7%
Puts
Pseudo strike
51.73
IV
22.4%
B/E move
0.4%

Options history

IV · four-Friday blend20.89%
Daily close
IAGG13.2%28.2%43.3%2026-08-10: 15.26%2026-08-11: 15.97%2026-08-12: 22.18%2026-08-13: 23.23%2026-08-14: 23.82%2026-08-17: 27.32%2026-08-18: 28.48%2026-08-19: 32.31%2026-08-20: 38.18%2026-08-21: 17.52%2026-08-24: 17.70%2026-08-25: 17.74%2026-08-26: 17.79%2026-08-27: 17.97%2026-08-28: 18.40%2026-08-31: 19.18%2026-09-01: 19.69%2026-09-02: 20.10%2026-09-03: 19.92%2026-09-04: 20.02%2026-09-08: 21.64%2026-09-09: 22.61%2026-09-10: 23.44%2026-09-11: 24.30%2026-09-14: 27.67%2026-09-15: 29.89%2026-09-16: 33.26%2026-09-17: 41.23%2026-09-18: 18.59%2026-09-21: 18.74%2026-09-22: 18.75%2026-09-23: 18.66%2026-09-24: 18.11%2026-09-25: 18.42%2026-09-28: 20.13%2026-09-29: 20.45%2026-09-30: 20.59%2026-10-01: 20.12%2026-10-02: 20.31%2026-10-05: 21.43%2026-10-06: 21.91%2026-10-07: 22.23%2026-10-08: 22.87%2026-10-09: 23.68%2026-10-12: 26.68%2026-10-13: 28.97%2026-10-14: 32.16%2026-10-15: 40.53%2026-10-16: 18.61%2026-10-19: 18.91%2026-10-20: 18.76%2026-10-21: 18.71%2026-10-22: 19.10%2026-10-23: 19.29%2026-10-26: 20.26%2026-10-27: 20.28%2026-10-28: 20.48%2026-10-29: 20.62%2026-10-30: 20.89%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
15.26%
15.97%
22.18%
23.23%
23.82%
27.32%
28.48%
32.31%
38.18%
17.52%
17.70%
17.74%
17.79%
17.97%
18.40%
19.18%
19.69%
20.10%
19.92%
20.02%
21.64%
22.61%
23.44%
24.30%
27.67%
29.89%
33.26%
41.23%
18.59%
18.74%
18.75%
18.66%
18.11%
18.42%
20.13%
20.45%
20.59%
20.12%
20.31%
21.43%
21.91%
22.23%
22.87%
23.68%
26.68%
28.97%
32.16%
40.53%
18.61%
18.91%
18.76%
18.71%
19.10%
19.29%
20.26%
20.28%
20.48%
20.62%
20.89%