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iShares U.S. Insurance ETF IAK

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Market datapartial · fetched 2026-10-22T09:17:21.158Z

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 · 2026-10-22T00:00:00.01724276Z

FundamentalsAlpha Vantage · unavailable

Share price$146.80
1D+0.0%
AH$145.99$146.26$146.54$146.81$147.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIAK
Sold putSold callAH

iShares U.S. Insurance ETF options

Live interpolated IAK call and put midpoint premiums by absolute delta.iShares U.S. Insurance ETF$0.91$3.10$5.29$7.48$9.67$132.63$138.97$145.31$151.66$158.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAK spot · $146.80IAK PRICE$1.15$1.36$1.58$1.82$2.23$2.65$3.14$3.72$4.35$5.03$5.33$7.44$9.02$1.38$1.62$1.87$2.24$2.66$3.12$3.60$4.16$4.81$5.30$5.99$6.80$9.04
PutsExpensive1.47×
CallsExpensive1.09×
SkewBearish+0.89 pp
Implied moveBearish±$6.74
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.0225.5%7.7%138.0728.5%6.9%
25Δ154.1622.5%5.9%140.7425.2%5.2%
30Δ152.1720.5%4.7%142.6622.8%4.1%
35Δ150.6419.1%3.9%144.0322.2%3.4%
40Δ149.5519.5%3.4%145.2521.8%2.9%
45Δ148.5019.5%3.0%146.4121.4%2.4%
50Δ147.4819.6%2.6%147.5121.0%2.0%
55Δ146.4520.0%2.3%148.6120.8%1.6%
60Δ145.3820.3%2.0%149.7120.7%1.3%
65Δ144.2720.4%1.7%150.6919.8%1.0%
70Δ143.4618.8%1.4%151.7819.4%0.7%
75Δ141.2622.9%1.3%152.9219.1%0.5%
80Δ139.3624.2%1.1%155.3421.7%0.3%

20Δ

Calls
Pseudo strike
157.02
IV
25.5%
B/E move
7.7%
Puts
Pseudo strike
138.07
IV
28.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
154.16
IV
22.5%
B/E move
5.9%
Puts
Pseudo strike
140.74
IV
25.2%
B/E move
5.2%

30Δ

Calls
Pseudo strike
152.17
IV
20.5%
B/E move
4.7%
Puts
Pseudo strike
142.66
IV
22.8%
B/E move
4.1%

35Δ

Calls
Pseudo strike
150.64
IV
19.1%
B/E move
3.9%
Puts
Pseudo strike
144.03
IV
22.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
149.55
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
145.25
IV
21.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
148.50
IV
19.5%
B/E move
3.0%
Puts
Pseudo strike
146.41
IV
21.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
147.48
IV
19.6%
B/E move
2.6%
Puts
Pseudo strike
147.51
IV
21.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
146.45
IV
20.0%
B/E move
2.3%
Puts
Pseudo strike
148.61
IV
20.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
145.38
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
149.71
IV
20.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
144.27
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
150.69
IV
19.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
143.46
IV
18.8%
B/E move
1.4%
Puts
Pseudo strike
151.78
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
141.26
IV
22.9%
B/E move
1.3%
Puts
Pseudo strike
152.92
IV
19.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
139.36
IV
24.2%
B/E move
1.1%
Puts
Pseudo strike
155.34
IV
21.7%
B/E move
0.3%

Options history

No recorded observations