IntraAlpha
Create free account Start free

iShares A.I. Innovation and Tech Active ETF BAI

i

Market datapartial · fetched 2026-10-22T08:11:32.040Z

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 · 2026-10-22T08:01:40.489990548Z

FundamentalsAlpha Vantage · unavailable

Share price$41.99
1D
Price history unavailable.

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$0.54$2.32$4.10$5.89$7.67$33.98$38.44$42.91$47.38$51.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAI spot · $41.99BAI PRICE$0.73$0.82$1.06$1.24$1.55$1.92$2.15$2.47$3.24$3.83$4.55$5.64$7.15$0.86$0.98$1.11$1.24$1.40$1.60$1.83$2.08$2.34$2.59$2.85$3.11$3.37
PutsCheap0.74×
CallsExpensive1.14×
SkewBullish-16.69 pp
Implied moveBullish±$3.99
TiltBullish17.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.0858.1%18.6%37.0959.2%13.7%
25Δ46.7149.1%13.2%38.4352.2%10.8%
30Δ45.8850.2%11.8%39.4047.3%8.8%
35Δ44.7447.5%9.5%40.3742.5%6.8%
40Δ44.0649.5%8.6%41.2038.8%5.2%
45Δ43.3551.7%7.8%41.7937.3%4.3%
50Δ42.5749.8%6.5%42.3336.2%3.5%
55Δ41.7648.5%5.3%42.8635.4%2.9%
60Δ40.9756.5%5.3%43.3534.2%2.3%
65Δ40.0758.3%4.5%43.8332.9%1.8%
70Δ39.0660.9%3.9%44.2831.3%1.3%
75Δ37.7666.6%3.4%44.7229.7%0.9%
80Δ36.0575.0%2.9%45.1427.8%0.5%

20Δ

Calls
Pseudo strike
49.08
IV
58.1%
B/E move
18.6%
Puts
Pseudo strike
37.09
IV
59.2%
B/E move
13.7%

25Δ

Calls
Pseudo strike
46.71
IV
49.1%
B/E move
13.2%
Puts
Pseudo strike
38.43
IV
52.2%
B/E move
10.8%

30Δ

Calls
Pseudo strike
45.88
IV
50.2%
B/E move
11.8%
Puts
Pseudo strike
39.40
IV
47.3%
B/E move
8.8%

35Δ

Calls
Pseudo strike
44.74
IV
47.5%
B/E move
9.5%
Puts
Pseudo strike
40.37
IV
42.5%
B/E move
6.8%

40Δ

Calls
Pseudo strike
44.06
IV
49.5%
B/E move
8.6%
Puts
Pseudo strike
41.20
IV
38.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
43.35
IV
51.7%
B/E move
7.8%
Puts
Pseudo strike
41.79
IV
37.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
42.57
IV
49.8%
B/E move
6.5%
Puts
Pseudo strike
42.33
IV
36.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
41.76
IV
48.5%
B/E move
5.3%
Puts
Pseudo strike
42.86
IV
35.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
40.97
IV
56.5%
B/E move
5.3%
Puts
Pseudo strike
43.35
IV
34.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
40.07
IV
58.3%
B/E move
4.5%
Puts
Pseudo strike
43.83
IV
32.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
39.06
IV
60.9%
B/E move
3.9%
Puts
Pseudo strike
44.28
IV
31.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
37.76
IV
66.6%
B/E move
3.4%
Puts
Pseudo strike
44.72
IV
29.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
36.05
IV
75.0%
B/E move
2.9%
Puts
Pseudo strike
45.14
IV
27.8%
B/E move
0.5%

Options history

No recorded observations