Share price$186.59
1D-0.6%
Sold putSold callAH
iShares Global Industrials ETF EXI
i
Market datapartial · fetched 2026-10-22T23:44:21.996Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T22:30:00.004290508Z
FundamentalsAlpha Vantage · unavailable
iShares Global Industrials ETF options
PutsExpensive1.30×
CallsExpensive1.21×
SkewBearish+1.93 pp
Implied moveBearish±$9.25
TiltBearish14.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 196.71 | 20.1% | 6.0% | |||
| 25Δ | 194.78 | 20.1% | 5.2% | 178.93 | 25.0% | 5.2% |
| 30Δ | 193.15 | 20.2% | 4.6% | 180.95 | 24.5% | 4.4% |
| 35Δ | 191.64 | 20.2% | 4.0% | 182.81 | 23.7% | 3.7% |
| 40Δ | 190.26 | 20.5% | 3.6% | 184.44 | 23.6% | 3.1% |
| 45Δ | 188.85 | 20.5% | 3.1% | 186.04 | 23.3% | 2.6% |
| 50Δ | 187.49 | 20.7% | 2.7% | 187.57 | 23.1% | 2.2% |
| 55Δ | 186.12 | 20.8% | 2.4% | 189.07 | 22.7% | 1.8% |
| 60Δ | 184.69 | 21.1% | 2.1% | 190.61 | 22.6% | 1.4% |
| 65Δ | 182.88 | 23.4% | 1.9% | 192.28 | 22.9% | 1.1% |
| 70Δ | 181.43 | 22.5% | 1.6% | 194.09 | 23.1% | 0.9% |
| 75Δ | 179.19 | 24.1% | 1.3% | 195.35 | 21.5% | 0.6% |
| 80Δ | 197.30 | 21.4% | 0.3% | |||
20Δ
- Pseudo strike
- 196.71
- IV
- 20.1%
- B/E move
- 6.0%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 194.78
- IV
- 20.1%
- B/E move
- 5.2%
- Pseudo strike
- 178.93
- IV
- 25.0%
- B/E move
- 5.2%
30Δ
- Pseudo strike
- 193.15
- IV
- 20.2%
- B/E move
- 4.6%
- Pseudo strike
- 180.95
- IV
- 24.5%
- B/E move
- 4.4%
35Δ
- Pseudo strike
- 191.64
- IV
- 20.2%
- B/E move
- 4.0%
- Pseudo strike
- 182.81
- IV
- 23.7%
- B/E move
- 3.7%
40Δ
- Pseudo strike
- 190.26
- IV
- 20.5%
- B/E move
- 3.6%
- Pseudo strike
- 184.44
- IV
- 23.6%
- B/E move
- 3.1%
45Δ
- Pseudo strike
- 188.85
- IV
- 20.5%
- B/E move
- 3.1%
- Pseudo strike
- 186.04
- IV
- 23.3%
- B/E move
- 2.6%
50Δ
- Pseudo strike
- 187.49
- IV
- 20.7%
- B/E move
- 2.7%
- Pseudo strike
- 187.57
- IV
- 23.1%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 186.12
- IV
- 20.8%
- B/E move
- 2.4%
- Pseudo strike
- 189.07
- IV
- 22.7%
- B/E move
- 1.8%
60Δ
- Pseudo strike
- 184.69
- IV
- 21.1%
- B/E move
- 2.1%
- Pseudo strike
- 190.61
- IV
- 22.6%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 182.88
- IV
- 23.4%
- B/E move
- 1.9%
- Pseudo strike
- 192.28
- IV
- 22.9%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 181.43
- IV
- 22.5%
- B/E move
- 1.6%
- Pseudo strike
- 194.09
- IV
- 23.1%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 179.19
- IV
- 24.1%
- B/E move
- 1.3%
- Pseudo strike
- 195.35
- IV
- 21.5%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 197.30
- IV
- 21.4%
- B/E move
- 0.3%
Options history
Table
| Date | IV |
|---|---|
| 20.34% | |
| 20.01% |