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iShares Health Innovation Active ETF BMED

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Market datapartial · fetched 2026-11-12T17:24:11.347Z

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 · 2026-11-12T15:13:29.160209198Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:24:10.046444+00:00

Share price$36.56
1D+0.0%
$36.54$36.55$36.56$36.57$36.585:30 AM6:30 AM9:00 AM1:00 PMBMED
Sold putSold call

iShares Health Innovation Active ETF options

Live interpolated BMED call and put midpoint premiums by absolute delta.iShares Health Innovation 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 PRICEBMED 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 blend27.14%
Daily close
BMED22.4%39.9%57.5%2026-08-14: 38.24%2026-08-17: 42.29%2026-08-18: 45.40%2026-08-19: 46.96%2026-08-20: 55.06%2026-08-21: 25.69%2026-08-24: 26.37%2026-08-25: 25.32%2026-08-26: 26.28%2026-08-27: 26.07%2026-08-28: 26.06%2026-08-31: 26.51%2026-09-01: 26.76%2026-09-02: 26.63%2026-09-03: 26.72%2026-09-04: 27.00%2026-09-08: 29.76%2026-09-09: 30.21%2026-09-10: 30.81%2026-09-11: 31.45%2026-09-14: 35.09%2026-09-15: 37.57%2026-09-16: 40.82%2026-09-17: 47.29%2026-09-18: 25.54%2026-09-21: 25.44%2026-09-22: 25.66%2026-09-23: 25.09%2026-09-24: 25.14%2026-09-25: 25.74%2026-09-28: 26.37%2026-09-29: 25.84%2026-09-30: 27.09%2026-10-01: 26.86%2026-10-02: 27.95%2026-10-05: 27.88%2026-10-06: 28.35%2026-10-07: 29.82%2026-10-08: 29.82%2026-10-09: 30.78%2026-10-12: 35.08%2026-10-13: 36.50%2026-10-14: 40.13%2026-10-15: 45.94%2026-10-16: 25.45%2026-10-19: 25.64%2026-10-20: 25.12%2026-10-21: 24.81%2026-10-22: 26.35%2026-10-23: 28.38%2026-10-26: 28.22%2026-10-27: 27.40%2026-10-28: 26.80%2026-10-29: 27.15%2026-10-30: 27.14%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
38.24%
42.29%
45.40%
46.96%
55.06%
25.69%
26.37%
25.32%
26.28%
26.07%
26.06%
26.51%
26.76%
26.63%
26.72%
27.00%
29.76%
30.21%
30.81%
31.45%
35.09%
37.57%
40.82%
47.29%
25.54%
25.44%
25.66%
25.09%
25.14%
25.74%
26.37%
25.84%
27.09%
26.86%
27.95%
27.88%
28.35%
29.82%
29.82%
30.78%
35.08%
36.50%
40.13%
45.94%
25.45%
25.64%
25.12%
24.81%
26.35%
28.38%
28.22%
27.40%
26.80%
27.15%
27.14%