iShares Future AI & Tech ETF ARTY
i
Market dataready · fetched 2026-11-12T14:57:10.457Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T14:56:48.277371471Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:57:09.162909+00:00
iShares Future AI & Tech ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.91 | 68.7% | 10.9% | 60.62 | 78.2% | 10.1% |
| 25Δ | 70.86 | 58.9% | 8.0% | 62.34 | 68.5% | 7.7% |
| 30Δ | 69.57 | 53.2% | 6.2% | 63.47 | 65.3% | 6.4% |
| 35Δ | 68.64 | 50.3% | 5.1% | 64.35 | 64.6% | 5.5% |
| 40Δ | 67.92 | 50.1% | 4.3% | 65.18 | 64.2% | 4.7% |
| 45Δ | 67.25 | 47.9% | 3.6% | 65.98 | 64.0% | 4.1% |
| 50Δ | 66.62 | 48.5% | 3.1% | |||
| 55Δ | 66.03 | 50.6% | 2.7% | |||
| 60Δ | 65.41 | 50.1% | 2.3% | 68.42 | 64.9% | 2.5% |
| 65Δ | 64.78 | 49.8% | 1.9% | 69.25 | 63.9% | 2.0% |
| 70Δ | 64.11 | 49.9% | 1.6% | 70.22 | 64.7% | 1.6% |
| 75Δ | 63.47 | 48.7% | 1.2% | 71.18 | 63.9% | 1.3% |
| 80Δ | 62.68 | 48.9% | 0.9% | 72.44 | 65.1% | 0.9% |
20Δ
- Pseudo strike
- 72.91
- IV
- 68.7%
- B/E move
- 10.9%
- Pseudo strike
- 60.62
- IV
- 78.2%
- B/E move
- 10.1%
25Δ
- Pseudo strike
- 70.86
- IV
- 58.9%
- B/E move
- 8.0%
- Pseudo strike
- 62.34
- IV
- 68.5%
- B/E move
- 7.7%
30Δ
- Pseudo strike
- 69.57
- IV
- 53.2%
- B/E move
- 6.2%
- Pseudo strike
- 63.47
- IV
- 65.3%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 68.64
- IV
- 50.3%
- B/E move
- 5.1%
- Pseudo strike
- 64.35
- IV
- 64.6%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 67.92
- IV
- 50.1%
- B/E move
- 4.3%
- Pseudo strike
- 65.18
- IV
- 64.2%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 67.25
- IV
- 47.9%
- B/E move
- 3.6%
- Pseudo strike
- 65.98
- IV
- 64.0%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- 66.62
- IV
- 48.5%
- B/E move
- 3.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 66.03
- IV
- 50.6%
- B/E move
- 2.7%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 65.41
- IV
- 50.1%
- B/E move
- 2.3%
- Pseudo strike
- 68.42
- IV
- 64.9%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 64.78
- IV
- 49.8%
- B/E move
- 1.9%
- Pseudo strike
- 69.25
- IV
- 63.9%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 64.11
- IV
- 49.9%
- B/E move
- 1.6%
- Pseudo strike
- 70.22
- IV
- 64.7%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 63.47
- IV
- 48.7%
- B/E move
- 1.2%
- Pseudo strike
- 71.18
- IV
- 63.9%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 62.68
- IV
- 48.9%
- B/E move
- 0.9%
- Pseudo strike
- 72.44
- IV
- 65.1%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 37.42% | |
| 37.33% | |
| 36.45% | |
| 39.34% | |
| 39.11% | |
| 39.22% | |
| 37.90% | |
| 39.20% | |
| 38.87% | |
| 42.34% |