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iShares Core 60/40 Balanced Allocation ETF AOR

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Market datapartial · fetched 2026-11-13T00:48:20.723Z

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 · 2026-11-12T23:33:55.672649367Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:48:16.943496+00:00

NewsAlpha Vantage · collected 2026-11-13T00:10:46.851517+00:00

Share price$68.05
1D-0.1%
AH$68.00$68.10$68.20$68.29$68.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOR
Sold putSold callAH

iShares Core 60/40 Balanced Allocation ETF options

Live interpolated AOR call and put midpoint premiums by absolute delta.iShares Core 60/40 Balanced Allocation ETF$1.27$1.27$1.28$1.29$1.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEAOR PRICE$1.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.77124.6%20.6%
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
80.77
IV
124.6%
B/E move
20.6%
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 blend29.52%
Daily close
AOR8.8%19.9%31.1%2026-08-14: 12.69%2026-08-17: 13.89%2026-08-18: 14.75%2026-08-19: 15.67%2026-08-20: 19.08%2026-08-21: 11.18%2026-08-24: 11.53%2026-08-25: 11.33%2026-08-26: 11.41%2026-08-27: 11.19%2026-08-28: 11.00%2026-08-31: 11.42%2026-09-01: 11.53%2026-09-02: 11.65%2026-09-03: 11.13%2026-09-04: 11.40%2026-09-08: 11.77%2026-09-09: 12.53%2026-09-10: 13.09%2026-09-11: 12.82%2026-09-14: 13.74%2026-09-15: 15.55%2026-09-16: 16.27%2026-09-17: 19.27%2026-09-18: 11.13%2026-09-21: 10.87%2026-09-22: 10.68%2026-09-23: 10.38%2026-09-24: 11.13%2026-09-25: 11.52%2026-09-28: 11.06%2026-09-29: 11.20%2026-09-30: 11.26%2026-10-01: 11.64%2026-10-02: 11.10%2026-10-05: 11.20%2026-10-06: 11.54%2026-10-07: 11.47%2026-10-08: 11.85%2026-10-09: 11.79%2026-10-12: 13.10%2026-10-13: 13.86%2026-10-14: 15.32%2026-10-16: 10.90%2026-10-19: 11.18%2026-10-20: 11.03%2026-10-21: 10.86%2026-10-22: 11.44%2026-10-23: 11.78%2026-10-26: 11.55%2026-10-27: 11.32%2026-10-28: 11.22%2026-10-29: 11.17%2026-10-30: 12.12%2026-11-03: 12.95%2026-11-06: 14.19%2026-11-09: 14.77%2026-11-11: 14.62%2026-11-12: 29.52%Aug 14Sep 25Nov 12
59 observations2026-08-14 — 2026-11-12
Table
DateIV (%)
12.69%
13.89%
14.75%
15.67%
19.08%
11.18%
11.53%
11.33%
11.41%
11.19%
11.00%
11.42%
11.53%
11.65%
11.13%
11.40%
11.77%
12.53%
13.09%
12.82%
13.74%
15.55%
16.27%
19.27%
11.13%
10.87%
10.68%
10.38%
11.13%
11.52%
11.06%
11.20%
11.26%
11.64%
11.10%
11.20%
11.54%
11.47%
11.85%
11.79%
13.10%
13.86%
15.32%
10.90%
11.18%
11.03%
10.86%
11.44%
11.78%
11.55%
11.32%
11.22%
11.17%
12.12%
12.95%
14.19%
14.77%
14.62%
29.52%

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