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iShares Health Innovation Active ETF BMED

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Market datapartial · fetched 2026-10-23T05:55:23.354Z

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 · 2026-10-23T00:00:00.064841953Z

FundamentalsAlpha Vantage · unavailable

Share price$35.33
1D+0.0%
AH$35.19$35.20$35.21$35.21$35.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMED
Sold putSold callAH

iShares Health Innovation Active ETF options

Live interpolated BMED call and put midpoint premiums by absolute delta.iShares Health Innovation Active ETF$0.64$1.40$2.16$2.91$3.67$31.09$33.17$35.25$37.32$39.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMED spot · $35.33BMED PRICE$0.72$0.73$0.77$0.84$0.91$0.98$1.05$1.12$1.20$1.30$1.41$1.51$1.62$0.72$0.76$0.82$0.90$1.00$1.10$1.21$1.31$1.51$1.75$1.99$2.62$3.45
PutsExpensive1.78×
CallsExpensive1.77×
SkewBearish+1.63 pp
Implied moveBearish±$2.26
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8872.0%23.4%31.1760.6%13.8%
25Δ39.6953.6%14.4%32.6448.2%9.7%
30Δ38.1043.7%10.0%33.5641.2%7.3%
35Δ37.1738.2%7.6%34.2336.5%5.6%
40Δ36.5434.2%6.0%34.7433.7%4.5%
45Δ35.9830.7%4.6%35.1731.2%3.6%
50Δ35.6328.2%3.8%35.5229.2%2.9%
55Δ35.2825.7%3.0%35.8827.2%2.2%
60Δ34.9523.5%2.3%36.2326.6%1.7%
65Δ34.7222.1%2.0%36.5926.7%1.4%
70Δ34.4820.8%1.6%36.9526.7%1.0%
75Δ34.2519.4%1.2%37.6430.0%0.9%
80Δ34.0218.1%0.9%38.5433.8%0.7%

20Δ

Calls
Pseudo strike
42.88
IV
72.0%
B/E move
23.4%
Puts
Pseudo strike
31.17
IV
60.6%
B/E move
13.8%

25Δ

Calls
Pseudo strike
39.69
IV
53.6%
B/E move
14.4%
Puts
Pseudo strike
32.64
IV
48.2%
B/E move
9.7%

30Δ

Calls
Pseudo strike
38.10
IV
43.7%
B/E move
10.0%
Puts
Pseudo strike
33.56
IV
41.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
37.17
IV
38.2%
B/E move
7.6%
Puts
Pseudo strike
34.23
IV
36.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
36.54
IV
34.2%
B/E move
6.0%
Puts
Pseudo strike
34.74
IV
33.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
35.98
IV
30.7%
B/E move
4.6%
Puts
Pseudo strike
35.17
IV
31.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
35.63
IV
28.2%
B/E move
3.8%
Puts
Pseudo strike
35.52
IV
29.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
35.28
IV
25.7%
B/E move
3.0%
Puts
Pseudo strike
35.88
IV
27.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
34.95
IV
23.5%
B/E move
2.3%
Puts
Pseudo strike
36.23
IV
26.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
34.72
IV
22.1%
B/E move
2.0%
Puts
Pseudo strike
36.59
IV
26.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
34.48
IV
20.8%
B/E move
1.6%
Puts
Pseudo strike
36.95
IV
26.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
34.25
IV
19.4%
B/E move
1.2%
Puts
Pseudo strike
37.64
IV
30.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
34.02
IV
18.1%
B/E move
0.9%
Puts
Pseudo strike
38.54
IV
33.8%
B/E move
0.7%

Options history

BMED24.7824.9725.152026-10-20: 25.12%2026-10-21: 24.81%Oct 20Oct 21
Table
DateIV
25.12%
24.81%