IntraAlpha
Create free account Start free

iShares Blockchain and Tech ETF IBLC

i

Market dataready · fetched 2026-10-22T18:25:18.696Z

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 · 2026-10-22T18:10:38.211891549Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:25:17.301012+00:00

Share price$37.43
1D-2.7%
$37.35$37.65$37.95$38.25$38.555:30 AM6:30 AM9:00 AM1:00 PMIBLC
Sold putSold call

iShares Blockchain and Tech ETF options

Live interpolated IBLC call and put midpoint premiums by absolute delta.iShares Blockchain and Tech ETF$0.92$1.34$1.75$2.17$2.59$28.82$34.90$40.98$47.06$53.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBLC spot · $37.43IBLC PRICE$0.97$1.11$1.29$1.47$1.64$1.84$2.01$2.18$2.32$2.45$1.63$1.81$1.98$2.17$2.32$2.47
PutsCheap0.83×
CallsExpensive1.26×
SkewBullish-11.50 pp
Implied moveBearish±$4.17
TiltBullish16.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3892.1%31.8%
25Δ44.7378.6%22.5%
30Δ42.6071.0%17.2%
35Δ41.0265.2%13.5%35.6959.6%9.0%
40Δ39.7959.9%10.7%36.5354.9%7.2%
45Δ38.8256.2%8.6%37.2650.6%5.7%
50Δ37.9852.0%6.8%37.8947.2%4.6%
55Δ37.3048.3%5.5%38.4143.7%3.6%
60Δ36.7244.5%4.3%38.8940.1%2.7%
65Δ36.2140.5%3.3%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
48.38
IV
92.1%
B/E move
31.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.73
IV
78.6%
B/E move
22.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
42.60
IV
71.0%
B/E move
17.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
41.02
IV
65.2%
B/E move
13.5%
Puts
Pseudo strike
35.69
IV
59.6%
B/E move
9.0%

40Δ

Calls
Pseudo strike
39.79
IV
59.9%
B/E move
10.7%
Puts
Pseudo strike
36.53
IV
54.9%
B/E move
7.2%

45Δ

Calls
Pseudo strike
38.82
IV
56.2%
B/E move
8.6%
Puts
Pseudo strike
37.26
IV
50.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
37.98
IV
52.0%
B/E move
6.8%
Puts
Pseudo strike
37.89
IV
47.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
37.30
IV
48.3%
B/E move
5.5%
Puts
Pseudo strike
38.41
IV
43.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
36.72
IV
44.5%
B/E move
4.3%
Puts
Pseudo strike
38.89
IV
40.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
36.21
IV
40.5%
B/E move
3.3%
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

No recorded observations