IntraAlpha
Create free account Start free

iShares Select Dividend ETF DVY

i

Market dataready · fetched 2026-11-11T14:55:49.674Z

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 · 2026-11-11T14:55:14.299660993Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:49.126805+00:00

Share price$162.60
1D+0.4%
$161.78$162.00$162.22$162.43$162.655:30 AM6:30 AM9:00 AM1:00 PMDVY
Sold putSold call

iShares Select Dividend ETF options

Live interpolated DVY call and put midpoint premiums by absolute delta.iShares Select Dividend ETF$0.33$1.73$3.12$4.51$5.90$-0.16$0.17$0.50$0.83$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ 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 —OPTION PRICEDVY PRICE$0.48$0.52$1.71$1.83$1.94$2.11$2.38$2.70$3.12$3.71$1.18$1.29$1.43$1.65$1.88$2.30$2.59$3.07$3.74$4.57$5.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.6317.1%2.8%154.6539.7%5.6%
25Δ165.2513.7%2.0%157.3732.7%4.0%
30Δ159.1428.3%3.0%
35Δ160.2626.9%2.5%
40Δ161.2525.2%2.0%
45Δ163.5220.2%1.6%
50Δ162.8518.4%1.3%
55Δ162.3216.7%1.0%163.4319.0%0.9%
60Δ161.8015.5%0.8%164.0318.5%0.7%
65Δ161.3115.2%0.7%164.7118.9%0.6%
70Δ160.7915.0%0.5%165.5519.9%0.5%
75Δ160.2215.0%0.5%166.5421.1%0.4%
80Δ159.4915.4%0.4%167.6421.9%0.3%

20Δ

Calls
Pseudo strike
166.63
IV
17.1%
B/E move
2.8%
Puts
Pseudo strike
154.65
IV
39.7%
B/E move
5.6%

25Δ

Calls
Pseudo strike
165.25
IV
13.7%
B/E move
2.0%
Puts
Pseudo strike
157.37
IV
32.7%
B/E move
4.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
159.14
IV
28.3%
B/E move
3.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
160.26
IV
26.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
161.25
IV
25.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
163.52
IV
20.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
162.85
IV
18.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
162.32
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
163.43
IV
19.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
161.80
IV
15.5%
B/E move
0.8%
Puts
Pseudo strike
164.03
IV
18.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
161.31
IV
15.2%
B/E move
0.7%
Puts
Pseudo strike
164.71
IV
18.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
160.79
IV
15.0%
B/E move
0.5%
Puts
Pseudo strike
165.55
IV
19.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
160.22
IV
15.0%
B/E move
0.5%
Puts
Pseudo strike
166.54
IV
21.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
159.49
IV
15.4%
B/E move
0.4%
Puts
Pseudo strike
167.64
IV
21.9%
B/E move
0.3%

Options history

IV · four-Friday blend14.18%
Daily EOD
DVY12.5%13.4%14.4%2026-10-19: 13.36%2026-10-20: 12.89%2026-10-21: 13.06%2026-10-22: 12.59%2026-10-23: 13.80%2026-10-26: 13.64%2026-10-27: 13.74%2026-10-28: 14.25%2026-10-29: 13.70%2026-10-30: 14.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.36%
12.89%
13.06%
12.59%
13.80%
13.64%
13.74%
14.25%
13.70%
14.18%