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iShares U.S. Insurance ETF IAK

i

Market dataready · fetched 2026-11-11T14:48:45.909Z

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 · 2026-11-11T14:48:44.909717788Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:48:45.255777+00:00

Share price$151.39
1D-0.0%
$150.87$151.07$151.27$151.47$151.675:30 AM6:30 AM9:00 AM1:00 PMIAK
Sold putSold call

iShares U.S. Insurance ETF options

Live interpolated IAK call and put midpoint premiums by absolute delta.iShares U.S. Insurance ETF$0.76$1.65$2.54$3.43$4.32$140.34$146.01$151.67$157.33$163.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAK spot · $151.38IAK PRICE$0.86$0.94$1.06$1.18$1.32$1.50$1.73$1.98$2.35$2.76$3.29$3.68$4.07$0.93$1.04$1.16$1.29$1.44$1.61$1.87$2.13$2.40$2.66$2.90$3.26$3.88
PutsCheap0.57×
CallsCheap0.54×
SkewNeutral-0.12 pp
Implied moveBearish±$3.60
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.6032.8%5.3%145.0833.7%4.8%
25Δ156.1226.7%3.8%147.1728.2%3.5%
30Δ154.6923.5%2.9%148.5524.7%2.6%
35Δ153.6521.2%2.3%149.5722.3%2.0%
40Δ152.8419.6%1.8%150.3520.7%1.6%
45Δ152.1818.9%1.5%151.0219.6%1.3%
50Δ151.6018.5%1.3%151.5919.2%1.1%
55Δ151.0518.2%1.1%152.1618.9%0.9%
60Δ150.4618.6%0.9%152.7018.3%0.7%
65Δ149.8519.0%0.8%153.2017.6%0.6%
70Δ149.1519.8%0.7%153.6716.7%0.4%
75Δ148.5519.2%0.6%154.2216.2%0.3%
80Δ147.9518.4%0.4%154.9716.7%0.2%

20Δ

Calls
Pseudo strike
158.60
IV
32.8%
B/E move
5.3%
Puts
Pseudo strike
145.08
IV
33.7%
B/E move
4.8%

25Δ

Calls
Pseudo strike
156.12
IV
26.7%
B/E move
3.8%
Puts
Pseudo strike
147.17
IV
28.2%
B/E move
3.5%

30Δ

Calls
Pseudo strike
154.69
IV
23.5%
B/E move
2.9%
Puts
Pseudo strike
148.55
IV
24.7%
B/E move
2.6%

35Δ

Calls
Pseudo strike
153.65
IV
21.2%
B/E move
2.3%
Puts
Pseudo strike
149.57
IV
22.3%
B/E move
2.0%

40Δ

Calls
Pseudo strike
152.84
IV
19.6%
B/E move
1.8%
Puts
Pseudo strike
150.35
IV
20.7%
B/E move
1.6%

45Δ

Calls
Pseudo strike
152.18
IV
18.9%
B/E move
1.5%
Puts
Pseudo strike
151.02
IV
19.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
151.60
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
151.59
IV
19.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
151.05
IV
18.2%
B/E move
1.1%
Puts
Pseudo strike
152.16
IV
18.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
150.46
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
152.70
IV
18.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
149.85
IV
19.0%
B/E move
0.8%
Puts
Pseudo strike
153.20
IV
17.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
149.15
IV
19.8%
B/E move
0.7%
Puts
Pseudo strike
153.67
IV
16.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
148.55
IV
19.2%
B/E move
0.6%
Puts
Pseudo strike
154.22
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
147.95
IV
18.4%
B/E move
0.4%
Puts
Pseudo strike
154.97
IV
16.7%
B/E move
0.2%

Options history

IV · four-Friday blend18.93%
Daily close
IAK15.7%22.6%29.4%2026-08-13: 19.01%2026-08-14: 19.32%2026-08-17: 20.51%2026-08-18: 20.80%2026-08-19: 23.00%2026-08-20: 25.42%2026-08-21: 16.87%2026-08-24: 17.57%2026-08-26: 16.92%2026-08-27: 16.75%2026-08-28: 17.53%2026-08-31: 16.68%2026-09-01: 17.42%2026-09-02: 16.83%2026-09-03: 18.19%2026-09-04: 17.96%2026-09-08: 21.15%2026-09-10: 20.46%2026-09-11: 19.31%2026-09-14: 20.26%2026-09-15: 20.97%2026-09-16: 24.65%2026-09-17: 28.42%2026-09-18: 17.32%2026-09-21: 17.98%2026-09-22: 20.11%2026-09-23: 20.97%2026-09-24: 21.41%2026-09-25: 20.77%2026-09-28: 21.12%2026-09-29: 20.94%2026-09-30: 21.56%2026-10-01: 21.42%2026-10-02: 21.64%2026-10-05: 22.09%2026-10-06: 21.80%2026-10-07: 22.36%2026-10-08: 22.41%2026-10-09: 22.78%2026-10-12: 22.37%2026-10-13: 22.41%2026-10-14: 23.37%2026-10-15: 25.19%2026-10-16: 19.55%2026-10-19: 18.51%2026-10-20: 19.79%2026-10-21: 19.34%2026-10-22: 18.54%2026-10-23: 18.62%2026-10-26: 18.45%2026-10-27: 18.53%2026-10-28: 18.62%2026-10-29: 18.49%2026-10-30: 18.93%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.01%
19.32%
20.51%
20.80%
23.00%
25.42%
16.87%
17.57%
16.92%
16.75%
17.53%
16.68%
17.42%
16.83%
18.19%
17.96%
21.15%
20.46%
19.31%
20.26%
20.97%
24.65%
28.42%
17.32%
17.98%
20.11%
20.97%
21.41%
20.77%
21.12%
20.94%
21.56%
21.42%
21.64%
22.09%
21.80%
22.36%
22.41%
22.78%
22.37%
22.41%
23.37%
25.19%
19.55%
18.51%
19.79%
19.34%
18.54%
18.62%
18.45%
18.53%
18.62%
18.49%
18.93%