IntraAlpha
Create free account Start free

iShares Core 80/20 Aggressive Allocation ETF AOA

i

Market datapartial · fetched 2026-11-13T19:13:10.175Z

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 · 2026-11-13T19:12:12.512382708Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:13:09.052810+00:00

Share price$95.99
1D-0.7%
$95.52$95.83$96.15$96.46$96.785:30 AM6:30 AM9:00 AM1:00 PMAOA
Sold putSold call

iShares Core 80/20 Aggressive Allocation ETF options

Live interpolated AOA call and put midpoint premiums by absolute delta.iShares Core 80/20 Aggressive Allocation 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 PRICEAOA 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 blend11.60%
Daily close
AOA9.3%13.3%17.2%2026-08-17: 12.46%2026-08-18: 13.37%2026-08-19: 14.10%2026-08-20: 16.68%2026-08-21: 10.38%2026-08-24: 10.51%2026-08-25: 10.79%2026-08-26: 10.54%2026-08-27: 10.25%2026-08-28: 10.01%2026-08-31: 10.55%2026-09-01: 10.83%2026-09-02: 10.69%2026-09-03: 10.36%2026-09-04: 10.47%2026-09-08: 11.04%2026-09-09: 11.48%2026-09-10: 11.95%2026-09-11: 12.08%2026-09-14: 13.08%2026-09-15: 14.28%2026-09-17: 16.63%2026-09-18: 10.46%2026-09-21: 10.11%2026-09-22: 10.34%2026-09-23: 9.82%2026-09-24: 10.33%2026-09-25: 10.62%2026-09-28: 10.29%2026-09-29: 10.39%2026-09-30: 10.50%2026-10-01: 10.96%2026-10-02: 10.52%2026-10-05: 10.62%2026-10-06: 10.78%2026-10-07: 10.71%2026-10-08: 10.96%2026-10-09: 10.92%2026-10-12: 12.14%2026-10-13: 12.34%2026-10-15: 16.51%2026-10-16: 10.53%2026-10-19: 10.70%2026-10-20: 10.52%2026-10-21: 10.58%2026-10-22: 11.13%2026-10-23: 11.38%2026-10-26: 11.15%2026-10-27: 10.81%2026-10-28: 10.78%2026-10-29: 10.81%2026-10-30: 11.60%Aug 17Sep 23Oct 30
52 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
12.46%
13.37%
14.10%
16.68%
10.38%
10.51%
10.79%
10.54%
10.25%
10.01%
10.55%
10.83%
10.69%
10.36%
10.47%
11.04%
11.48%
11.95%
12.08%
13.08%
14.28%
16.63%
10.46%
10.11%
10.34%
9.82%
10.33%
10.62%
10.29%
10.39%
10.50%
10.96%
10.52%
10.62%
10.78%
10.71%
10.96%
10.92%
12.14%
12.34%
16.51%
10.53%
10.70%
10.52%
10.58%
11.13%
11.38%
11.15%
10.81%
10.78%
10.81%
11.60%