iShares Core Dividend ETF DIVB
i
Market dataready · fetched 2026-11-13T00:48:11.115Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T23:30:02.268253175Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:48:10.394658+00:00
iShares Core Dividend ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.66 | 86.7% | 10.9% | |||
| 25Δ | 77.15 | 72.7% | 9.7% | 67.19 | 65.8% | 7.3% |
| 30Δ | 74.94 | 57.1% | 6.6% | |||
| 35Δ | 73.50 | 46.6% | 4.6% | 70.61 | 22.5% | 2.0% |
| 40Δ | 70.92 | 23.7% | 1.8% | |||
| 45Δ | 71.23 | 24.9% | 1.6% | |||
| 50Δ | 71.54 | 26.1% | 1.4% | |||
| 55Δ | 71.85 | 27.3% | 1.2% | |||
| 60Δ | 70.66 | 31.9% | 1.5% | 72.13 | 26.9% | 1.0% |
| 65Δ | 70.28 | 30.0% | 1.2% | 72.40 | 25.0% | 0.8% |
| 70Δ | 69.87 | 28.8% | 0.9% | 72.66 | 23.1% | 0.6% |
| 75Δ | 69.32 | 30.0% | 0.8% | 72.92 | 21.2% | 0.4% |
| 80Δ | 68.47 | 34.1% | 0.7% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 64.66
- IV
- 86.7%
- B/E move
- 10.9%
25Δ
- Pseudo strike
- 77.15
- IV
- 72.7%
- B/E move
- 9.7%
- Pseudo strike
- 67.19
- IV
- 65.8%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 74.94
- IV
- 57.1%
- B/E move
- 6.6%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 73.50
- IV
- 46.6%
- B/E move
- 4.6%
- Pseudo strike
- 70.61
- IV
- 22.5%
- B/E move
- 2.0%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 70.92
- IV
- 23.7%
- B/E move
- 1.8%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 71.23
- IV
- 24.9%
- B/E move
- 1.6%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 71.54
- IV
- 26.1%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 71.85
- IV
- 27.3%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 70.66
- IV
- 31.9%
- B/E move
- 1.5%
- Pseudo strike
- 72.13
- IV
- 26.9%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 70.28
- IV
- 30.0%
- B/E move
- 1.2%
- Pseudo strike
- 72.40
- IV
- 25.0%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 69.87
- IV
- 28.8%
- B/E move
- 0.9%
- Pseudo strike
- 72.66
- IV
- 23.1%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 69.32
- IV
- 30.0%
- B/E move
- 0.8%
- Pseudo strike
- 72.92
- IV
- 21.2%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 68.47
- IV
- 34.1%
- B/E move
- 0.7%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 16.46% | |
| 16.28% | |
| 16.01% | |
| 17.43% | |
| 16.59% | |
| 18.48% | |
| 16.42% | |
| 17.83% | |
| 18.21% | |
| 18.58% |