IntraAlpha
Create free account Start free

iShares U.S. Equity Factor Rotation Active ETF DYNF

i

Market datapartial · fetched 2026-10-22T21:25:48.680Z

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 · 2026-10-22T20:10:00.003031841Z

FundamentalsAlpha Vantage · unavailable

Share price$68.36
1D-0.6%
AH$68.10$68.28$68.46$68.64$68.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDYNF
Sold putSold callAH

iShares U.S. Equity Factor Rotation Active ETF options

Live interpolated DYNF call and put midpoint premiums by absolute delta.iShares U.S. Equity Factor Rotation Active ETF$0.41$1.09$1.76$2.43$3.11$63.92$66.01$68.09$70.17$72.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DYNF spot · $68.36DYNF PRICE$0.48$0.54$0.61$0.70$0.79$0.88$1.05$1.23$1.42$1.74$2.06$2.48$2.91$0.62$0.70$0.79$0.89$1.02$1.16$1.31$1.47$1.77$2.06$2.45$2.87
PutsExpensive1.27×
CallsExpensive1.12×
SkewBearish+2.81 pp
Implied moveBearish±$2.36
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.7423.5%7.1%64.4027.9%6.7%
25Δ71.3519.4%5.2%65.7023.7%4.9%
30Δ70.5017.2%4.0%66.6020.9%3.7%
35Δ69.8815.8%3.2%67.2619.1%2.9%
40Δ69.4414.8%2.7%67.7718.0%2.4%
45Δ68.9913.8%2.2%68.2217.2%1.9%
50Δ68.6413.8%2.0%68.6316.5%1.5%
55Δ68.3013.9%1.7%69.0315.9%1.2%
60Δ67.9414.0%1.5%69.4716.2%1.0%
65Δ67.5114.7%1.3%69.9016.6%0.8%
70Δ67.0815.4%1.1%70.4217.0%0.6%
75Δ66.5615.9%1.0%70.9717.4%0.4%
80Δ66.0116.5%0.8%

20Δ

Calls
Pseudo strike
72.74
IV
23.5%
B/E move
7.1%
Puts
Pseudo strike
64.40
IV
27.9%
B/E move
6.7%

25Δ

Calls
Pseudo strike
71.35
IV
19.4%
B/E move
5.2%
Puts
Pseudo strike
65.70
IV
23.7%
B/E move
4.9%

30Δ

Calls
Pseudo strike
70.50
IV
17.2%
B/E move
4.0%
Puts
Pseudo strike
66.60
IV
20.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
69.88
IV
15.8%
B/E move
3.2%
Puts
Pseudo strike
67.26
IV
19.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
69.44
IV
14.8%
B/E move
2.7%
Puts
Pseudo strike
67.77
IV
18.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
68.99
IV
13.8%
B/E move
2.2%
Puts
Pseudo strike
68.22
IV
17.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
68.64
IV
13.8%
B/E move
2.0%
Puts
Pseudo strike
68.63
IV
16.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
68.30
IV
13.9%
B/E move
1.7%
Puts
Pseudo strike
69.03
IV
15.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
67.94
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
69.47
IV
16.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
67.51
IV
14.7%
B/E move
1.3%
Puts
Pseudo strike
69.90
IV
16.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
67.08
IV
15.4%
B/E move
1.1%
Puts
Pseudo strike
70.42
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
66.56
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
70.97
IV
17.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
66.01
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

DYNF14.1114.3414.562026-10-20: 14.53%2026-10-21: 14.14%Oct 20Oct 21
Table
DateIV
14.53%
14.14%