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

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Market datapartial · fetched 2026-10-22T13:41:49.727Z

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 · 2026-10-22T13:41:29.459273931Z

FundamentalsAlpha Vantage · unavailable

Share price$179.43
1D+0.4%
$178.55$178.77$179.00$179.22$179.445:30 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$0.75$4.58$8.42$12.25$16.08$163.79$170.83$177.87$184.90$191.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAI spot · $179.43IAI PRICE$1.17$1.52$1.89$2.20$2.52$3.04$3.60$4.17$4.44$5.96$6.52$7.67$10.05$2.20$2.69$3.30$3.74$4.35$5.00$5.83$6.64$7.74$9.26$11.98$14.97
PutsExpensive1.27×
CallsExpensive1.12×
SkewBearish+6.16 pp
Implied moveBearish±$8.60
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.6121.0%6.3%
25Δ187.6020.8%5.4%171.1828.0%5.8%
30Δ185.7820.3%4.6%173.4626.9%4.8%
35Δ184.0119.0%3.8%175.3526.6%4.1%
40Δ182.5718.0%3.2%177.2524.9%3.3%
45Δ181.3818.2%2.8%178.8624.3%2.7%
50Δ180.2418.4%2.5%180.3723.8%2.3%
55Δ179.0718.3%2.1%181.9223.7%1.9%
60Δ178.0416.8%1.7%183.4123.3%1.5%
65Δ176.4419.7%1.7%185.0523.5%1.2%
70Δ175.3318.8%1.3%187.0124.3%0.9%
75Δ173.7919.2%1.1%190.0327.0%0.8%
80Δ171.1922.0%1.0%193.4328.9%0.5%

20Δ

Calls
Pseudo strike
189.61
IV
21.0%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
187.60
IV
20.8%
B/E move
5.4%
Puts
Pseudo strike
171.18
IV
28.0%
B/E move
5.8%

30Δ

Calls
Pseudo strike
185.78
IV
20.3%
B/E move
4.6%
Puts
Pseudo strike
173.46
IV
26.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
184.01
IV
19.0%
B/E move
3.8%
Puts
Pseudo strike
175.35
IV
26.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
182.57
IV
18.0%
B/E move
3.2%
Puts
Pseudo strike
177.25
IV
24.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
181.38
IV
18.2%
B/E move
2.8%
Puts
Pseudo strike
178.86
IV
24.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
180.24
IV
18.4%
B/E move
2.5%
Puts
Pseudo strike
180.37
IV
23.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
179.07
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
181.92
IV
23.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
178.04
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
183.41
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
176.44
IV
19.7%
B/E move
1.7%
Puts
Pseudo strike
185.05
IV
23.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
175.33
IV
18.8%
B/E move
1.3%
Puts
Pseudo strike
187.01
IV
24.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
173.79
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
190.03
IV
27.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
171.19
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
193.43
IV
28.9%
B/E move
0.5%

Options history

No recorded observations