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iShares 10+ Year Investment Grade Corporate Bond ETF IGLB

i

Market dataready · fetched 2026-11-04T03:12:27.856Z

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 · 2026-11-04T01:00:00.184540433Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:12:27.321087+00:00

Share price$46.69
1D+1.0%
AH$46.16$46.35$46.55$46.74$46.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGLB
Sold putSold callAH

iShares 10+ Year Investment Grade Corporate Bond ETF options

Live interpolated IGLB call and put midpoint premiums by absolute delta.iShares 10+ Year Investment Grade Corporate Bond ETF$0.10$0.40$0.70$1.00$1.30$42.84$44.82$46.80$48.78$50.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IGLB spot · $46.69IGLB PRICE$0.13$0.17$0.22$0.26$0.31$0.38$0.47$0.57$0.66$0.76$0.85$0.95$1.21$0.15$0.19$0.25$0.31$0.37$0.43$0.49$0.55$0.65$0.79$0.93
Puts——
CallsCheap0.33×
Skew——
Implied moveBalanced±$0.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.719.9%2.5%45.6612.7%2.5%
25Δ47.5510.1%2.2%45.9412.4%2.0%
30Δ47.3910.2%2.0%46.1212.2%1.7%
35Δ47.2310.4%1.7%46.2812.1%1.5%
40Δ47.0710.6%1.5%46.4411.9%1.3%
45Δ46.9110.7%1.3%46.6011.7%1.1%
50Δ46.7610.9%1.2%46.7611.5%0.9%
55Δ46.6111.0%1.0%46.9211.3%0.7%
60Δ46.4611.2%0.9%47.1011.3%0.5%
65Δ46.3111.3%0.8%47.2911.5%0.4%
70Δ46.1511.5%0.7%47.4811.6%0.3%
75Δ46.0011.6%0.6%
80Δ45.7012.1%0.5%

20Δ

Calls
Pseudo strike
47.71
IV
9.9%
B/E move
2.5%
Puts
Pseudo strike
45.66
IV
12.7%
B/E move
2.5%

25Δ

Calls
Pseudo strike
47.55
IV
10.1%
B/E move
2.2%
Puts
Pseudo strike
45.94
IV
12.4%
B/E move
2.0%

30Δ

Calls
Pseudo strike
47.39
IV
10.2%
B/E move
2.0%
Puts
Pseudo strike
46.12
IV
12.2%
B/E move
1.7%

35Δ

Calls
Pseudo strike
47.23
IV
10.4%
B/E move
1.7%
Puts
Pseudo strike
46.28
IV
12.1%
B/E move
1.5%

40Δ

Calls
Pseudo strike
47.07
IV
10.6%
B/E move
1.5%
Puts
Pseudo strike
46.44
IV
11.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
46.91
IV
10.7%
B/E move
1.3%
Puts
Pseudo strike
46.60
IV
11.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
46.76
IV
10.9%
B/E move
1.2%
Puts
Pseudo strike
46.76
IV
11.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
46.61
IV
11.0%
B/E move
1.0%
Puts
Pseudo strike
46.92
IV
11.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
46.46
IV
11.2%
B/E move
0.9%
Puts
Pseudo strike
47.10
IV
11.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
46.31
IV
11.3%
B/E move
0.8%
Puts
Pseudo strike
47.29
IV
11.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
46.15
IV
11.5%
B/E move
0.7%
Puts
Pseudo strike
47.48
IV
11.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
46.00
IV
11.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.70
IV
12.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend11.26%
Daily close
IGLB8.0%11.5%15.0%2026-08-05: 10.84%2026-08-06: 11.83%2026-08-07: 12.12%2026-08-10: 11.63%2026-08-11: 9.93%2026-08-12: 8.78%2026-08-13: 8.75%2026-08-21: 10.24%2026-08-24: 9.69%2026-08-25: 9.08%2026-08-31: 9.39%2026-09-01: 8.52%2026-09-02: 8.49%2026-09-03: 8.52%2026-09-04: 8.71%2026-09-10: 10.76%2026-09-11: 9.67%2026-09-18: 9.88%2026-09-22: 9.02%2026-09-23: 10.20%2026-09-24: 9.17%2026-09-28: 12.04%2026-09-29: 12.24%2026-09-30: 13.16%2026-10-01: 12.59%2026-10-02: 13.64%2026-10-05: 12.86%2026-10-07: 13.54%2026-10-13: 11.68%2026-10-14: 14.56%2026-10-16: 11.59%2026-10-19: 12.74%2026-10-20: 11.52%2026-10-21: 12.29%2026-10-22: 11.72%2026-10-23: 11.43%2026-10-26: 11.72%2026-10-27: 11.30%2026-10-28: 11.00%2026-10-29: 10.96%2026-10-30: 11.26%Aug 5Sep 24Oct 30
41 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
10.84%
11.83%
12.12%
11.63%
9.93%
8.78%
8.75%
10.24%
9.69%
9.08%
9.39%
8.52%
8.49%
8.52%
8.71%
10.76%
9.67%
9.88%
9.02%
10.20%
9.17%
12.04%
12.24%
13.16%
12.59%
13.64%
12.86%
13.54%
11.68%
14.56%
11.59%
12.74%
11.52%
12.29%
11.72%
11.43%
11.72%
11.30%
11.00%
10.96%
11.26%