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iShares 7-10 Year Treasury Bond ETF IEF

i

Market dataready · fetched 2026-11-05T18:47:14.755Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T18:47:10.770493016Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T18:47:12.196948+00:00

Share price$92.05
1D+0.6%
$91.40$91.58$91.76$91.94$92.135:30 AM6:30 AM9:00 AM1:00 PMIEF
Sold putSold call

iShares 7-10 Year Treasury Bond ETF options

Live interpolated IEF call and put midpoint premiums by absolute delta.iShares 7-10 Year Treasury Bond ETF$0.05$0.23$0.41$0.59$0.77$91.22$91.66$92.09$92.53$92.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEF spot · $92.05IEF PRICE$0.08$0.11$0.14$0.18$0.21$0.25$0.28$0.33$0.40$0.47$0.53$0.60$0.72$0.07$0.10$0.13$0.16$0.18$0.21$0.26$0.31$0.37$0.42$0.47$0.53$0.63
PutsExpensive1.22×
CallsExpensive1.05×
SkewBullish-1.87 pp
Implied moveBullish±$0.54
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.7215.4%0.8%91.5213.1%0.6%
25Δ92.5715.1%0.7%91.6113.0%0.6%
30Δ92.4515.0%0.6%91.7013.0%0.5%
35Δ92.3514.8%0.5%91.7912.9%0.4%
40Δ92.2514.7%0.5%91.8912.9%0.4%
45Δ92.1614.6%0.4%91.9812.8%0.3%
50Δ92.0614.5%0.3%92.0612.9%0.3%
55Δ91.9714.4%0.3%92.1512.9%0.2%
60Δ91.8714.5%0.2%92.2312.9%0.2%
65Δ91.7614.6%0.2%92.3213.0%0.2%
70Δ91.6614.8%0.2%92.4013.0%0.1%
75Δ91.5614.9%0.1%92.4913.1%0.1%
80Δ91.4215.3%0.1%92.6112.9%0.1%

20Δ

Calls
Pseudo strike
92.72
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
91.52
IV
13.1%
B/E move
0.6%

25Δ

Calls
Pseudo strike
92.57
IV
15.1%
B/E move
0.7%
Puts
Pseudo strike
91.61
IV
13.0%
B/E move
0.6%

30Δ

Calls
Pseudo strike
92.45
IV
15.0%
B/E move
0.6%
Puts
Pseudo strike
91.70
IV
13.0%
B/E move
0.5%

35Δ

Calls
Pseudo strike
92.35
IV
14.8%
B/E move
0.5%
Puts
Pseudo strike
91.79
IV
12.9%
B/E move
0.4%

40Δ

Calls
Pseudo strike
92.25
IV
14.7%
B/E move
0.5%
Puts
Pseudo strike
91.89
IV
12.9%
B/E move
0.4%

45Δ

Calls
Pseudo strike
92.16
IV
14.6%
B/E move
0.4%
Puts
Pseudo strike
91.98
IV
12.8%
B/E move
0.3%

50Δ

Calls
Pseudo strike
92.06
IV
14.5%
B/E move
0.3%
Puts
Pseudo strike
92.06
IV
12.9%
B/E move
0.3%

55Δ

Calls
Pseudo strike
91.97
IV
14.4%
B/E move
0.3%
Puts
Pseudo strike
92.15
IV
12.9%
B/E move
0.2%

60Δ

Calls
Pseudo strike
91.87
IV
14.5%
B/E move
0.2%
Puts
Pseudo strike
92.23
IV
12.9%
B/E move
0.2%

65Δ

Calls
Pseudo strike
91.76
IV
14.6%
B/E move
0.2%
Puts
Pseudo strike
92.32
IV
13.0%
B/E move
0.2%

70Δ

Calls
Pseudo strike
91.66
IV
14.8%
B/E move
0.2%
Puts
Pseudo strike
92.40
IV
13.0%
B/E move
0.1%

75Δ

Calls
Pseudo strike
91.56
IV
14.9%
B/E move
0.1%
Puts
Pseudo strike
92.49
IV
13.1%
B/E move
0.1%

80Δ

Calls
Pseudo strike
91.42
IV
15.3%
B/E move
0.1%
Puts
Pseudo strike
92.61
IV
12.9%
B/E move
0.1%

Options history

IV · four-Friday blend8.16%
Daily close
IEF4.8%7.2%9.5%2026-08-07: 5.36%2026-08-10: 5.82%2026-08-11: 5.87%2026-08-12: 5.16%2026-08-14: 6.26%2026-08-17: 7.47%2026-08-18: 5.26%2026-08-21: 5.59%2026-08-24: 6.70%2026-08-25: 5.81%2026-08-26: 5.96%2026-09-01: 8.32%2026-09-02: 5.72%2026-09-04: 5.34%2026-09-08: 5.97%2026-09-09: 8.98%2026-09-10: 8.23%2026-09-11: 6.59%2026-09-14: 7.04%2026-09-15: 7.35%2026-09-16: 7.01%2026-09-18: 6.20%2026-09-21: 6.47%2026-09-22: 6.41%2026-09-23: 7.99%2026-09-24: 9.00%2026-09-25: 7.99%2026-09-28: 8.87%2026-09-29: 9.09%2026-10-01: 9.08%2026-10-02: 7.86%2026-10-05: 8.33%2026-10-06: 7.38%2026-10-07: 7.58%2026-10-08: 8.26%2026-10-09: 7.04%2026-10-12: 7.29%2026-10-13: 7.53%2026-10-14: 7.80%2026-10-15: 7.94%2026-10-16: 7.74%2026-10-19: 7.65%2026-10-20: 7.58%2026-10-21: 7.49%2026-10-22: 9.22%2026-10-23: 8.21%2026-10-26: 8.23%2026-10-27: 9.05%2026-10-28: 8.00%2026-10-30: 8.16%Aug 7Sep 23Oct 30
50 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
5.36%
5.82%
5.87%
5.16%
6.26%
7.47%
5.26%
5.59%
6.70%
5.81%
5.96%
8.32%
5.72%
5.34%
5.97%
8.98%
8.23%
6.59%
7.04%
7.35%
7.01%
6.20%
6.47%
6.41%
7.99%
9.00%
7.99%
8.87%
9.09%
9.08%
7.86%
8.33%
7.38%
7.58%
8.26%
7.04%
7.29%
7.53%
7.80%
7.94%
7.74%
7.65%
7.58%
7.49%
9.22%
8.21%
8.23%
9.05%
8.00%
8.16%