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iShares Core High Dividend ETF HDV

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Market datapartial · fetched 2026-10-22T14:49:36.840Z

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 · 2026-10-22T14:49:24.186553577Z

FundamentalsAlpha Vantage · unavailable

Share price$30.18
1D+0.3%
$30.04$30.09$30.13$30.17$30.215:30 AM6:30 AM9:00 AM1:00 PMHDV
Sold putSold call

iShares Core High Dividend ETF options

Live interpolated HDV call and put midpoint premiums by absolute delta.iShares Core High Dividend ETF$0.20$0.37$0.54$0.71$0.88$27.32$28.53$29.73$30.94$32.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HDV spot · $30.18HDV PRICE$0.22$0.27$0.33$0.38$0.43$0.48$0.54$0.56$0.59$0.65$0.83$0.27$0.34$0.37$0.39$0.42$0.47$0.53$0.59$0.65$0.71$0.77$0.83
PutsFair0.98×
CallsCheap0.68×
SkewBearish+5.48 pp
Implied moveBearish±$0.96
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.2827.3%7.2%
25Δ28.8825.5%5.4%
30Δ30.9413.8%3.2%29.2622.9%4.3%
35Δ30.7913.4%2.9%29.5919.9%3.3%
40Δ30.6413.1%2.6%29.9217.0%2.3%
45Δ30.4912.8%2.3%30.1115.8%1.8%
50Δ30.3412.5%2.0%30.2515.1%1.5%
55Δ30.1912.2%1.6%30.3914.3%1.3%
60Δ30.0411.9%1.3%30.5313.6%1.0%
65Δ29.9411.0%1.1%30.6712.9%0.7%
70Δ29.869.9%0.9%30.8112.2%0.5%
75Δ29.749.4%0.7%30.9511.5%0.2%
80Δ29.5310.4%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.28
IV
27.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.88
IV
25.5%
B/E move
5.4%

30Δ

Calls
Pseudo strike
30.94
IV
13.8%
B/E move
3.2%
Puts
Pseudo strike
29.26
IV
22.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
30.79
IV
13.4%
B/E move
2.9%
Puts
Pseudo strike
29.59
IV
19.9%
B/E move
3.3%

40Δ

Calls
Pseudo strike
30.64
IV
13.1%
B/E move
2.6%
Puts
Pseudo strike
29.92
IV
17.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
30.49
IV
12.8%
B/E move
2.3%
Puts
Pseudo strike
30.11
IV
15.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
30.34
IV
12.5%
B/E move
2.0%
Puts
Pseudo strike
30.25
IV
15.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
30.19
IV
12.2%
B/E move
1.6%
Puts
Pseudo strike
30.39
IV
14.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
30.04
IV
11.9%
B/E move
1.3%
Puts
Pseudo strike
30.53
IV
13.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
29.94
IV
11.0%
B/E move
1.1%
Puts
Pseudo strike
30.67
IV
12.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
29.86
IV
9.9%
B/E move
0.9%
Puts
Pseudo strike
30.81
IV
12.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
29.74
IV
9.4%
B/E move
0.7%
Puts
Pseudo strike
30.95
IV
11.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
29.53
IV
10.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations