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iShares Blockchain and Tech ETF IBLC

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Market datapartial · fetched 2026-11-11T13:55:02.899Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T01:00:00.082934604Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:55:01.737341+00:00

Share price$34.16
1D+1.1%
AH$33.34$33.76$34.18$34.60$35.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBLC
Sold putSold callAH

iShares Blockchain and Tech ETF options

Live interpolated IBLC call and put midpoint premiums by absolute delta.iShares Blockchain and Tech ETF$0.97$0.99$1.00$1.02$1.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIBLC PRICE$0.97$1.02
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.1675.2%46.8%
25Δ41.0853.2%23.2%
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
49.16
IV
75.2%
B/E move
46.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
41.08
IV
53.2%
B/E move
23.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.06%
Daily close
IBLC45.1%63.2%81.4%2026-08-13: 61.52%2026-08-14: 61.75%2026-08-17: 66.67%2026-08-18: 67.36%2026-08-19: 66.66%2026-08-20: 78.90%2026-09-01: 59.68%2026-09-16: 68.20%2026-09-17: 68.96%2026-09-23: 51.85%2026-09-24: 50.24%2026-09-25: 48.98%2026-09-28: 51.05%2026-09-29: 51.35%2026-09-30: 49.47%2026-10-01: 51.02%2026-10-02: 48.85%2026-10-05: 52.33%2026-10-06: 52.22%2026-10-07: 52.87%2026-10-08: 50.97%2026-10-09: 52.81%2026-10-12: 57.90%2026-10-13: 60.68%2026-10-14: 63.29%2026-10-15: 68.05%2026-10-16: 51.30%2026-10-19: 54.25%2026-10-20: 50.68%2026-10-21: 52.15%2026-10-22: 54.70%2026-10-23: 52.10%2026-10-26: 50.81%2026-10-27: 48.36%2026-10-28: 49.57%2026-10-29: 47.59%2026-10-30: 49.06%Aug 13Oct 6Oct 30
37 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
61.52%
61.75%
66.67%
67.36%
66.66%
78.90%
59.68%
68.20%
68.96%
51.85%
50.24%
48.98%
51.05%
51.35%
49.47%
51.02%
48.85%
52.33%
52.22%
52.87%
50.97%
52.81%
57.90%
60.68%
63.29%
68.05%
51.30%
54.25%
50.68%
52.15%
54.70%
52.10%
50.81%
48.36%
49.57%
47.59%
49.06%