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iShares Short Duration Bond Active ETF NEAR

i

Market dataready · fetched 2026-11-03T20:12:37.324Z

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 · 2026-11-03T20:12:23.748448474Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T20:12:35.928166+00:00

Share price$49.96
1D+0.0%
$49.90$49.92$49.94$49.96$49.985:30 AM6:30 AM9:00 AM1:00 PMNEAR
Sold putSold call

iShares Short Duration Bond Active ETF options

Live interpolated NEAR call and put midpoint premiums by absolute delta.iShares Short Duration Bond Active ETF$0.77$0.77$0.78$0.79$0.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENEAR PRICE$0.78$0.78$0.78$0.78$0.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ54.2951.1%10.2%
30Δ52.6940.2%7.0%48.1636.5%5.1%
35Δ51.5832.1%4.8%48.9329.5%3.6%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
54.29
IV
51.1%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
52.69
IV
40.2%
B/E move
7.0%
Puts
Pseudo strike
48.16
IV
36.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
51.58
IV
32.1%
B/E move
4.8%
Puts
Pseudo strike
48.93
IV
29.5%
B/E move
3.6%

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

80Δ

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

Options history

IV · four-Friday blend16.07%
Daily EOD
NEAR14.7%24.3%33.9%2026-10-19: 32.59%2026-10-20: 32.01%2026-10-21: 32.16%2026-10-22: 32.53%2026-10-23: 31.62%2026-10-26: 22.86%2026-10-27: 19.77%2026-10-28: 29.53%2026-10-29: 24.74%2026-10-30: 16.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.59%
32.01%
32.16%
32.53%
31.62%
22.86%
19.77%
29.53%
24.74%
16.07%