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iShares Core 60/40 Balanced Allocation ETF AOR

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Market datapartial · fetched 2026-10-22T18:38:18.562Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-22T18:34:19.29844587Z

FundamentalsAlpha Vantage · unavailable

Share price$68.30
1D-0.2%
$68.16$68.24$68.32$68.40$68.475:30 AM6:30 AM9:00 AM1:00 PMAOR
Sold putSold call

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$2.88$3.63$4.37$5.12$5.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAOR PRICE$2.96$3.86$4.75$5.65
PutsExpensive1.08×
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
55Δ70.5913.2%1.0%
60Δ71.6914.4%0.7%
65Δ72.7815.5%0.4%
70Δ73.8716.6%0.1%
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
70.59
IV
13.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.69
IV
14.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.78
IV
15.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.87
IV
16.6%
B/E move
0.1%

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

AOR10.8110.9211.032026-10-20: 11.02%2026-10-21: 10.83%Oct 20Oct 21
Table
DateIV
11.02%
10.83%