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BlackRock ETF Trust iShares International Country Rotation Active ETF CORO

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Market datapartial · fetched 2026-10-22T20:33:49.986Z

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 · 2026-10-22T20:00:00.750114193Z

FundamentalsAlpha Vantage · unavailable

Share price$35.34
1D-0.7%
AH$35.22$35.32$35.41$35.51$35.615:30 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$0.53$0.92$1.31$1.70$2.09$31.86$33.58$35.31$37.04$38.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CORO spot · $35.34CORO PRICE$0.57$0.58$0.62$0.67$0.74$0.81$0.90$0.99$1.07$1.23$1.39$1.55$1.81$0.62$0.65$0.71$0.77$0.83$0.89$0.95$1.02$1.09$1.26$1.43$1.60$1.97
PutsFair0.97×
CallsExpensive1.10×
SkewBullish-0.27 pp
Implied moveBearish±$1.85
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.9755.6%17.6%31.6851.9%12.1%
25Δ38.6941.7%11.1%33.0141.3%8.4%
30Δ37.5634.8%8.0%33.6137.0%6.9%
35Δ36.8230.2%6.1%34.2132.7%5.4%
40Δ36.3227.3%4.8%34.8128.4%3.9%
45Δ35.8924.9%3.8%35.1925.6%3.0%
50Δ35.6023.6%3.3%35.4723.5%2.3%
55Δ35.3022.2%2.7%35.7421.4%1.7%
60Δ35.0020.8%2.1%36.0219.5%1.2%
65Δ34.7420.3%1.8%36.2719.1%0.9%
70Δ34.4819.8%1.5%36.5318.7%0.7%
75Δ34.2119.3%1.2%36.7818.4%0.5%
80Δ33.8619.7%0.9%37.2219.4%0.3%

20Δ

Calls
Pseudo strike
40.97
IV
55.6%
B/E move
17.6%
Puts
Pseudo strike
31.68
IV
51.9%
B/E move
12.1%

25Δ

Calls
Pseudo strike
38.69
IV
41.7%
B/E move
11.1%
Puts
Pseudo strike
33.01
IV
41.3%
B/E move
8.4%

30Δ

Calls
Pseudo strike
37.56
IV
34.8%
B/E move
8.0%
Puts
Pseudo strike
33.61
IV
37.0%
B/E move
6.9%

35Δ

Calls
Pseudo strike
36.82
IV
30.2%
B/E move
6.1%
Puts
Pseudo strike
34.21
IV
32.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
36.32
IV
27.3%
B/E move
4.8%
Puts
Pseudo strike
34.81
IV
28.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
35.89
IV
24.9%
B/E move
3.8%
Puts
Pseudo strike
35.19
IV
25.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
35.60
IV
23.6%
B/E move
3.3%
Puts
Pseudo strike
35.47
IV
23.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
35.30
IV
22.2%
B/E move
2.7%
Puts
Pseudo strike
35.74
IV
21.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
35.00
IV
20.8%
B/E move
2.1%
Puts
Pseudo strike
36.02
IV
19.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
34.74
IV
20.3%
B/E move
1.8%
Puts
Pseudo strike
36.27
IV
19.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
34.48
IV
19.8%
B/E move
1.5%
Puts
Pseudo strike
36.53
IV
18.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
34.21
IV
19.3%
B/E move
1.2%
Puts
Pseudo strike
36.78
IV
18.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
33.86
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
37.22
IV
19.4%
B/E move
0.3%

Options history

CORO22.2222.3922.562026-10-20: 22.25%2026-10-21: 22.54%Oct 20Oct 21
Table
DateIV
22.25%
22.54%