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iShares A.I. Innovation and Tech Active ETF BAI

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Market dataready · fetched 2026-11-11T14:04:53.432Z

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 · 2026-11-11T14:02:44.262763657Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:04:52.954652+00:00

Share price$37.65
1D+0.1%
$37.53$37.58$37.62$37.66$37.715:30 AM6:30 AM9:00 AM1:00 PMBAI
Sold putSold call

iShares A.I. Innovation and Tech Active ETF options

Live interpolated BAI call and put midpoint premiums by absolute delta.iShares A.I. Innovation and Tech Active ETF$0.21$3.40$6.59$9.78$12.97$29.70$33.59$37.47$41.35$45.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BAI spot · $37.65BAI PRICE$0.55$0.60$0.64$0.70$0.75$0.81$0.86$0.92$0.97$1.03$1.16$1.36$1.56$0.78$0.92$1.16$1.55$1.91$2.47$3.25$4.22$5.41$7.79$12.05
Puts——
CallsCheap0.44×
Skew——
Implied moveBearish±$4.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8688.2%15.3%33.10107.7%14.2%
25Δ40.9571.0%10.4%34.4095.5%11.1%
30Δ39.8059.0%7.4%35.3093.5%9.3%
35Δ39.0551.6%5.6%35.91100.9%8.7%
40Δ38.7047.7%4.8%36.65102.6%7.7%
45Δ38.3944.0%4.1%37.46109.4%7.1%
50Δ38.0840.3%3.4%38.39121.0%6.7%
55Δ37.7636.7%2.7%39.55132.5%6.2%
60Δ37.4533.0%2.0%40.96144.3%5.6%
65Δ37.1329.4%1.4%43.40172.3%5.4%
70Δ36.8527.7%1.0%47.70212.5%5.3%
75Δ36.5927.6%0.8%
80Δ36.3327.4%0.6%

20Δ

Calls
Pseudo strike
42.86
IV
88.2%
B/E move
15.3%
Puts
Pseudo strike
33.10
IV
107.7%
B/E move
14.2%

25Δ

Calls
Pseudo strike
40.95
IV
71.0%
B/E move
10.4%
Puts
Pseudo strike
34.40
IV
95.5%
B/E move
11.1%

30Δ

Calls
Pseudo strike
39.80
IV
59.0%
B/E move
7.4%
Puts
Pseudo strike
35.30
IV
93.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
39.05
IV
51.6%
B/E move
5.6%
Puts
Pseudo strike
35.91
IV
100.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
38.70
IV
47.7%
B/E move
4.8%
Puts
Pseudo strike
36.65
IV
102.6%
B/E move
7.7%

45Δ

Calls
Pseudo strike
38.39
IV
44.0%
B/E move
4.1%
Puts
Pseudo strike
37.46
IV
109.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
38.08
IV
40.3%
B/E move
3.4%
Puts
Pseudo strike
38.39
IV
121.0%
B/E move
6.7%

55Δ

Calls
Pseudo strike
37.76
IV
36.7%
B/E move
2.7%
Puts
Pseudo strike
39.55
IV
132.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
37.45
IV
33.0%
B/E move
2.0%
Puts
Pseudo strike
40.96
IV
144.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
37.13
IV
29.4%
B/E move
1.4%
Puts
Pseudo strike
43.40
IV
172.3%
B/E move
5.4%

70Δ

Calls
Pseudo strike
36.85
IV
27.7%
B/E move
1.0%
Puts
Pseudo strike
47.70
IV
212.5%
B/E move
5.3%

75Δ

Calls
Pseudo strike
36.59
IV
27.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.33
IV
27.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.59%
Daily close
BAI35.9%47.0%58.0%2026-08-13: 39.41%2026-08-14: 38.61%2026-08-17: 41.33%2026-08-18: 43.25%2026-08-19: 45.17%2026-08-20: 47.39%2026-08-21: 42.18%2026-08-24: 43.27%2026-08-25: 42.64%2026-08-26: 41.03%2026-08-27: 41.27%2026-08-28: 41.52%2026-08-31: 40.14%2026-09-01: 40.51%2026-09-02: 39.43%2026-09-03: 37.44%2026-09-04: 39.63%2026-09-08: 42.94%2026-09-09: 42.22%2026-09-10: 41.01%2026-09-11: 41.16%2026-09-14: 41.80%2026-09-15: 40.28%2026-09-16: 44.20%2026-09-17: 55.89%2026-09-18: 39.30%2026-09-21: 40.36%2026-09-22: 40.40%2026-09-23: 40.10%2026-09-24: 39.86%2026-09-25: 41.97%2026-09-28: 40.69%2026-09-29: 40.50%2026-09-30: 40.55%2026-10-01: 40.61%2026-10-02: 39.88%2026-10-07: 38.63%2026-10-08: 39.94%2026-10-09: 39.81%2026-10-12: 41.86%2026-10-13: 44.01%2026-10-14: 40.10%2026-10-15: 56.50%2026-10-16: 41.33%2026-10-19: 41.09%2026-10-20: 41.90%2026-10-21: 41.41%2026-10-22: 45.81%2026-10-23: 45.91%2026-10-26: 44.16%2026-10-27: 43.14%2026-10-28: 42.81%2026-10-29: 42.22%2026-10-30: 47.59%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.41%
38.61%
41.33%
43.25%
45.17%
47.39%
42.18%
43.27%
42.64%
41.03%
41.27%
41.52%
40.14%
40.51%
39.43%
37.44%
39.63%
42.94%
42.22%
41.01%
41.16%
41.80%
40.28%
44.20%
55.89%
39.30%
40.36%
40.40%
40.10%
39.86%
41.97%
40.69%
40.50%
40.55%
40.61%
39.88%
38.63%
39.94%
39.81%
41.86%
44.01%
40.10%
56.50%
41.33%
41.09%
41.90%
41.41%
45.81%
45.91%
44.16%
43.14%
42.81%
42.22%
47.59%