IntraAlpha
Create free account Start free

iShares Core 40/60 Moderate Allocation ETF AOM

i

Market datapartial · fetched 2026-11-11T14:20:01.456Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T01:00:00.146540904Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:20:00.112209+00:00

Share price$48.66
1D-0.2%
AH$48.49$48.56$48.64$48.72$48.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOM
Sold putSold callAH

iShares Core 40/60 Moderate Allocation ETF options

Live interpolated AOM call and put midpoint premiums by absolute delta.iShares Core 40/60 Moderate Allocation ETF$0.92$2.20$3.47$4.75$6.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAOM PRICE$1.06$1.48$1.90$2.31$2.73$3.15$3.57$3.99$4.41$4.82$5.24$5.66
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
25Δ54.3942.6%13.9%
30Δ53.4841.8%13.0%
35Δ52.5840.9%12.0%
40Δ51.6840.1%11.0%
45Δ50.7839.3%10.0%
50Δ49.8738.5%9.0%
55Δ48.9737.6%8.0%
60Δ48.0736.8%7.0%
65Δ47.1736.0%6.0%
70Δ46.2635.2%5.0%
75Δ45.3634.3%4.0%
80Δ44.4633.5%3.0%

20Δ

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

25Δ

Calls
Pseudo strike
54.39
IV
42.6%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
53.48
IV
41.8%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
52.58
IV
40.9%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
51.68
IV
40.1%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
50.78
IV
39.3%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
49.87
IV
38.5%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
48.97
IV
37.6%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
48.07
IV
36.8%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
47.17
IV
36.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
46.26
IV
35.2%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.36
IV
34.3%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.46
IV
33.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.57%
Daily close
AOM13.5%26.9%40.4%2026-08-13: 20.36%2026-08-14: 20.63%2026-08-17: 23.51%2026-08-18: 26.12%2026-08-19: 28.42%2026-08-20: 36.90%2026-08-21: 17.03%2026-08-24: 17.33%2026-08-25: 17.70%2026-08-26: 17.54%2026-08-27: 17.77%2026-08-28: 17.53%2026-08-31: 18.09%2026-09-01: 18.75%2026-09-02: 18.91%2026-09-03: 18.53%2026-09-04: 18.87%2026-09-08: 20.35%2026-09-09: 21.21%2026-09-10: 21.90%2026-09-11: 22.54%2026-09-14: 25.44%2026-09-15: 27.40%2026-09-16: 29.48%2026-09-17: 38.51%2026-09-18: 17.80%2026-09-21: 15.96%2026-09-22: 16.11%2026-09-23: 17.04%2026-09-24: 16.40%2026-09-25: 16.57%2026-09-28: 17.23%2026-09-29: 17.79%2026-09-30: 17.94%2026-10-01: 18.05%2026-10-02: 17.40%2026-10-05: 18.29%2026-10-06: 17.99%2026-10-07: 18.23%2026-10-08: 18.94%2026-10-09: 19.15%2026-10-12: 21.81%2026-10-13: 23.07%2026-10-14: 26.19%2026-10-15: 30.82%2026-10-16: 15.36%2026-10-19: 15.72%2026-10-20: 15.54%2026-10-21: 16.96%2026-10-22: 15.80%2026-10-23: 16.19%2026-10-26: 16.28%2026-10-27: 16.22%2026-10-28: 16.27%2026-10-29: 16.36%2026-10-30: 16.57%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.36%
20.63%
23.51%
26.12%
28.42%
36.90%
17.03%
17.33%
17.70%
17.54%
17.77%
17.53%
18.09%
18.75%
18.91%
18.53%
18.87%
20.35%
21.21%
21.90%
22.54%
25.44%
27.40%
29.48%
38.51%
17.80%
15.96%
16.11%
17.04%
16.40%
16.57%
17.23%
17.79%
17.94%
18.05%
17.40%
18.29%
17.99%
18.23%
18.94%
19.15%
21.81%
23.07%
26.19%
30.82%
15.36%
15.72%
15.54%
16.96%
15.80%
16.19%
16.28%
16.22%
16.27%
16.36%
16.57%