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BlackRock ETF Trust iShares International Country Rotation Active ETF CORO

i

Market dataready · fetched 2026-11-11T14:43:47.487Z

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 · 2026-11-11T14:42:34.796901112Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:43:45.672388+00:00

Share price$35.21
1D+0.1%
$35.16$35.18$35.20$35.21$35.235:30 AM6:30 AM9:00 AM1:00 PMCORO
Sold putSold call

BlackRock ETF Trust iShares International Country Rotation Active ETF options

Live interpolated CORO call and put midpoint premiums by absolute delta.BlackRock ETF Trust iShares International Country Rotation Active ETF$0.26$0.61$0.96$1.30$1.65$32.62$34.00$35.39$36.78$38.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORO spot · $35.21CORO PRICE$0.55$0.55$0.55$0.60$0.66$0.72$0.77$0.83$0.92$1.02$1.12$1.22$1.32$0.55$0.30$0.42$0.53$0.65$0.76$0.82$0.88$0.95$1.01$1.13$1.34$1.55
PutsExpensive1.88×
CallsExpensive1.65×
SkewBullish-6.47 pp
Implied moveBearish±$1.60
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.4894.4%16.5%31.8182.7%11.2%
25Δ38.2469.7%10.2%34.0035.0%4.3%
30Δ37.0153.9%6.7%34.2636.0%3.9%
35Δ36.4748.2%5.3%34.5237.1%3.5%
40Δ35.9642.9%4.0%34.7838.1%3.1%
45Δ35.6739.7%3.3%35.0338.6%2.7%
50Δ35.3836.4%2.7%35.2436.0%2.2%
55Δ35.0933.2%2.0%35.4533.5%1.8%
60Δ34.8731.2%1.6%35.6630.9%1.4%
65Δ34.6729.9%1.4%35.8728.3%1.0%
70Δ34.4828.5%1.1%36.0926.7%0.7%
75Δ34.2927.1%0.9%36.3626.8%0.5%
80Δ34.1025.7%0.6%36.6326.9%0.4%

20Δ

Calls
Pseudo strike
40.48
IV
94.4%
B/E move
16.5%
Puts
Pseudo strike
31.81
IV
82.7%
B/E move
11.2%

25Δ

Calls
Pseudo strike
38.24
IV
69.7%
B/E move
10.2%
Puts
Pseudo strike
34.00
IV
35.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
37.01
IV
53.9%
B/E move
6.7%
Puts
Pseudo strike
34.26
IV
36.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
36.47
IV
48.2%
B/E move
5.3%
Puts
Pseudo strike
34.52
IV
37.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
35.96
IV
42.9%
B/E move
4.0%
Puts
Pseudo strike
34.78
IV
38.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
35.67
IV
39.7%
B/E move
3.3%
Puts
Pseudo strike
35.03
IV
38.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
35.38
IV
36.4%
B/E move
2.7%
Puts
Pseudo strike
35.24
IV
36.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
35.09
IV
33.2%
B/E move
2.0%
Puts
Pseudo strike
35.45
IV
33.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
34.87
IV
31.2%
B/E move
1.6%
Puts
Pseudo strike
35.66
IV
30.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
34.67
IV
29.9%
B/E move
1.4%
Puts
Pseudo strike
35.87
IV
28.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
34.48
IV
28.5%
B/E move
1.1%
Puts
Pseudo strike
36.09
IV
26.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
34.29
IV
27.1%
B/E move
0.9%
Puts
Pseudo strike
36.36
IV
26.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
34.10
IV
25.7%
B/E move
0.6%
Puts
Pseudo strike
36.63
IV
26.9%
B/E move
0.4%

Options history

IV · four-Friday blend22.83%
Daily EOD
CORO21.7%25.6%29.6%2026-10-19: 22.48%2026-10-20: 22.25%2026-10-21: 22.54%2026-10-22: 22.84%2026-10-23: 29.04%2026-10-26: 23.03%2026-10-27: 22.88%2026-10-28: 22.53%2026-10-29: 22.55%2026-10-30: 22.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.48%
22.25%
22.54%
22.84%
29.04%
23.03%
22.88%
22.53%
22.55%
22.83%