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iShares Large Cap Value Active ETF BLCV

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Market datapartial · fetched 2026-10-22T14:50:46.265Z

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 · 2026-10-22T14:48:53.908586046Z

FundamentalsAlpha Vantage · unavailable

Share price$43.15
1D+0.0%
$43.12$43.13$43.15$43.16$43.175:30 AM6:30 AM9:00 AM1:00 PMBLCV
Sold putSold call

iShares Large Cap Value Active ETF options

Live interpolated BLCV call and put midpoint premiums by absolute delta.iShares Large Cap Value Active ETF$0.64$0.96$1.28$1.60$1.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBLCV PRICE$0.68$0.69$0.73$0.78$0.86$0.94$1.03$1.13$1.23$1.34$1.44$1.82$0.68$0.71$0.75$0.80$0.87
PutsExpensive3.18×
CallsExpensive1.98×
SkewBearish+11.38 pp
Implied move——
TiltBullish53.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.0846.6%11.0%
25Δ46.9539.2%10.4%40.5237.4%7.7%
30Δ45.5631.1%7.2%41.4731.1%5.6%
35Δ44.7426.5%5.4%42.1526.7%4.2%
40Δ44.1623.5%4.2%42.6124.2%3.3%
45Δ43.7621.6%3.4%
50Δ43.4220.2%2.8%
55Δ43.0918.8%2.3%
60Δ42.8317.7%1.9%
65Δ42.6016.7%1.6%
70Δ42.3715.7%1.3%
75Δ42.1314.8%1.0%
80Δ41.6716.0%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.08
IV
46.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
46.95
IV
39.2%
B/E move
10.4%
Puts
Pseudo strike
40.52
IV
37.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
45.56
IV
31.1%
B/E move
7.2%
Puts
Pseudo strike
41.47
IV
31.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
44.74
IV
26.5%
B/E move
5.4%
Puts
Pseudo strike
42.15
IV
26.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
44.16
IV
23.5%
B/E move
4.2%
Puts
Pseudo strike
42.61
IV
24.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
43.76
IV
21.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.42
IV
20.2%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
43.09
IV
18.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
42.83
IV
17.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.60
IV
16.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.37
IV
15.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.13
IV
14.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.67
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

BLCV17.8818.2218.562026-10-20: 17.93%2026-10-21: 18.51%Oct 20Oct 21
Table
DateIV
17.93%
18.51%