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iShares U.S. Broker-Dealers & Securities Exchanges ETF IAI

i

Market dataready · fetched 2026-11-11T14:53:09.468Z

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 · 2026-11-11T14:48:23.911248997Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:08.835129+00:00

Share price$183.29
1D-0.4%
$183.20$183.44$183.68$183.93$184.175:30 AM6:30 AM9:00 AM1:00 PMIAI
Sold putSold call

iShares U.S. Broker-Dealers & Securities Exchanges ETF options

Live interpolated IAI call and put midpoint premiums by absolute delta.iShares U.S. Broker-Dealers & Securities Exchanges ETF$0.89$3.03$5.16$7.29$9.42$173.41$178.45$183.49$188.54$193.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IAI spot · $183.29IAI PRICE$1.13$1.27$1.51$1.83$2.28$2.56$3.05$3.65$4.13$6.07$6.65$8.80$1.28$1.39$1.82$1.98$2.22$2.53$2.89$3.46$4.03$4.43$4.77$5.54$7.67
PutsFair1.04×
Calls——
Skew——
Implied moveBullish±$5.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.7535.5%5.8%174.6738.4%5.4%
25Δ189.7229.9%4.2%177.6631.1%3.8%
30Δ187.9528.2%3.4%178.8832.3%3.4%
35Δ186.7027.5%2.9%180.4928.5%2.6%
40Δ185.7628.5%2.6%181.7026.4%2.1%
45Δ184.6026.9%2.1%182.6825.3%1.7%
50Δ183.6327.2%1.9%183.6024.6%1.4%
55Δ182.6227.9%1.6%184.5425.1%1.2%
60Δ181.6627.5%1.4%185.4625.3%1.0%
65Δ186.2824.1%0.8%
70Δ179.1130.5%1.0%187.0222.6%0.6%
75Δ178.0929.1%0.8%188.0522.7%0.4%
80Δ175.7633.5%0.7%190.2727.0%0.4%

20Δ

Calls
Pseudo strike
192.75
IV
35.5%
B/E move
5.8%
Puts
Pseudo strike
174.67
IV
38.4%
B/E move
5.4%

25Δ

Calls
Pseudo strike
189.72
IV
29.9%
B/E move
4.2%
Puts
Pseudo strike
177.66
IV
31.1%
B/E move
3.8%

30Δ

Calls
Pseudo strike
187.95
IV
28.2%
B/E move
3.4%
Puts
Pseudo strike
178.88
IV
32.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
186.70
IV
27.5%
B/E move
2.9%
Puts
Pseudo strike
180.49
IV
28.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
185.76
IV
28.5%
B/E move
2.6%
Puts
Pseudo strike
181.70
IV
26.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
184.60
IV
26.9%
B/E move
2.1%
Puts
Pseudo strike
182.68
IV
25.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
183.63
IV
27.2%
B/E move
1.9%
Puts
Pseudo strike
183.60
IV
24.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
182.62
IV
27.9%
B/E move
1.6%
Puts
Pseudo strike
184.54
IV
25.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
181.66
IV
27.5%
B/E move
1.4%
Puts
Pseudo strike
185.46
IV
25.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
186.28
IV
24.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
179.11
IV
30.5%
B/E move
1.0%
Puts
Pseudo strike
187.02
IV
22.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
178.09
IV
29.1%
B/E move
0.8%
Puts
Pseudo strike
188.05
IV
22.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
175.76
IV
33.5%
B/E move
0.7%
Puts
Pseudo strike
190.27
IV
27.0%
B/E move
0.4%

Options history

IV · four-Friday blend22.52%
Daily close
IAI18.2%22.1%26.0%2026-08-13: 18.94%2026-08-14: 18.86%2026-08-17: 19.29%2026-08-18: 20.90%2026-08-19: 19.93%2026-08-20: 22.42%2026-08-21: 19.13%2026-08-24: 19.64%2026-08-25: 18.87%2026-08-26: 19.16%2026-08-27: 19.15%2026-08-28: 18.80%2026-08-31: 19.65%2026-09-01: 20.61%2026-09-02: 19.81%2026-09-04: 18.69%2026-09-08: 20.40%2026-09-09: 21.77%2026-09-10: 22.19%2026-09-11: 20.27%2026-09-14: 22.24%2026-09-15: 23.10%2026-09-16: 24.68%2026-09-17: 25.00%2026-09-18: 20.28%2026-09-21: 19.84%2026-09-22: 20.67%2026-09-23: 21.30%2026-09-24: 21.10%2026-09-25: 20.96%2026-09-28: 21.15%2026-09-29: 22.37%2026-09-30: 22.17%2026-10-01: 23.39%2026-10-02: 22.07%2026-10-05: 22.83%2026-10-06: 22.38%2026-10-07: 23.77%2026-10-08: 22.79%2026-10-09: 23.09%2026-10-12: 23.91%2026-10-13: 24.17%2026-10-14: 24.81%2026-10-15: 25.45%2026-10-16: 21.52%2026-10-19: 21.74%2026-10-20: 21.31%2026-10-21: 20.60%2026-10-22: 21.11%2026-10-23: 21.36%2026-10-26: 21.20%2026-10-27: 21.27%2026-10-28: 21.57%2026-10-29: 20.68%2026-10-30: 22.52%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.94%
18.86%
19.29%
20.90%
19.93%
22.42%
19.13%
19.64%
18.87%
19.16%
19.15%
18.80%
19.65%
20.61%
19.81%
18.69%
20.40%
21.77%
22.19%
20.27%
22.24%
23.10%
24.68%
25.00%
20.28%
19.84%
20.67%
21.30%
21.10%
20.96%
21.15%
22.37%
22.17%
23.39%
22.07%
22.83%
22.38%
23.77%
22.79%
23.09%
23.91%
24.17%
24.81%
25.45%
21.52%
21.74%
21.31%
20.60%
21.11%
21.36%
21.20%
21.27%
21.57%
20.68%
22.52%