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iShares Large Cap Value Active ETF BLCV

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Market datapartial · fetched 2026-10-22T21:12:03.489Z

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 · 2026-10-22T20:10:00.003050409Z

FundamentalsAlpha Vantage · unavailable

Share price$43.34
1D+0.5%
AH$43.12$43.19$43.25$43.31$43.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLCV
Sold putSold callAH

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$0.99$1.33$1.67$2.01$39.74$41.40$43.05$44.70$46.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLCV spot · $43.34BLCV PRICE$0.68$0.71$0.76$0.82$0.91$0.99$1.07$1.19$1.31$1.43$1.56$0.68$0.72$0.77$0.84$0.90$0.97$1.05$1.13$1.23$1.36$1.49$1.62$1.92
PutsExpensive2.36×
CallsExpensive1.76×
SkewBearish+4.79 pp
Implied moveBearish±$1.96
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2447.0%11.0%
25Δ40.7137.5%7.7%
30Δ45.7330.9%7.1%41.6331.9%5.7%
35Δ44.8825.9%5.2%42.2828.1%4.4%
40Δ44.3623.0%4.1%42.8025.0%3.3%
45Δ43.9120.7%3.2%43.1922.8%2.6%
50Δ43.6219.4%2.7%43.5121.1%2.0%
55Δ43.3318.1%2.2%43.8219.4%1.5%
60Δ43.0316.8%1.8%44.1018.0%1.1%
65Δ42.8015.9%1.5%44.3417.1%0.8%
70Δ42.5715.2%1.3%44.5716.3%0.6%
75Δ42.3514.4%1.0%44.8015.4%0.4%
80Δ42.1213.7%0.8%45.1915.5%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.24
IV
47.0%
B/E move
11.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.71
IV
37.5%
B/E move
7.7%

30Δ

Calls
Pseudo strike
45.73
IV
30.9%
B/E move
7.1%
Puts
Pseudo strike
41.63
IV
31.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
44.88
IV
25.9%
B/E move
5.2%
Puts
Pseudo strike
42.28
IV
28.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
44.36
IV
23.0%
B/E move
4.1%
Puts
Pseudo strike
42.80
IV
25.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
43.91
IV
20.7%
B/E move
3.2%
Puts
Pseudo strike
43.19
IV
22.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
43.62
IV
19.4%
B/E move
2.7%
Puts
Pseudo strike
43.51
IV
21.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
43.33
IV
18.1%
B/E move
2.2%
Puts
Pseudo strike
43.82
IV
19.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
43.03
IV
16.8%
B/E move
1.8%
Puts
Pseudo strike
44.10
IV
18.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
42.80
IV
15.9%
B/E move
1.5%
Puts
Pseudo strike
44.34
IV
17.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
42.57
IV
15.2%
B/E move
1.3%
Puts
Pseudo strike
44.57
IV
16.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
42.35
IV
14.4%
B/E move
1.0%
Puts
Pseudo strike
44.80
IV
15.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
42.12
IV
13.7%
B/E move
0.8%
Puts
Pseudo strike
45.19
IV
15.5%
B/E move
0.1%

Options history

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