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iShares Global Industrials ETF EXI

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Market dataready · fetched 2026-11-12T01:54:59.617Z

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 · 2026-11-12T01:00:00.135072511Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:54:59.301713+00:00

Share price$190.58
1D+0.4%
AH$188.71$189.34$189.96$190.58$191.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXI
Sold putSold callAH

iShares Global Industrials ETF options

Live interpolated EXI call and put midpoint premiums by absolute delta.iShares Global Industrials ETF$1.30$3.08$4.86$6.64$8.41$179.57$184.65$189.73$194.81$199.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EXI spot · $190.58EXI PRICE$1.56$1.87$2.20$2.53$2.92$3.50$4.67$6.28$7.90$1.49$1.70$1.84$2.17$2.53$2.92$3.36
Puts——
Calls——
Skew——
Implied moveBalanced±$4.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ188.4820.7%1.9%
40Δ192.2618.5%1.7%189.3419.7%1.5%
45Δ191.5518.6%1.5%190.1717.7%1.2%
50Δ190.8518.7%1.3%190.8417.8%1.0%
55Δ190.1518.5%1.1%191.5117.8%0.8%
60Δ189.4518.4%0.9%192.1917.7%0.7%
65Δ188.6319.2%0.8%192.8917.7%0.5%
70Δ187.3020.9%0.7%
75Δ185.4822.0%0.6%
80Δ183.6523.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
188.48
IV
20.7%
B/E move
1.9%

40Δ

Calls
Pseudo strike
192.26
IV
18.5%
B/E move
1.7%
Puts
Pseudo strike
189.34
IV
19.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
191.55
IV
18.6%
B/E move
1.5%
Puts
Pseudo strike
190.17
IV
17.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
190.85
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
190.84
IV
17.8%
B/E move
1.0%

55Δ

Calls
Pseudo strike
190.15
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
191.51
IV
17.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
189.45
IV
18.4%
B/E move
0.9%
Puts
Pseudo strike
192.19
IV
17.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
188.63
IV
19.2%
B/E move
0.8%
Puts
Pseudo strike
192.89
IV
17.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
187.30
IV
20.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
185.48
IV
22.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
183.65
IV
23.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.81%
Daily close
EXI17.2%19.7%22.2%2026-08-13: 18.75%2026-08-14: 18.28%2026-08-21: 18.22%2026-08-24: 18.19%2026-08-25: 18.12%2026-08-26: 18.19%2026-08-27: 17.89%2026-08-28: 17.77%2026-08-31: 17.58%2026-09-01: 18.01%2026-09-02: 17.72%2026-09-03: 17.86%2026-09-04: 17.77%2026-09-08: 19.38%2026-09-09: 18.96%2026-09-10: 19.13%2026-09-11: 18.58%2026-09-14: 19.84%2026-09-15: 20.15%2026-09-16: 20.73%2026-09-17: 21.17%2026-09-18: 18.63%2026-09-21: 18.55%2026-09-22: 18.73%2026-09-23: 18.97%2026-09-24: 19.20%2026-09-25: 18.90%2026-09-28: 19.76%2026-09-29: 19.45%2026-09-30: 19.42%2026-10-01: 19.72%2026-10-02: 19.81%2026-10-05: 19.53%2026-10-06: 19.05%2026-10-07: 19.41%2026-10-08: 19.36%2026-10-09: 18.65%2026-10-12: 19.92%2026-10-13: 20.50%2026-10-14: 20.76%2026-10-15: 21.17%2026-10-16: 20.28%2026-10-19: 19.57%2026-10-20: 20.34%2026-10-21: 19.99%2026-10-22: 20.90%2026-10-23: 21.45%2026-10-26: 21.22%2026-10-27: 20.76%2026-10-28: 20.54%2026-10-29: 19.95%2026-10-30: 21.81%Aug 13Sep 24Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.75%
18.28%
18.22%
18.19%
18.12%
18.19%
17.89%
17.77%
17.58%
18.01%
17.72%
17.86%
17.77%
19.38%
18.96%
19.13%
18.58%
19.84%
20.15%
20.73%
21.17%
18.63%
18.55%
18.73%
18.97%
19.20%
18.90%
19.76%
19.45%
19.42%
19.72%
19.81%
19.53%
19.05%
19.41%
19.36%
18.65%
19.92%
20.50%
20.76%
21.17%
20.28%
19.57%
20.34%
19.99%
20.90%
21.45%
21.22%
20.76%
20.54%
19.95%
21.81%