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iShares 10-20 Year Treasury Bond ETF TLH

i

Market dataready · fetched 2026-11-03T15:46:24.480Z

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 · 2026-11-03T15:46:04.369650015Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:46:22.905764+00:00

Share price$95.38
1D-0.4%
$95.15$95.30$95.46$95.62$95.785:30 AM6:30 AM9:00 AM1:00 PMTLH
Sold putSold call

iShares 10-20 Year Treasury Bond ETF options

Live interpolated TLH call and put midpoint premiums by absolute delta.iShares 10-20 Year Treasury Bond ETF$0.43$1.10$1.78$2.46$3.14$92.58$94.01$95.45$96.88$98.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TLH spot · $95.38TLH PRICE$0.50$0.77$1.03$1.30$1.48$1.62$1.76$1.90$2.04$2.43$2.89$0.76$0.55$0.60$0.66$0.99$1.33$1.66$1.91$2.16$2.54$2.95
Puts——
Calls——
Skew——
Implied moveBullish±$2.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.8529.3%5.5%
25Δ
30Δ96.9512.4%2.2%93.8514.5%2.2%
35Δ96.6614.5%2.1%94.4312.7%1.6%
40Δ96.3716.6%2.1%95.0111.0%1.1%
45Δ96.0818.7%2.1%95.3513.1%1.1%
50Δ95.7118.5%1.9%95.7015.1%1.1%
55Δ95.3017.4%1.6%96.0616.9%1.0%
60Δ94.9016.4%1.3%96.4916.6%0.8%
65Δ94.5015.3%1.1%96.9316.4%0.6%
70Δ94.1014.2%0.8%97.4516.6%0.5%
75Δ93.5714.5%0.7%97.9916.9%0.3%
80Δ93.0115.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.85
IV
29.3%
B/E move
5.5%

25Δ

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

30Δ

Calls
Pseudo strike
96.95
IV
12.4%
B/E move
2.2%
Puts
Pseudo strike
93.85
IV
14.5%
B/E move
2.2%

35Δ

Calls
Pseudo strike
96.66
IV
14.5%
B/E move
2.1%
Puts
Pseudo strike
94.43
IV
12.7%
B/E move
1.6%

40Δ

Calls
Pseudo strike
96.37
IV
16.6%
B/E move
2.1%
Puts
Pseudo strike
95.01
IV
11.0%
B/E move
1.1%

45Δ

Calls
Pseudo strike
96.08
IV
18.7%
B/E move
2.1%
Puts
Pseudo strike
95.35
IV
13.1%
B/E move
1.1%

50Δ

Calls
Pseudo strike
95.71
IV
18.5%
B/E move
1.9%
Puts
Pseudo strike
95.70
IV
15.1%
B/E move
1.1%

55Δ

Calls
Pseudo strike
95.30
IV
17.4%
B/E move
1.6%
Puts
Pseudo strike
96.06
IV
16.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
94.90
IV
16.4%
B/E move
1.3%
Puts
Pseudo strike
96.49
IV
16.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
94.50
IV
15.3%
B/E move
1.1%
Puts
Pseudo strike
96.93
IV
16.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
94.10
IV
14.2%
B/E move
0.8%
Puts
Pseudo strike
97.45
IV
16.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
93.57
IV
14.5%
B/E move
0.7%
Puts
Pseudo strike
97.99
IV
16.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
93.01
IV
15.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.55%
Daily EOD
TLH11.7%13.0%14.3%2026-10-19: 12.42%2026-10-20: 11.90%2026-10-21: 13.65%2026-10-22: 13.26%2026-10-23: 13.77%2026-10-26: 13.15%2026-10-27: 13.26%2026-10-28: 14.10%2026-10-29: 13.39%2026-10-30: 13.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.42%
11.90%
13.65%
13.26%
13.77%
13.15%
13.26%
14.10%
13.39%
13.55%