IntraAlpha
Create free account Start free

iShares Core 40/60 Moderate Allocation ETF AOM

i

Market datapartial · fetched 2026-10-22T10:02:55.784Z

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 · 2026-10-22T00:00:00.147955826Z

FundamentalsAlpha Vantage · unavailable

Share price$48.85
1D+0.0%
AH$48.72$48.77$48.82$48.87$48.925:30 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$0.69$0.99$1.29$1.59$1.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAOM PRICE$0.72$0.72$0.76$0.83$0.90$0.99$1.09$1.18$1.27$1.47$1.80$0.72$0.75$0.76$0.79$0.85$0.91
PutsExpensive2.57×
CallsExpensive1.93×
SkewBearish+10.87 pp
Implied move——
TiltBullish42.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.4444.2%10.5%
25Δ46.1034.6%7.2%
30Δ51.3828.8%6.7%47.1727.7%5.0%
35Δ50.4523.3%4.8%47.8723.5%3.6%
40Δ49.8419.9%3.6%48.3221.0%2.8%
45Δ49.4718.4%3.0%48.7218.9%2.1%
50Δ49.1016.9%2.4%
55Δ48.8315.8%2.0%
60Δ48.6015.0%1.7%
65Δ48.3614.1%1.4%
70Δ48.1313.2%1.1%
75Δ47.8213.0%0.9%
80Δ47.4213.7%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.44
IV
44.2%
B/E move
10.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.10
IV
34.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
51.38
IV
28.8%
B/E move
6.7%
Puts
Pseudo strike
47.17
IV
27.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
50.45
IV
23.3%
B/E move
4.8%
Puts
Pseudo strike
47.87
IV
23.5%
B/E move
3.6%

40Δ

Calls
Pseudo strike
49.84
IV
19.9%
B/E move
3.6%
Puts
Pseudo strike
48.32
IV
21.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
49.47
IV
18.4%
B/E move
3.0%
Puts
Pseudo strike
48.72
IV
18.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
49.10
IV
16.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
48.83
IV
15.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
48.60
IV
15.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
48.36
IV
14.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
48.13
IV
13.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
47.82
IV
13.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
47.42
IV
13.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations