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iShares U.S. Regional Banks ETF IAT

i

Market dataready · fetched 2026-11-12T02:43:17.349Z

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 · 2026-11-12T01:00:00.148420287Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:16.895986+00:00

Share price$60.63
1D+0.4%
AH$60.14$60.30$60.46$60.62$60.785:30 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$0.59$1.11$1.64$2.16$2.68$57.54$59.21$60.87$62.53$64.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IAT spot · $60.63IAT PRICE$0.65$0.67$0.71$0.78$0.89$1.01$1.15$1.30$1.45$1.61$1.77$1.93$0.70$0.74$0.80$0.78$0.97$1.17$1.35$1.51$1.67$1.87$2.20$2.53
Puts——
Calls——
Skew——
Implied moveBalanced±$2.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.4265.1%10.6%56.1164.0%8.6%
25Δ64.1449.9%6.9%57.7051.2%6.1%
30Δ62.9041.1%4.9%58.6943.5%4.5%
35Δ62.1536.3%3.8%
40Δ61.6333.9%3.1%60.0927.6%2.2%
45Δ61.1732.1%2.6%60.4328.4%1.9%
50Δ60.7730.9%2.1%60.7729.3%1.7%
55Δ60.4230.1%1.8%61.1029.5%1.4%
60Δ60.0629.2%1.4%61.4228.4%1.2%
65Δ59.7427.9%1.2%61.7527.3%0.9%
70Δ59.4426.6%1.0%62.0926.4%0.7%
75Δ59.1425.2%0.7%62.5126.6%0.5%
80Δ62.9426.8%0.4%

20Δ

Calls
Pseudo strike
66.42
IV
65.1%
B/E move
10.6%
Puts
Pseudo strike
56.11
IV
64.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
64.14
IV
49.9%
B/E move
6.9%
Puts
Pseudo strike
57.70
IV
51.2%
B/E move
6.1%

30Δ

Calls
Pseudo strike
62.90
IV
41.1%
B/E move
4.9%
Puts
Pseudo strike
58.69
IV
43.5%
B/E move
4.5%

35Δ

Calls
Pseudo strike
62.15
IV
36.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
61.63
IV
33.9%
B/E move
3.1%
Puts
Pseudo strike
60.09
IV
27.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
61.17
IV
32.1%
B/E move
2.6%
Puts
Pseudo strike
60.43
IV
28.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
60.77
IV
30.9%
B/E move
2.1%
Puts
Pseudo strike
60.77
IV
29.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
60.42
IV
30.1%
B/E move
1.8%
Puts
Pseudo strike
61.10
IV
29.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
60.06
IV
29.2%
B/E move
1.4%
Puts
Pseudo strike
61.42
IV
28.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
59.74
IV
27.9%
B/E move
1.2%
Puts
Pseudo strike
61.75
IV
27.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
59.44
IV
26.6%
B/E move
1.0%
Puts
Pseudo strike
62.09
IV
26.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
59.14
IV
25.2%
B/E move
0.7%
Puts
Pseudo strike
62.51
IV
26.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.94
IV
26.8%
B/E move
0.4%

Options history

IV · four-Friday blend23.13%
Daily close
IAT19.2%26.7%34.1%2026-08-13: 21.88%2026-08-14: 24.10%2026-08-17: 23.64%2026-08-18: 27.68%2026-08-19: 29.31%2026-08-21: 23.81%2026-08-24: 23.21%2026-08-25: 22.13%2026-08-26: 21.44%2026-08-27: 23.67%2026-08-28: 23.52%2026-08-31: 22.49%2026-09-01: 25.38%2026-09-02: 22.49%2026-09-03: 23.39%2026-09-04: 24.17%2026-09-08: 21.84%2026-09-09: 24.98%2026-09-10: 24.49%2026-09-11: 24.54%2026-09-14: 28.89%2026-09-15: 27.92%2026-09-16: 25.56%2026-09-17: 33.05%2026-09-18: 22.26%2026-09-21: 23.06%2026-09-22: 23.56%2026-09-23: 22.88%2026-09-24: 24.35%2026-09-25: 23.14%2026-09-28: 20.26%2026-09-29: 22.29%2026-09-30: 22.61%2026-10-01: 24.00%2026-10-02: 21.98%2026-10-05: 23.03%2026-10-06: 21.98%2026-10-07: 24.58%2026-10-08: 24.77%2026-10-09: 23.49%2026-10-12: 27.70%2026-10-13: 24.88%2026-10-14: 25.83%2026-10-15: 30.76%2026-10-16: 24.64%2026-10-19: 25.47%2026-10-20: 23.99%2026-10-21: 23.49%2026-10-22: 24.13%2026-10-23: 23.51%2026-10-26: 22.88%2026-10-27: 23.49%2026-10-28: 24.76%2026-10-29: 24.40%2026-10-30: 23.13%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.88%
24.10%
23.64%
27.68%
29.31%
23.81%
23.21%
22.13%
21.44%
23.67%
23.52%
22.49%
25.38%
22.49%
23.39%
24.17%
21.84%
24.98%
24.49%
24.54%
28.89%
27.92%
25.56%
33.05%
22.26%
23.06%
23.56%
22.88%
24.35%
23.14%
20.26%
22.29%
22.61%
24.00%
21.98%
23.03%
21.98%
24.58%
24.77%
23.49%
27.70%
24.88%
25.83%
30.76%
24.64%
25.47%
23.99%
23.49%
24.13%
23.51%
22.88%
23.49%
24.76%
24.40%
23.13%