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iShares 0-5 Year TIPS Bond ETF STIP

i

Market dataready · fetched 2026-11-03T21:53:58.916Z

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 · 2026-11-03T21:18:01.644913291Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:53:58.512837+00:00

Share price$100.52
1D-0.2%
AH$100.46$100.53$100.60$100.67$100.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTIP
Sold putSold callAH

iShares 0-5 Year TIPS Bond ETF options

Live interpolated STIP call and put midpoint premiums by absolute delta.iShares 0-5 Year TIPS Bond ETF$0.52$1.45$2.38$3.32$4.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESTIP PRICE$0.97$0.98$0.62$0.80$0.98$2.28$0.79$0.97$0.97$0.69$0.91$1.13$1.35$1.55$1.76$2.32$3.15$3.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.7843.4%10.2%95.7429.5%5.5%
25Δ105.7131.5%6.1%96.7129.3%4.8%
30Δ98.2323.1%3.2%
35Δ101.6411.3%1.7%
40Δ101.3712.3%1.6%100.2510.4%1.0%
45Δ101.1113.2%1.6%100.5311.4%0.9%
50Δ100.8212.4%0.8%
55Δ101.1313.1%0.7%
60Δ101.4912.9%0.6%
65Δ101.8412.7%0.4%
70Δ102.5213.5%0.3%
75Δ103.4314.9%0.2%
80Δ98.7311.1%0.5%104.3416.3%0.2%

20Δ

Calls
Pseudo strike
109.78
IV
43.4%
B/E move
10.2%
Puts
Pseudo strike
95.74
IV
29.5%
B/E move
5.5%

25Δ

Calls
Pseudo strike
105.71
IV
31.5%
B/E move
6.1%
Puts
Pseudo strike
96.71
IV
29.3%
B/E move
4.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.23
IV
23.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
101.64
IV
11.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
101.37
IV
12.3%
B/E move
1.6%
Puts
Pseudo strike
100.25
IV
10.4%
B/E move
1.0%

45Δ

Calls
Pseudo strike
101.11
IV
13.2%
B/E move
1.6%
Puts
Pseudo strike
100.53
IV
11.4%
B/E move
0.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.82
IV
12.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.13
IV
13.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.49
IV
12.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.84
IV
12.7%
B/E move
0.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.52
IV
13.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.43
IV
14.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
98.73
IV
11.1%
B/E move
0.5%
Puts
Pseudo strike
104.34
IV
16.3%
B/E move
0.2%

Options history

IV · four-Friday blend11.62%
Daily EOD
STIP10.5%11.1%11.7%2026-10-19: 10.62%2026-10-20: 10.72%2026-10-21: 10.84%2026-10-22: 11.02%2026-10-23: 10.87%2026-10-26: 11.01%2026-10-27: 11.10%2026-10-28: 11.22%2026-10-29: 11.45%2026-10-30: 11.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
10.62%
10.72%
10.84%
11.02%
10.87%
11.01%
11.10%
11.22%
11.45%
11.62%