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iShares Core 1-5 Year USD Bond ETF ISTB

i

Market dataready · fetched 2026-11-04T06:17:06.117Z

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 · 2026-11-03T23:50:17.053686677Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:17:03.828522+00:00

Share price$46.92
1D+0.0%
AH$47.35$47.37$47.40$47.42$47.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMISTB
Sold putSold callAH

iShares Core 1-5 Year USD Bond ETF options

Live interpolated ISTB call and put midpoint premiums by absolute delta.iShares Core 1-5 Year USD Bond ETF$0.52$1.47$2.42$3.36$4.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEISTB PRICE$0.63$0.63$0.63$0.63$0.70$0.80$0.90$1.07$1.25$1.44$2.81$4.04$0.63$0.63$0.63$0.63$0.63$0.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.7459.4%13.7%43.0253.0%9.6%
25Δ50.3344.0%8.6%44.4940.5%6.5%
30Δ48.9834.1%5.7%45.4132.2%4.5%
35Δ48.2127.7%4.1%46.0726.0%3.2%
40Δ47.7625.2%3.3%46.4022.4%2.4%
45Δ47.4224.2%2.8%46.7418.7%1.7%
50Δ47.0823.2%2.3%
55Δ46.7723.3%1.9%
60Δ46.4523.7%1.7%
65Δ46.1424.1%1.4%
70Δ
75Δ44.7436.7%1.3%
80Δ43.4946.4%1.3%

20Δ

Calls
Pseudo strike
52.74
IV
59.4%
B/E move
13.7%
Puts
Pseudo strike
43.02
IV
53.0%
B/E move
9.6%

25Δ

Calls
Pseudo strike
50.33
IV
44.0%
B/E move
8.6%
Puts
Pseudo strike
44.49
IV
40.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
48.98
IV
34.1%
B/E move
5.7%
Puts
Pseudo strike
45.41
IV
32.2%
B/E move
4.5%

35Δ

Calls
Pseudo strike
48.21
IV
27.7%
B/E move
4.1%
Puts
Pseudo strike
46.07
IV
26.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
47.76
IV
25.2%
B/E move
3.3%
Puts
Pseudo strike
46.40
IV
22.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
47.42
IV
24.2%
B/E move
2.8%
Puts
Pseudo strike
46.74
IV
18.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
47.08
IV
23.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
46.77
IV
23.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
46.45
IV
23.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
46.14
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

Calls
Pseudo strike
44.74
IV
36.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.49
IV
46.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.04%
Daily close
ISTB11.5%24.9%38.3%2026-08-06: 20.04%2026-08-07: 20.87%2026-08-10: 21.44%2026-08-11: 18.16%2026-08-12: 18.75%2026-08-13: 20.11%2026-08-14: 20.69%2026-08-17: 23.55%2026-08-18: 23.61%2026-08-19: 26.43%2026-08-20: 33.03%2026-08-21: 15.87%2026-08-24: 16.74%2026-08-25: 16.99%2026-08-26: 17.04%2026-08-27: 17.01%2026-08-28: 16.52%2026-08-31: 17.31%2026-09-01: 16.98%2026-09-02: 17.25%2026-09-03: 17.30%2026-09-04: 17.55%2026-09-08: 18.74%2026-09-09: 19.38%2026-09-10: 20.17%2026-09-11: 20.99%2026-09-14: 24.25%2026-09-15: 26.25%2026-09-16: 29.13%2026-09-17: 36.48%2026-09-18: 15.61%2026-09-21: 16.50%2026-09-22: 16.46%2026-09-23: 16.38%2026-09-24: 16.37%2026-09-25: 16.54%2026-09-28: 17.46%2026-09-29: 17.64%2026-09-30: 17.81%2026-10-01: 17.62%2026-10-02: 17.64%2026-10-05: 18.72%2026-10-06: 19.06%2026-10-07: 19.48%2026-10-08: 20.04%2026-10-09: 20.64%2026-10-12: 23.23%2026-10-13: 25.26%2026-10-14: 28.04%2026-10-15: 35.41%2026-10-16: 15.82%2026-10-19: 15.92%2026-10-20: 15.91%2026-10-21: 16.01%2026-10-22: 16.05%2026-10-23: 13.32%2026-10-26: 13.57%2026-10-27: 13.66%2026-10-28: 13.89%2026-10-29: 14.02%2026-10-30: 14.04%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
20.04%
20.87%
21.44%
18.16%
18.75%
20.11%
20.69%
23.55%
23.61%
26.43%
33.03%
15.87%
16.74%
16.99%
17.04%
17.01%
16.52%
17.31%
16.98%
17.25%
17.30%
17.55%
18.74%
19.38%
20.17%
20.99%
24.25%
26.25%
29.13%
36.48%
15.61%
16.50%
16.46%
16.38%
16.37%
16.54%
17.46%
17.64%
17.81%
17.62%
17.64%
18.72%
19.06%
19.48%
20.04%
20.64%
23.23%
25.26%
28.04%
35.41%
15.82%
15.92%
15.91%
16.01%
16.05%
13.32%
13.57%
13.66%
13.89%
14.02%
14.04%