iShares Interest Rate Hedged Long-Term Corporate Bond ETF(IGBH · ETF)
ETF quote, holdings, sector allocation, technicals, and options analytics.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) ETF
- Exchange
- ARCX
- Inception
- 2015-07-22
- Has Options
- No
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-07-02 | 2026-07-08 | $0.1022 | CD |
| 2026-06-02 | 2026-06-05 | $0.1032 | CD |
| 2026-05-04 | 2026-05-07 | $0.1051 | CD |
| 2026-04-02 | 2026-04-08 | $0.1123 | CD |
| 2026-03-03 | 2026-03-06 | $0.1070 | CD |
| 2026-02-03 | 2026-02-06 | $0.1029 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| IGLB | ISHARES 10+ YR INV GR CRP BOND ETF | 93.41% | Corporate Bond | United States |
| XTSLA | BLK CSH FND TREASURY SL AGENCY | 3.78% | Cash/Money Market | United States |
| CME | SWP: OIS 2.044500 07-MAY-2051 | 2.01% | Derivative | United States |
| XJPM | CASH COLLATERAL USD XJPM | 1.71% | Cash/Money Market | United States |
| CME | SWP: OIS 1.949000 10-MAY-2041 | 1.66% | Derivative | United States |
| USD | USD CASH | 1.07% | Cash/Money Market | United States |
| CME | SWP: OIS 1.754500 17-JUN-2036 | 0.93% | Derivative | United States |
| CME | SWP: OIS 1.608000 24-AUG-2046 | 0.85% | Derivative | United States |
| CME | SWP: OIS 1.395500 12-NOV-2046 | 0.40% | Derivative | United States |
| LCH | SWP: OIS 1.442000 10-DEC-2046 | 0.32% | Derivative | United States |
| CME | SWP: OIS 0.778000 19-OCT-2030 | 0.17% | Derivative | United States |
| LCH | SWP: OIS 3.439200 05-JAN-2049 SOF | 0.12% | Derivative | United States |
| LCH | SWP: OIS 2.098500 04-APR-2032 | 0.12% | Derivative | United States |
| LCH | SWP: OIS 3.630700 08-AUG-2048 SOF | 0.11% | Derivative | United States |
| LCH | SWP: OIS 3.357700 05-JAN-2054 SOF | 0.11% | Derivative | United States |
| LCH | SWP: OIS 3.530700 08-AUG-2053 SOF | 0.10% | Derivative | United States |
| LCH | SWP: OIS 3.519200 05-JAN-2044 SOF | 0.09% | Derivative | United States |
| CME | SWP: OIS 0.475500 15-SEP-2027 | 0.08% | Derivative | United States |
| LCH | SWP: OIS 3.734200 08-AUG-2043 SOF | 0.07% | Derivative | United States |
| LCH | SWP: OIS 3.536200 05-JAN-2039 SOF | 0.07% | Derivative | United States |
| LCH | SWP: OIS 4.158200 07-JAN-2046 SOF | 0.07% | Derivative | United States |
| LCH | SWP: OIS 3.544200 08-JAN-2049 SOF | 0.05% | Derivative | United States |
| LCH | SWP: OIS 3.457700 08-JAN-2054 SOF | 0.04% | Derivative | United States |
| LCH | SWP: OIS 3.623200 08-JAN-2044 SOF | 0.04% | Derivative | United States |
| LCH | SWP: OIS 4.174200 12-JAN-2056 SOF | 0.04% | Derivative | United States |
| LCH | SWP: OIS 3.678700 29-OCT-2054 SOF | 0.04% | Derivative | United States |
| LCH | SWP: OIS 3.272200 20-SEP-2049 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 4.199200 28-JAN-2051 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.806700 12-JAN-2036 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.333200 20-AUG-2054 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 4.058700 03-DEC-2050 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.882200 29-OCT-2050 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.195700 20-SEP-2054 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.757700 29-OCT-2049 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.859700 18-SEP-2050 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.182000 06-JUN-2053 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.824700 29-OCT-2044 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.566200 16-OCT-2035 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.382200 03-OCT-2044 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.640200 08-JAN-2039 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.796700 16-OCT-2040 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.621700 07-FEB-2054 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.775700 08-AUG-2038 SOF | 0.03% | Derivative | United States |
| LCH | SWP: OIS 3.415700 20-AUG-2049 SOF | 0.02% | Derivative | United States |
| LCH | SWP: OIS 3.565700 06-DEC-2054 SOF | 0.02% | Derivative | United States |
| LCH | SWP: OIS 3.876700 29-OCT-2045 SOF | 0.02% | Derivative | United States |
| LCH | SWP: OIS 3.849200 29-OCT-2055 SOF | 0.02% | Derivative | United States |
| LCH | SWP: OIS 3.506700 05-JAN-2034 SOF | 0.02% | Derivative | United States |
| LCH | SWP: OIS 3.263200 24-SEP-2054 SOF | 0.02% | Derivative | United States |
| LCH | SWP: OIS 4.042700 03-DEC-2045 SOF | 0.02% | Derivative | United States |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 33.73% | $57.4M | 2 |
| Derivative (interest rate) | 10.29% | $17.5M | 265 |
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +0.77% | 6 |
| Feb | -1.16% | 6 |
| Mar | -0.14% | 6 |
| Apr | -0.75% | 6 |
| May | +0.60% | 6 |
| Jun | -0.13% | 6 |
| Jul | +0.25% | 6 |
| Aug | -0.11% | 5 |
| Sep | +0.40% | 5 |
| Oct | +0.32% | 5 |
| Nov | +1.20% | 5 |
| Dec | -0.18% | 5 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- 0.20
- Correlation (SPY)
- 60.1%
- R²
- 0.36
- Ann. Volatility
- 4.2%
- SPY Volatility
- 12.7%
Low volatility - stock moves less than market
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|