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iShares Select Dividend ETF DVY

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Market datapartial · fetched 2026-10-22T09:23:45.979Z

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 · 2026-10-21T20:25:05.274787593Z

FundamentalsAlpha Vantage · unavailable

Share price$158.57
1D-0.5%
AH$158.49$158.79$159.08$159.38$159.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDVY
Sold putSold callAH

iShares Select Dividend ETF options

Live interpolated DVY call and put midpoint premiums by absolute delta.iShares Select Dividend ETF$0.44$3.07$5.71$8.34$10.98$149.14$154.02$158.90$163.78$168.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVY spot · $158.57DVY PRICE$0.94$0.97$1.24$1.55$1.80$2.33$2.75$3.36$4.42$4.95$6.54$8.83$10.22$0.72$1.40$1.60$1.80$1.90$1.92$2.04$2.33$2.66$3.01$3.36$2.37$3.20
PutsExpensive1.21×
CallsExpensive1.43×
SkewBullish-5.63 pp
Implied moveBullish±$4.79
TiltBullish27.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.3219.8%6.1%153.9814.1%3.3%
25Δ163.7914.9%3.9%153.2520.4%4.2%
30Δ162.7514.9%3.4%154.8918.4%3.3%
35Δ161.8515.1%3.0%156.3716.7%2.5%
40Δ160.8214.4%2.6%157.5114.6%1.9%
45Δ160.1015.7%2.4%158.4212.5%1.3%
50Δ159.2215.8%2.1%159.1411.2%0.9%
55Δ158.2916.6%1.9%159.7611.0%0.7%
60Δ157.1319.0%1.9%160.3610.7%0.5%
65Δ156.1218.5%1.6%160.9610.5%0.4%
70Δ154.3921.4%1.5%161.5510.2%0.2%
75Δ151.9625.4%1.4%161.036.3%0.1%
80Δ150.1425.4%1.1%161.937.1%0.1%

20Δ

Calls
Pseudo strike
167.32
IV
19.8%
B/E move
6.1%
Puts
Pseudo strike
153.98
IV
14.1%
B/E move
3.3%

25Δ

Calls
Pseudo strike
163.79
IV
14.9%
B/E move
3.9%
Puts
Pseudo strike
153.25
IV
20.4%
B/E move
4.2%

30Δ

Calls
Pseudo strike
162.75
IV
14.9%
B/E move
3.4%
Puts
Pseudo strike
154.89
IV
18.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
161.85
IV
15.1%
B/E move
3.0%
Puts
Pseudo strike
156.37
IV
16.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
160.82
IV
14.4%
B/E move
2.6%
Puts
Pseudo strike
157.51
IV
14.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
160.10
IV
15.7%
B/E move
2.4%
Puts
Pseudo strike
158.42
IV
12.5%
B/E move
1.3%

50Δ

Calls
Pseudo strike
159.22
IV
15.8%
B/E move
2.1%
Puts
Pseudo strike
159.14
IV
11.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
158.29
IV
16.6%
B/E move
1.9%
Puts
Pseudo strike
159.76
IV
11.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
157.13
IV
19.0%
B/E move
1.9%
Puts
Pseudo strike
160.36
IV
10.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
156.12
IV
18.5%
B/E move
1.6%
Puts
Pseudo strike
160.96
IV
10.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
154.39
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
161.55
IV
10.2%
B/E move
0.2%

75Δ

Calls
Pseudo strike
151.96
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
161.03
IV
6.3%
B/E move
0.1%

80Δ

Calls
Pseudo strike
150.14
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
161.93
IV
7.1%
B/E move
0.1%

Options history

No recorded observations