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iShares U.S. Large Cap Premium Income Active ETF BALI

i

Market datapartial · fetched 2026-11-12T16:35:18.680Z

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 · 2026-11-12T16:34:33.240759398Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:35:16.713590+00:00

Share price$33.89
1D+0.8%
$33.57$33.67$33.77$33.87$33.975:30 AM6:30 AM9:00 AM1:00 PMBALI
Sold putSold call

iShares U.S. Large Cap Premium Income Active ETF options

Live interpolated BALI call and put midpoint premiums by absolute delta.iShares U.S. Large Cap Premium Income Active ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBALI PRICE
Puts——
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
55Δ
60Δ
65Δ
70Δ
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
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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

IV · four-Friday blend18.57%
Daily close
BALI14.9%22.4%29.9%2026-08-18: 21.71%2026-08-19: 22.95%2026-08-20: 27.58%2026-08-21: 17.58%2026-08-24: 18.16%2026-08-25: 17.29%2026-08-26: 17.47%2026-08-28: 15.96%2026-09-01: 16.71%2026-09-02: 17.24%2026-09-03: 16.67%2026-09-04: 17.21%2026-09-08: 18.09%2026-09-09: 19.60%2026-09-10: 18.90%2026-09-11: 19.65%2026-09-14: 21.98%2026-09-15: 23.54%2026-09-16: 25.28%2026-09-17: 28.84%2026-09-18: 17.04%2026-09-22: 16.74%2026-09-23: 16.69%2026-09-24: 17.36%2026-09-25: 17.64%2026-09-28: 17.82%2026-09-29: 18.04%2026-09-30: 17.81%2026-10-01: 18.19%2026-10-02: 18.06%2026-10-05: 17.93%2026-10-06: 17.76%2026-10-07: 18.26%2026-10-08: 19.27%2026-10-14: 24.76%2026-10-16: 16.77%2026-10-19: 16.95%2026-10-20: 16.93%2026-10-21: 17.01%2026-10-22: 18.13%2026-10-23: 17.91%2026-10-26: 17.62%2026-10-27: 17.59%2026-10-28: 17.28%2026-10-29: 17.56%2026-10-30: 18.57%Aug 18Sep 23Oct 30
46 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
21.71%
22.95%
27.58%
17.58%
18.16%
17.29%
17.47%
15.96%
16.71%
17.24%
16.67%
17.21%
18.09%
19.60%
18.90%
19.65%
21.98%
23.54%
25.28%
28.84%
17.04%
16.74%
16.69%
17.36%
17.64%
17.82%
18.04%
17.81%
18.19%
18.06%
17.93%
17.76%
18.26%
19.27%
24.76%
16.77%
16.95%
16.93%
17.01%
18.13%
17.91%
17.62%
17.59%
17.28%
17.56%
18.57%