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iShares Core High Dividend ETF HDV

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Market dataready · fetched 2026-11-11T15:51:59.769Z

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 · 2026-11-11T15:51:52.725264309Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:59.243842+00:00

Share price$30.49
1D-0.3%
$30.41$30.46$30.50$30.55$30.605:30 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$0.37$0.45$0.54$0.62$0.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHDV PRICE$0.68$0.38$0.40$0.41$0.44$0.47$0.50$0.53$0.56$0.59$0.62
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.0666.7%9.2%
25Δ28.7955.4%6.9%
30Δ
35Δ29.7736.6%3.7%
40Δ29.9434.0%3.2%
45Δ30.1131.3%2.8%
50Δ30.2828.6%2.3%
55Δ30.4426.0%1.9%
60Δ30.6123.3%1.4%
65Δ30.7820.6%1.0%
70Δ30.9517.9%0.5%
75Δ
80Δ29.9215.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.06
IV
66.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.79
IV
55.4%
B/E move
6.9%

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
29.77
IV
36.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.94
IV
34.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.11
IV
31.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.28
IV
28.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.44
IV
26.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.61
IV
23.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.78
IV
20.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.95
IV
17.9%
B/E move
0.5%

75Δ

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

80Δ

Calls
Pseudo strike
29.92
IV
15.2%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.64%
Daily close
HDV10.7%25.9%41.2%2026-08-13: 30.32%2026-08-14: 25.03%2026-08-17: 21.92%2026-08-18: 38.45%2026-08-19: 27.09%2026-08-21: 13.07%2026-08-24: 15.65%2026-08-25: 13.77%2026-08-26: 15.27%2026-08-27: 13.06%2026-08-31: 13.88%2026-09-01: 13.30%2026-09-02: 14.19%2026-09-03: 12.78%2026-09-08: 14.75%2026-09-09: 20.17%2026-09-10: 17.16%2026-09-11: 16.80%2026-09-15: 24.75%2026-09-16: 19.19%2026-09-17: 39.08%2026-09-18: 14.41%2026-09-21: 16.01%2026-09-22: 18.14%2026-09-23: 14.96%2026-09-28: 19.27%2026-09-29: 18.07%2026-10-01: 13.35%2026-10-02: 16.76%2026-10-05: 18.00%2026-10-06: 23.51%2026-10-12: 19.30%2026-10-16: 14.46%2026-10-19: 14.13%2026-10-20: 14.15%2026-10-21: 13.00%2026-10-22: 14.18%2026-10-23: 14.26%2026-10-26: 18.39%2026-10-27: 13.91%2026-10-28: 21.03%2026-10-30: 14.64%Aug 13Sep 17Oct 30
42 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.32%
25.03%
21.92%
38.45%
27.09%
13.07%
15.65%
13.77%
15.27%
13.06%
13.88%
13.30%
14.19%
12.78%
14.75%
20.17%
17.16%
16.80%
24.75%
19.19%
39.08%
14.41%
16.01%
18.14%
14.96%
19.27%
18.07%
13.35%
16.76%
18.00%
23.51%
19.30%
14.46%
14.13%
14.15%
13.00%
14.18%
14.26%
18.39%
13.91%
21.03%
14.64%