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iShares Core Dividend Growth ETF DGRO

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Market datapartial · fetched 2026-10-22T23:35:37.744Z

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 · 2026-10-22T22:30:00.003972026Z

FundamentalsAlpha Vantage · unavailable

Share price$80.29
1D+1.0%
AH$79.44$79.67$79.90$80.14$80.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGRO
Sold putSold callAH

iShares Core Dividend Growth ETF options

Live interpolated DGRO call and put midpoint premiums by absolute delta.iShares Core Dividend Growth ETF$0.22$2.13$4.04$5.96$7.87$74.14$76.67$79.20$81.73$84.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGRO spot · $80.29DGRO PRICE$0.75$0.58$0.47$0.59$0.70$0.80$0.85$0.91$0.97$1.25$1.76$2.07$2.20$0.42$0.49$0.58$0.70$0.83$1.03$1.26$1.50$2.16$2.82$3.62$5.20$7.32
PutsExpensive1.37×
CallsCheap0.94×
SkewBearish+4.76 pp
Implied moveBearish±$2.12
TiltBearish33.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.9930.8%9.3%77.4916.6%4.0%
25Δ84.2119.9%5.6%78.4114.4%2.9%
30Δ81.9311.1%2.6%79.0813.1%2.2%
35Δ81.5811.0%2.3%79.4712.8%1.9%
40Δ81.2311.0%2.0%79.8612.6%1.6%
45Δ80.9110.6%1.8%80.2512.8%1.3%
50Δ80.659.8%1.5%80.6213.4%1.2%
55Δ80.399.0%1.3%81.0013.9%1.0%
60Δ80.138.2%1.0%81.6616.8%1.0%
65Δ79.758.8%0.9%82.3819.2%0.9%
70Δ79.2410.9%0.9%83.2821.3%0.8%
75Δ78.8811.3%0.8%84.9026.3%0.7%
80Δ78.6510.3%0.7%87.1231.4%0.6%

20Δ

Calls
Pseudo strike
86.99
IV
30.8%
B/E move
9.3%
Puts
Pseudo strike
77.49
IV
16.6%
B/E move
4.0%

25Δ

Calls
Pseudo strike
84.21
IV
19.9%
B/E move
5.6%
Puts
Pseudo strike
78.41
IV
14.4%
B/E move
2.9%

30Δ

Calls
Pseudo strike
81.93
IV
11.1%
B/E move
2.6%
Puts
Pseudo strike
79.08
IV
13.1%
B/E move
2.2%

35Δ

Calls
Pseudo strike
81.58
IV
11.0%
B/E move
2.3%
Puts
Pseudo strike
79.47
IV
12.8%
B/E move
1.9%

40Δ

Calls
Pseudo strike
81.23
IV
11.0%
B/E move
2.0%
Puts
Pseudo strike
79.86
IV
12.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
80.91
IV
10.6%
B/E move
1.8%
Puts
Pseudo strike
80.25
IV
12.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
80.65
IV
9.8%
B/E move
1.5%
Puts
Pseudo strike
80.62
IV
13.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
80.39
IV
9.0%
B/E move
1.3%
Puts
Pseudo strike
81.00
IV
13.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
80.13
IV
8.2%
B/E move
1.0%
Puts
Pseudo strike
81.66
IV
16.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
79.75
IV
8.8%
B/E move
0.9%
Puts
Pseudo strike
82.38
IV
19.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
79.24
IV
10.9%
B/E move
0.9%
Puts
Pseudo strike
83.28
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
78.88
IV
11.3%
B/E move
0.8%
Puts
Pseudo strike
84.90
IV
26.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
78.65
IV
10.3%
B/E move
0.7%
Puts
Pseudo strike
87.12
IV
31.4%
B/E move
0.6%

Options history

DGRO12.2412.5212.802026-10-20: 12.76%2026-10-21: 12.28%Oct 20Oct 21
Table
DateIV
12.76%
12.28%