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iShares 0-5 Year High Yield Corporate Bond ETF SHYG

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Market dataready · fetched 2026-11-04T00:49:40.912Z

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 · 2026-11-03T23:30:00.00381231Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:49:40.374791+00:00

Share price$40.98
1D+1.5%
AH$40.85$41.05$41.25$41.45$41.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHYG
Sold putSold callAH

iShares 0-5 Year High Yield Corporate Bond ETF options

Live interpolated SHYG call and put midpoint premiums by absolute delta.iShares 0-5 Year High Yield Corporate Bond ETF$0.45$0.66$0.86$1.07$1.27$38.62$39.80$40.98$42.15$43.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHYG spot · $40.98SHYG PRICE$0.47$0.47$0.47$0.48$0.51$0.53$0.56$0.61$0.68$0.75$0.83$0.90$0.97$0.47$0.48$0.49$0.52$0.54$0.56$0.61$0.69$0.77$0.85$0.93$1.01$1.21
PutsExpensive1.57×
CallsExpensive1.28×
SkewNeutral+0.06 pp
Implied moveBearish±$1.17
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.3251.0%11.7%37.9646.1%8.5%
25Δ43.5738.0%7.5%39.1135.3%5.7%
30Δ42.6129.9%5.1%39.7929.0%4.1%
35Δ41.9623.9%3.6%40.2224.9%3.1%
40Δ41.6921.5%3.0%40.5321.9%2.4%
45Δ41.4119.1%2.4%40.8418.9%1.7%
50Δ41.1416.7%1.8%41.0816.9%1.3%
55Δ40.9315.1%1.4%41.2416.2%1.1%
60Δ40.7814.4%1.2%41.3915.5%0.9%
65Δ40.6213.7%1.0%41.5514.8%0.7%
70Δ40.4712.9%0.8%41.7114.1%0.5%
75Δ40.3212.2%0.6%41.8713.4%0.3%
80Δ40.1711.5%0.4%42.1413.8%0.1%

20Δ

Calls
Pseudo strike
45.32
IV
51.0%
B/E move
11.7%
Puts
Pseudo strike
37.96
IV
46.1%
B/E move
8.5%

25Δ

Calls
Pseudo strike
43.57
IV
38.0%
B/E move
7.5%
Puts
Pseudo strike
39.11
IV
35.3%
B/E move
5.7%

30Δ

Calls
Pseudo strike
42.61
IV
29.9%
B/E move
5.1%
Puts
Pseudo strike
39.79
IV
29.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
41.96
IV
23.9%
B/E move
3.6%
Puts
Pseudo strike
40.22
IV
24.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
41.69
IV
21.5%
B/E move
3.0%
Puts
Pseudo strike
40.53
IV
21.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
41.41
IV
19.1%
B/E move
2.4%
Puts
Pseudo strike
40.84
IV
18.9%
B/E move
1.7%

50Δ

Calls
Pseudo strike
41.14
IV
16.7%
B/E move
1.8%
Puts
Pseudo strike
41.08
IV
16.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
40.93
IV
15.1%
B/E move
1.4%
Puts
Pseudo strike
41.24
IV
16.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
40.78
IV
14.4%
B/E move
1.2%
Puts
Pseudo strike
41.39
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
40.62
IV
13.7%
B/E move
1.0%
Puts
Pseudo strike
41.55
IV
14.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
40.47
IV
12.9%
B/E move
0.8%
Puts
Pseudo strike
41.71
IV
14.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
40.32
IV
12.2%
B/E move
0.6%
Puts
Pseudo strike
41.87
IV
13.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
40.17
IV
11.5%
B/E move
0.4%
Puts
Pseudo strike
42.14
IV
13.8%
B/E move
0.1%

Options history

IV · four-Friday blend14.16%
Daily EOD
SHYG9.6%42.8%76.0%2026-10-19: 67.17%2026-10-20: 64.18%2026-10-21: 36.87%2026-10-22: 41.31%2026-10-23: 60.80%2026-10-26: 51.64%2026-10-27: 69.02%2026-10-28: 71.44%2026-10-29: 48.65%2026-10-30: 14.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.17%
64.18%
36.87%
41.31%
60.80%
51.64%
69.02%
71.44%
48.65%
14.16%