IntraAlpha
Create free account Start free

iShares U.S. Regional Banks ETF IAT

i

Market datapartial · fetched 2026-10-22T23:47:24.988Z

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 · 2026-10-22T22:30:00.004301747Z

FundamentalsAlpha Vantage · unavailable

Share price$59.60
1D+1.6%
AH$58.56$58.84$59.12$59.40$59.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIAT
Sold putSold callAH

iShares U.S. Regional Banks ETF options

Live interpolated IAT call and put midpoint premiums by absolute delta.iShares U.S. Regional Banks ETF$0.18$2.08$3.98$5.88$7.78$53.07$55.96$58.84$61.73$64.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IAT spot · $59.60IAT PRICE$0.39$0.61$0.82$1.02$1.19$1.29$1.44$1.73$1.99$2.08$2.18$2.84$3.92$0.57$0.74$1.04$1.38$1.62$1.82$1.99$2.52$3.08$3.70$4.64$5.62$7.23
PutsExpensive1.55×
CallsExpensive1.11×
SkewBearish+9.05 pp
Implied moveBearish±$3.43
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.9821.1%6.3%55.9729.2%7.0%
25Δ62.6223.4%6.1%56.8228.3%5.9%
30Δ62.2525.8%5.8%57.4130.3%5.4%
35Δ61.7827.0%5.4%57.9433.0%5.1%
40Δ61.0725.8%4.4%58.6632.1%4.3%
45Δ60.4623.7%3.6%59.3430.3%3.5%
50Δ59.9022.2%2.9%59.9728.3%2.7%
55Δ59.4122.8%2.6%60.6730.3%2.4%
60Δ58.9523.0%2.2%61.4231.8%2.1%
65Δ58.6121.0%1.8%62.2533.0%1.8%
70Δ58.2719.0%1.4%63.3635.6%1.5%
75Δ57.4821.3%1.2%64.5337.2%1.2%
80Δ56.4026.6%1.2%66.3140.8%0.9%

20Δ

Calls
Pseudo strike
62.98
IV
21.1%
B/E move
6.3%
Puts
Pseudo strike
55.97
IV
29.2%
B/E move
7.0%

25Δ

Calls
Pseudo strike
62.62
IV
23.4%
B/E move
6.1%
Puts
Pseudo strike
56.82
IV
28.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
62.25
IV
25.8%
B/E move
5.8%
Puts
Pseudo strike
57.41
IV
30.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
61.78
IV
27.0%
B/E move
5.4%
Puts
Pseudo strike
57.94
IV
33.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
61.07
IV
25.8%
B/E move
4.4%
Puts
Pseudo strike
58.66
IV
32.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
60.46
IV
23.7%
B/E move
3.6%
Puts
Pseudo strike
59.34
IV
30.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
59.90
IV
22.2%
B/E move
2.9%
Puts
Pseudo strike
59.97
IV
28.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
59.41
IV
22.8%
B/E move
2.6%
Puts
Pseudo strike
60.67
IV
30.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
58.95
IV
23.0%
B/E move
2.2%
Puts
Pseudo strike
61.42
IV
31.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
58.61
IV
21.0%
B/E move
1.8%
Puts
Pseudo strike
62.25
IV
33.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
58.27
IV
19.0%
B/E move
1.4%
Puts
Pseudo strike
63.36
IV
35.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
57.48
IV
21.3%
B/E move
1.2%
Puts
Pseudo strike
64.53
IV
37.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
56.40
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
66.31
IV
40.8%
B/E move
0.9%

Options history

No recorded observations