Share price$34.47
1D-0.3%
Sold putSold callAH
iShares U.S. Large Cap Premium Income Active ETF BALI
i
Market datapartial · fetched 2026-10-23T01:36:58.001Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T00:00:00.90079649Z
FundamentalsAlpha Vantage · unavailable
iShares U.S. Large Cap Premium Income Active ETF options
PutsExpensive1.45×
CallsFair1.01×
SkewBearish+8.52 pp
Implied moveBearish±$1.45
TiltBearish31.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.18 | 39.0% | 11.9% | 31.58 | 41.0% | 9.7% |
| 25Δ | 36.75 | 29.6% | 7.8% | 32.40 | 35.0% | 7.5% |
| 30Δ | 35.95 | 24.2% | 5.5% | 32.99 | 30.9% | 5.9% |
| 35Δ | 35.54 | 21.4% | 4.4% | 33.58 | 26.8% | 4.4% |
| 40Δ | 35.13 | 18.5% | 3.3% | 34.08 | 23.6% | 3.1% |
| 45Δ | 34.88 | 16.9% | 2.8% | 34.34 | 22.5% | 2.6% |
| 50Δ | 34.71 | 15.9% | 2.4% | 34.60 | 21.4% | 2.1% |
| 55Δ | 34.54 | 14.8% | 2.1% | 34.87 | 20.3% | 1.6% |
| 60Δ | 34.37 | 13.8% | 1.7% | 35.18 | 20.6% | 1.3% |
| 65Δ | 34.20 | 12.8% | 1.4% | 35.55 | 22.1% | 1.1% |
| 70Δ | 34.03 | 11.7% | 1.0% | 35.91 | 23.7% | 0.9% |
| 75Δ | 33.75 | 12.1% | 0.8% | 36.66 | 28.5% | 0.8% |
| 80Δ | 33.46 | 12.6% | 0.6% | 38.02 | 37.6% | 0.8% |
20Δ
- Pseudo strike
- 38.18
- IV
- 39.0%
- B/E move
- 11.9%
- Pseudo strike
- 31.58
- IV
- 41.0%
- B/E move
- 9.7%
25Δ
- Pseudo strike
- 36.75
- IV
- 29.6%
- B/E move
- 7.8%
- Pseudo strike
- 32.40
- IV
- 35.0%
- B/E move
- 7.5%
30Δ
- Pseudo strike
- 35.95
- IV
- 24.2%
- B/E move
- 5.5%
- Pseudo strike
- 32.99
- IV
- 30.9%
- B/E move
- 5.9%
35Δ
- Pseudo strike
- 35.54
- IV
- 21.4%
- B/E move
- 4.4%
- Pseudo strike
- 33.58
- IV
- 26.8%
- B/E move
- 4.4%
40Δ
- Pseudo strike
- 35.13
- IV
- 18.5%
- B/E move
- 3.3%
- Pseudo strike
- 34.08
- IV
- 23.6%
- B/E move
- 3.1%
45Δ
- Pseudo strike
- 34.88
- IV
- 16.9%
- B/E move
- 2.8%
- Pseudo strike
- 34.34
- IV
- 22.5%
- B/E move
- 2.6%
50Δ
- Pseudo strike
- 34.71
- IV
- 15.9%
- B/E move
- 2.4%
- Pseudo strike
- 34.60
- IV
- 21.4%
- B/E move
- 2.1%
55Δ
- Pseudo strike
- 34.54
- IV
- 14.8%
- B/E move
- 2.1%
- Pseudo strike
- 34.87
- IV
- 20.3%
- B/E move
- 1.6%
60Δ
- Pseudo strike
- 34.37
- IV
- 13.8%
- B/E move
- 1.7%
- Pseudo strike
- 35.18
- IV
- 20.6%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 34.20
- IV
- 12.8%
- B/E move
- 1.4%
- Pseudo strike
- 35.55
- IV
- 22.1%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 34.03
- IV
- 11.7%
- B/E move
- 1.0%
- Pseudo strike
- 35.91
- IV
- 23.7%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 33.75
- IV
- 12.1%
- B/E move
- 0.8%
- Pseudo strike
- 36.66
- IV
- 28.5%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 33.46
- IV
- 12.6%
- B/E move
- 0.6%
- Pseudo strike
- 38.02
- IV
- 37.6%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 84.02% | |
| 86.59% |