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iShares Core Dividend Growth ETF DGRO

i

Market dataready · fetched 2026-11-11T16:00:56.314Z

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 · 2026-11-11T16:00:51.10873241Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:00:55.696050+00:00

Share price$81.49
1D-0.2%
$81.39$81.45$81.52$81.59$81.655:30 AM6:30 AM9:00 AM1:00 PMDGRO
Sold putSold call

iShares Core Dividend Growth ETF options

Live interpolated DGRO call and put midpoint premiums by absolute delta.iShares Core Dividend Growth ETF$0.23$0.92$1.61$2.30$2.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDGRO PRICE$0.30$0.43$0.56$0.69$0.87$1.20$1.52$1.89$2.28$2.52$2.66$2.80$0.35$0.41$0.56$0.77$0.97$0.99$1.22$1.46$1.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.9228.4%4.8%
25Δ82.9015.2%2.1%79.5022.2%2.9%
30Δ82.6616.3%2.0%80.2121.5%2.3%
35Δ82.4117.3%1.8%80.5323.4%2.1%
40Δ82.1718.4%1.7%80.8425.3%2.0%
45Δ81.8920.0%1.6%
50Δ81.5322.8%1.5%
55Δ81.1725.7%1.5%
60Δ80.7227.9%1.4%82.0514.0%0.5%
65Δ80.1929.5%1.2%82.3514.6%0.4%
70Δ79.7928.5%1.0%82.6615.1%0.4%
75Δ79.4626.1%0.8%82.9715.7%0.3%
80Δ79.1323.7%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.92
IV
28.4%
B/E move
4.8%

25Δ

Calls
Pseudo strike
82.90
IV
15.2%
B/E move
2.1%
Puts
Pseudo strike
79.50
IV
22.2%
B/E move
2.9%

30Δ

Calls
Pseudo strike
82.66
IV
16.3%
B/E move
2.0%
Puts
Pseudo strike
80.21
IV
21.5%
B/E move
2.3%

35Δ

Calls
Pseudo strike
82.41
IV
17.3%
B/E move
1.8%
Puts
Pseudo strike
80.53
IV
23.4%
B/E move
2.1%

40Δ

Calls
Pseudo strike
82.17
IV
18.4%
B/E move
1.7%
Puts
Pseudo strike
80.84
IV
25.3%
B/E move
2.0%

45Δ

Calls
Pseudo strike
81.89
IV
20.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
81.53
IV
22.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
81.17
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
80.72
IV
27.9%
B/E move
1.4%
Puts
Pseudo strike
82.05
IV
14.0%
B/E move
0.5%

65Δ

Calls
Pseudo strike
80.19
IV
29.5%
B/E move
1.2%
Puts
Pseudo strike
82.35
IV
14.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
79.79
IV
28.5%
B/E move
1.0%
Puts
Pseudo strike
82.66
IV
15.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
79.46
IV
26.1%
B/E move
0.8%
Puts
Pseudo strike
82.97
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
79.13
IV
23.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.24%
Daily EOD
DGRO12.1%13.3%14.4%2026-10-19: 12.89%2026-10-20: 12.76%2026-10-21: 12.28%2026-10-22: 13.57%2026-10-23: 13.35%2026-10-26: 13.44%2026-10-27: 14.26%2026-10-28: 13.38%2026-10-29: 14.02%2026-10-30: 13.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.89%
12.76%
12.28%
13.57%
13.35%
13.44%
14.26%
13.38%
14.02%
13.24%