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iShares Select U.S. REIT ETF ICF

i

Market dataready · fetched 2026-11-12T14:57:37.331Z

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 · 2026-11-12T14:57:06.38476996Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:57:35.925282+00:00

Share price$68.59
1D-0.2%
$68.60$68.66$68.73$68.80$68.865:30 AM6:30 AM9:00 AM1:00 PMICF
Sold putSold call

iShares Select U.S. REIT ETF options

Live interpolated ICF call and put midpoint premiums by absolute delta.iShares Select U.S. REIT ETF$0.93$1.44$1.96$2.47$2.99$65.75$67.08$68.40$69.73$71.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ICF spot · $68.59ICF PRICE$1.34$1.61$1.95$2.44$2.66$2.75$2.84$0.99$1.13$1.28$1.51$1.75
Puts——
Calls——
Skew——
Implied moveBullish±$2.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ68.3427.5%1.8%
50Δ68.7233.7%2.1%68.6926.8%1.5%
55Δ68.2834.7%1.9%69.0426.3%1.2%
60Δ67.7936.6%1.7%69.4126.5%1.0%
65Δ67.1940.0%1.5%69.7726.7%0.8%
70Δ66.8038.5%1.3%
75Δ66.5034.6%1.0%
80Δ66.2130.6%0.7%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
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
68.34
IV
27.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
68.72
IV
33.7%
B/E move
2.1%
Puts
Pseudo strike
68.69
IV
26.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
68.28
IV
34.7%
B/E move
1.9%
Puts
Pseudo strike
69.04
IV
26.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
67.79
IV
36.6%
B/E move
1.7%
Puts
Pseudo strike
69.41
IV
26.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
67.19
IV
40.0%
B/E move
1.5%
Puts
Pseudo strike
69.77
IV
26.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
66.80
IV
38.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
66.50
IV
34.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
66.21
IV
30.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.98%
Daily close
ICF12.4%18.6%24.7%2026-08-14: 15.06%2026-08-17: 16.10%2026-08-18: 18.86%2026-08-19: 17.41%2026-08-20: 18.36%2026-08-21: 15.34%2026-08-24: 14.28%2026-08-25: 13.31%2026-08-26: 13.25%2026-08-27: 13.79%2026-08-28: 14.69%2026-08-31: 15.77%2026-09-01: 15.35%2026-09-02: 15.04%2026-09-03: 14.16%2026-09-04: 16.75%2026-09-08: 17.35%2026-09-09: 16.81%2026-09-10: 16.86%2026-09-11: 18.64%2026-09-14: 18.27%2026-09-15: 19.56%2026-09-16: 21.90%2026-09-17: 20.11%2026-09-18: 16.01%2026-09-21: 14.89%2026-09-22: 16.66%2026-09-23: 16.53%2026-09-24: 16.89%2026-09-25: 16.19%2026-09-28: 16.41%2026-09-29: 16.01%2026-09-30: 15.74%2026-10-01: 17.52%2026-10-02: 15.72%2026-10-05: 18.15%2026-10-06: 19.46%2026-10-07: 17.61%2026-10-08: 17.25%2026-10-09: 17.81%2026-10-12: 18.58%2026-10-13: 19.84%2026-10-14: 22.10%2026-10-15: 23.89%2026-10-16: 16.50%2026-10-19: 17.39%2026-10-20: 17.31%2026-10-21: 17.24%2026-10-22: 17.12%2026-10-23: 17.44%2026-10-26: 17.80%2026-10-27: 18.21%2026-10-28: 18.38%2026-10-29: 16.94%2026-10-30: 15.98%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
15.06%
16.10%
18.86%
17.41%
18.36%
15.34%
14.28%
13.31%
13.25%
13.79%
14.69%
15.77%
15.35%
15.04%
14.16%
16.75%
17.35%
16.81%
16.86%
18.64%
18.27%
19.56%
21.90%
20.11%
16.01%
14.89%
16.66%
16.53%
16.89%
16.19%
16.41%
16.01%
15.74%
17.52%
15.72%
18.15%
19.46%
17.61%
17.25%
17.81%
18.58%
19.84%
22.10%
23.89%
16.50%
17.39%
17.31%
17.24%
17.12%
17.44%
17.80%
18.21%
18.38%
16.94%
15.98%