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iShares Core 80/20 Aggressive Allocation ETF AOA

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Market dataready · fetched 2026-10-23T06:53:30.405Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.118228044Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:53:30.006845+00:00

Share price$96.74
1D-0.2%
AH$96.47$96.61$96.76$96.90$97.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOA
Sold putSold callAH

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$0.50$1.23$1.97$2.71$3.45$89.94$93.25$96.56$99.87$103.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AOA spot · $96.74AOA PRICE$0.57$0.62$0.67$0.77$0.87$0.99$1.10$1.36$1.66$1.99$2.40$2.82$3.24$0.68$0.75$0.80$0.87$0.98$1.12$1.26$1.44$1.61$1.90$2.31$2.95
PutsCheap0.66×
CallsCheap0.67×
SkewBearish+0.68 pp
Implied moveBearish±$2.36
TiltBullish6.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.8219.6%5.8%92.3322.0%5.3%
25Δ100.1115.7%4.1%93.9418.1%3.7%
30Δ99.0713.3%3.1%95.0215.2%2.6%
35Δ98.4712.3%2.6%95.7213.5%2.0%
40Δ97.9311.5%2.1%96.2512.5%1.5%
45Δ97.5111.0%1.8%96.6712.0%1.2%
50Δ97.0910.5%1.5%97.0811.5%1.0%
55Δ96.6810.9%1.3%97.4511.2%0.8%
60Δ96.2711.5%1.2%97.8110.9%0.6%
65Δ95.8212.2%1.1%98.2511.0%0.4%
70Δ95.2812.8%1.0%98.7711.7%0.3%
75Δ94.7413.0%0.8%99.4912.9%0.2%
80Δ94.1913.0%0.7%

20Δ

Calls
Pseudo strike
101.82
IV
19.6%
B/E move
5.8%
Puts
Pseudo strike
92.33
IV
22.0%
B/E move
5.3%

25Δ

Calls
Pseudo strike
100.11
IV
15.7%
B/E move
4.1%
Puts
Pseudo strike
93.94
IV
18.1%
B/E move
3.7%

30Δ

Calls
Pseudo strike
99.07
IV
13.3%
B/E move
3.1%
Puts
Pseudo strike
95.02
IV
15.2%
B/E move
2.6%

35Δ

Calls
Pseudo strike
98.47
IV
12.3%
B/E move
2.6%
Puts
Pseudo strike
95.72
IV
13.5%
B/E move
2.0%

40Δ

Calls
Pseudo strike
97.93
IV
11.5%
B/E move
2.1%
Puts
Pseudo strike
96.25
IV
12.5%
B/E move
1.5%

45Δ

Calls
Pseudo strike
97.51
IV
11.0%
B/E move
1.8%
Puts
Pseudo strike
96.67
IV
12.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
97.09
IV
10.5%
B/E move
1.5%
Puts
Pseudo strike
97.08
IV
11.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
96.68
IV
10.9%
B/E move
1.3%
Puts
Pseudo strike
97.45
IV
11.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
96.27
IV
11.5%
B/E move
1.2%
Puts
Pseudo strike
97.81
IV
10.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
95.82
IV
12.2%
B/E move
1.1%
Puts
Pseudo strike
98.25
IV
11.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
95.28
IV
12.8%
B/E move
1.0%
Puts
Pseudo strike
98.77
IV
11.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
94.74
IV
13.0%
B/E move
0.8%
Puts
Pseudo strike
99.49
IV
12.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
94.19
IV
13.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

AOA10.5110.5510.592026-10-20: 10.52%2026-10-21: 10.58%Oct 20Oct 21
Table
DateIV
10.52%
10.58%