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iShares Core 60/40 Balanced Allocation ETF AOR

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Market datapartial · fetched 2026-10-22T23:44:13.521Z

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 · 2026-10-22T22:30:00.003956949Z

FundamentalsAlpha Vantage · unavailable

Share price$68.36
1D-0.1%
AH$68.16$68.24$68.32$68.40$68.475:30 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$0.42$0.93$1.43$1.94$2.45$64.70$66.55$68.39$70.24$72.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AOR spot · $68.36AOR PRICE$0.47$0.48$0.53$0.60$0.67$0.75$0.86$0.98$1.09$1.29$1.54$1.79$2.30$0.52$0.58$0.64$0.69$0.75$0.84$0.92$1.01$1.14$1.34$1.53
PutsCheap0.94×
CallsCheap0.84×
SkewBearish+1.13 pp
Implied moveBearish±$1.78
TiltBullish14.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.6022.9%6.9%65.0123.7%5.7%
25Δ70.9617.1%4.5%66.1120.0%4.1%
30Δ70.2315.0%3.5%66.7417.8%3.3%
35Δ69.7213.6%2.9%67.3715.6%2.5%
40Δ69.3112.6%2.4%68.0013.4%1.6%
45Δ68.9311.7%1.9%68.2812.6%1.3%
50Δ68.6511.4%1.7%68.5711.8%1.0%
55Δ68.3711.0%1.4%68.8511.0%0.8%
60Δ68.0910.7%1.2%69.1410.6%0.5%
65Δ67.7810.8%1.0%69.4310.6%0.4%
70Δ67.4511.1%0.9%69.7210.6%0.3%
75Δ67.1211.4%0.8%
80Δ66.5412.7%0.7%

20Δ

Calls
Pseudo strike
72.60
IV
22.9%
B/E move
6.9%
Puts
Pseudo strike
65.01
IV
23.7%
B/E move
5.7%

25Δ

Calls
Pseudo strike
70.96
IV
17.1%
B/E move
4.5%
Puts
Pseudo strike
66.11
IV
20.0%
B/E move
4.1%

30Δ

Calls
Pseudo strike
70.23
IV
15.0%
B/E move
3.5%
Puts
Pseudo strike
66.74
IV
17.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
69.72
IV
13.6%
B/E move
2.9%
Puts
Pseudo strike
67.37
IV
15.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
69.31
IV
12.6%
B/E move
2.4%
Puts
Pseudo strike
68.00
IV
13.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
68.93
IV
11.7%
B/E move
1.9%
Puts
Pseudo strike
68.28
IV
12.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
68.65
IV
11.4%
B/E move
1.7%
Puts
Pseudo strike
68.57
IV
11.8%
B/E move
1.0%

55Δ

Calls
Pseudo strike
68.37
IV
11.0%
B/E move
1.4%
Puts
Pseudo strike
68.85
IV
11.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
68.09
IV
10.7%
B/E move
1.2%
Puts
Pseudo strike
69.14
IV
10.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
67.78
IV
10.8%
B/E move
1.0%
Puts
Pseudo strike
69.43
IV
10.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
67.45
IV
11.1%
B/E move
0.9%
Puts
Pseudo strike
69.72
IV
10.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
67.12
IV
11.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
66.54
IV
12.7%
B/E move
0.7%
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%