IntraAlpha
Create free account Start free

BlackRock ETF Trust iShares International Country Rotation Active ETF CORO

i

Market datapartial · fetched 2026-10-22T04:40:45.053Z

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 · 2026-10-21T20:00:00.550993452Z

FundamentalsAlpha Vantage · unavailable

Share price$35.90
1D-0.1%
AH$35.75$35.81$35.86$35.92$35.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCORO
Sold putSold callAH

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$0.52$1.02$1.53$2.03$2.53$32.31$34.07$35.83$37.59$39.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORO spot · $35.90CORO PRICE$0.57$0.57$0.62$0.68$0.75$0.82$0.90$0.99$1.10$1.21$1.32$1.54$1.82$0.61$0.68$0.74$0.79$0.86$0.93$1.02$1.13$1.24$1.34$1.59$1.96$2.39
PutsFair1.00×
CallsExpensive1.07×
SkewBearish+1.44 pp
Implied moveBearish±$1.91
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.5454.1%17.3%32.2550.2%11.9%
25Δ39.1739.9%10.7%33.3542.6%9.0%
30Δ38.0733.6%7.8%34.1437.1%6.9%
35Δ37.4229.9%6.1%34.9331.5%4.9%
40Δ36.8827.0%4.8%35.3628.6%3.9%
45Δ36.5025.0%4.0%35.7525.9%3.0%
50Δ36.1323.0%3.2%36.1023.8%2.3%
55Δ35.8421.7%2.6%36.3522.7%1.9%
60Δ35.5920.7%2.2%36.6121.6%1.5%
65Δ35.3319.8%1.8%36.8720.5%1.0%
70Δ35.0818.9%1.4%37.2220.5%0.7%
75Δ34.7618.8%1.1%37.6621.8%0.6%
80Δ34.4119.1%0.9%38.1523.2%0.4%

20Δ

Calls
Pseudo strike
41.54
IV
54.1%
B/E move
17.3%
Puts
Pseudo strike
32.25
IV
50.2%
B/E move
11.9%

25Δ

Calls
Pseudo strike
39.17
IV
39.9%
B/E move
10.7%
Puts
Pseudo strike
33.35
IV
42.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
38.07
IV
33.6%
B/E move
7.8%
Puts
Pseudo strike
34.14
IV
37.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
37.42
IV
29.9%
B/E move
6.1%
Puts
Pseudo strike
34.93
IV
31.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
36.88
IV
27.0%
B/E move
4.8%
Puts
Pseudo strike
35.36
IV
28.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
36.50
IV
25.0%
B/E move
4.0%
Puts
Pseudo strike
35.75
IV
25.9%
B/E move
3.0%

50Δ

Calls
Pseudo strike
36.13
IV
23.0%
B/E move
3.2%
Puts
Pseudo strike
36.10
IV
23.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
35.84
IV
21.7%
B/E move
2.6%
Puts
Pseudo strike
36.35
IV
22.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
35.59
IV
20.7%
B/E move
2.2%
Puts
Pseudo strike
36.61
IV
21.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
35.33
IV
19.8%
B/E move
1.8%
Puts
Pseudo strike
36.87
IV
20.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
35.08
IV
18.9%
B/E move
1.4%
Puts
Pseudo strike
37.22
IV
20.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
34.76
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
37.66
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
34.41
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
38.15
IV
23.2%
B/E move
0.4%

Options history

No recorded observations