Share price$35.33
1D+0.0%
Sold putSold callAH
iShares Health Innovation Active ETF BMED
i
Market dataready · fetched 2026-10-23T04:12:32.536Z
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 · 2026-10-23T00:00:00.064841953Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:06:35.454205+00:00
iShares Health Innovation Active ETF options
PutsExpensive1.78×
CallsExpensive1.77×
SkewBearish+1.64 pp
Implied moveBearish±$2.26
TiltBearish14.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.88 | 71.9% | 23.4% | 31.17 | 60.5% | 13.8% |
| 25Δ | 39.69 | 53.5% | 14.4% | 32.64 | 48.1% | 9.7% |
| 30Δ | 38.10 | 43.7% | 10.0% | 33.56 | 41.1% | 7.3% |
| 35Δ | 37.17 | 38.1% | 7.6% | 34.23 | 36.5% | 5.6% |
| 40Δ | 36.54 | 34.2% | 6.0% | 34.74 | 33.6% | 4.5% |
| 45Δ | 35.98 | 30.7% | 4.6% | 35.17 | 31.2% | 3.6% |
| 50Δ | 35.63 | 28.2% | 3.8% | 35.53 | 29.2% | 2.9% |
| 55Δ | 35.28 | 25.7% | 3.0% | 35.88 | 27.2% | 2.2% |
| 60Δ | 34.95 | 23.5% | 2.3% | 36.23 | 26.6% | 1.7% |
| 65Δ | 34.72 | 22.1% | 2.0% | 36.59 | 26.6% | 1.4% |
| 70Δ | 34.48 | 20.8% | 1.6% | 36.95 | 26.7% | 1.0% |
| 75Δ | 34.25 | 19.4% | 1.2% | 37.64 | 30.0% | 0.9% |
| 80Δ | 34.02 | 18.1% | 0.9% | 38.54 | 33.8% | 0.7% |
20Δ
- Pseudo strike
- 42.88
- IV
- 71.9%
- B/E move
- 23.4%
- Pseudo strike
- 31.17
- IV
- 60.5%
- B/E move
- 13.8%
25Δ
- Pseudo strike
- 39.69
- IV
- 53.5%
- B/E move
- 14.4%
- Pseudo strike
- 32.64
- IV
- 48.1%
- B/E move
- 9.7%
30Δ
- Pseudo strike
- 38.10
- IV
- 43.7%
- B/E move
- 10.0%
- Pseudo strike
- 33.56
- IV
- 41.1%
- B/E move
- 7.3%
35Δ
- Pseudo strike
- 37.17
- IV
- 38.1%
- B/E move
- 7.6%
- Pseudo strike
- 34.23
- IV
- 36.5%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 36.54
- IV
- 34.2%
- B/E move
- 6.0%
- Pseudo strike
- 34.74
- IV
- 33.6%
- B/E move
- 4.5%
45Δ
- Pseudo strike
- 35.98
- IV
- 30.7%
- B/E move
- 4.6%
- Pseudo strike
- 35.17
- IV
- 31.2%
- B/E move
- 3.6%
50Δ
- Pseudo strike
- 35.63
- IV
- 28.2%
- B/E move
- 3.8%
- Pseudo strike
- 35.53
- IV
- 29.2%
- B/E move
- 2.9%
55Δ
- Pseudo strike
- 35.28
- IV
- 25.7%
- B/E move
- 3.0%
- Pseudo strike
- 35.88
- IV
- 27.2%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 34.95
- IV
- 23.5%
- B/E move
- 2.3%
- Pseudo strike
- 36.23
- IV
- 26.6%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 34.72
- IV
- 22.1%
- B/E move
- 2.0%
- Pseudo strike
- 36.59
- IV
- 26.6%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 34.48
- IV
- 20.8%
- B/E move
- 1.6%
- Pseudo strike
- 36.95
- IV
- 26.7%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 34.25
- IV
- 19.4%
- B/E move
- 1.2%
- Pseudo strike
- 37.64
- IV
- 30.0%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 34.02
- IV
- 18.1%
- B/E move
- 0.9%
- Pseudo strike
- 38.54
- IV
- 33.8%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 25.12% | |
| 24.81% |