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iShares 20 Year Treasury Bond ETF TLT

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Market datapartial · fetched 2026-11-04T04:50:11.724Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:59:15.673959569Z

FundamentalsAlpha Vantage · unavailable

Share price$81.29
1D-0.6%
AH$80.90$81.10$81.31$81.51$81.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLT
Sold putSold callAH

iShares 20 Year Treasury Bond ETF options

Live interpolated TLT call and put midpoint premiums by absolute delta.iShares 20 Year Treasury Bond ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICETLT PRICE
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
25Δ
30Δ
35Δ
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

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

35Δ

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

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 blend13.36%
Daily close
TLT8.8%13.9%19.1%2026-08-05: 10.91%2026-08-06: 11.65%2026-08-07: 9.73%2026-08-10: 11.34%2026-08-11: 11.78%2026-08-12: 10.29%2026-08-13: 9.53%2026-08-14: 10.19%2026-08-17: 11.47%2026-08-18: 10.80%2026-08-19: 11.01%2026-08-20: 11.51%2026-08-21: 10.84%2026-08-24: 11.41%2026-08-25: 11.61%2026-08-26: 11.64%2026-08-27: 11.71%2026-08-28: 10.20%2026-08-31: 11.21%2026-09-01: 11.45%2026-09-02: 10.97%2026-09-03: 11.24%2026-09-04: 9.61%2026-09-08: 11.63%2026-09-09: 11.68%2026-09-10: 14.27%2026-09-11: 11.08%2026-09-14: 13.28%2026-09-15: 14.87%2026-09-16: 12.73%2026-09-17: 10.90%2026-09-18: 10.98%2026-09-21: 11.44%2026-09-22: 11.38%2026-09-23: 13.66%2026-09-24: 16.51%2026-09-25: 14.34%2026-09-28: 16.41%2026-09-29: 18.37%2026-09-30: 18.34%2026-10-01: 17.71%2026-10-02: 14.85%2026-10-05: 15.88%2026-10-06: 13.72%2026-10-07: 14.44%2026-10-08: 14.99%2026-10-09: 12.77%2026-10-12: 13.55%2026-10-13: 13.97%2026-10-14: 14.14%2026-10-15: 14.36%2026-10-16: 14.51%2026-10-19: 13.80%2026-10-20: 13.44%2026-10-21: 13.13%2026-10-22: 15.89%2026-10-23: 13.72%2026-10-26: 13.94%2026-10-27: 13.41%2026-10-28: 13.32%2026-10-30: 13.36%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
10.91%
11.65%
9.73%
11.34%
11.78%
10.29%
9.53%
10.19%
11.47%
10.80%
11.01%
11.51%
10.84%
11.41%
11.61%
11.64%
11.71%
10.20%
11.21%
11.45%
10.97%
11.24%
9.61%
11.63%
11.68%
14.27%
11.08%
13.28%
14.87%
12.73%
10.90%
10.98%
11.44%
11.38%
13.66%
16.51%
14.34%
16.41%
18.37%
18.34%
17.71%
14.85%
15.88%
13.72%
14.44%
14.99%
12.77%
13.55%
13.97%
14.14%
14.36%
14.51%
13.80%
13.44%
13.13%
15.89%
13.72%
13.94%
13.41%
13.32%
13.36%