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iShares Select U.S. REIT ETF ICF

i

Market datapartial · fetched 2026-10-23T08:07:34.026Z

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 · 2026-10-23T00:00:03.543217956Z

FundamentalsAlpha Vantage · unavailable

Share price$65.44
1D+1.0%
AH$64.56$64.80$65.04$65.28$65.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICF
Sold putSold callAH

iShares Select U.S. REIT ETF options

Live interpolated ICF call and put midpoint premiums by absolute delta.iShares Select U.S. REIT ETF$0.26$1.35$2.44$3.53$4.62$60.89$63.04$65.19$67.34$69.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICF spot · $65.44ICF PRICE$0.38$0.45$0.59$0.73$0.85$0.97$1.22$1.52$1.81$2.06$2.31$2.54$2.77$0.48$0.58$0.67$0.86$1.05$1.24$1.43$1.68$2.02$2.39$2.79$3.58$4.30
PutsExpensive1.39×
CallsFair1.04×
SkewBearish+2.75 pp
Implied moveBearish±$2.65
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.7818.9%5.7%62.3223.0%5.5%
25Δ67.8016.4%4.3%63.2420.7%4.3%
30Δ67.3817.1%3.9%63.9718.8%3.3%
35Δ66.9717.6%3.5%64.4319.0%2.9%
40Δ66.5416.8%3.0%64.8719.3%2.5%
45Δ66.1216.0%2.5%65.3019.2%2.1%
50Δ65.7016.9%2.3%65.7318.9%1.7%
55Δ65.2818.3%2.1%66.1819.0%1.4%
60Δ64.8519.1%1.9%66.6719.7%1.2%
65Δ64.4118.9%1.6%67.1920.2%1.0%
70Δ63.9818.5%1.3%67.7420.5%0.7%
75Δ63.6017.5%1.1%68.6322.6%0.6%
80Δ63.2216.5%0.8%69.4923.4%0.4%

20Δ

Calls
Pseudo strike
68.78
IV
18.9%
B/E move
5.7%
Puts
Pseudo strike
62.32
IV
23.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
67.80
IV
16.4%
B/E move
4.3%
Puts
Pseudo strike
63.24
IV
20.7%
B/E move
4.3%

30Δ

Calls
Pseudo strike
67.38
IV
17.1%
B/E move
3.9%
Puts
Pseudo strike
63.97
IV
18.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
66.97
IV
17.6%
B/E move
3.5%
Puts
Pseudo strike
64.43
IV
19.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
66.54
IV
16.8%
B/E move
3.0%
Puts
Pseudo strike
64.87
IV
19.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
66.12
IV
16.0%
B/E move
2.5%
Puts
Pseudo strike
65.30
IV
19.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
65.70
IV
16.9%
B/E move
2.3%
Puts
Pseudo strike
65.73
IV
18.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
65.28
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
66.18
IV
19.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
64.85
IV
19.1%
B/E move
1.9%
Puts
Pseudo strike
66.67
IV
19.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
64.41
IV
18.9%
B/E move
1.6%
Puts
Pseudo strike
67.19
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
63.98
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
67.74
IV
20.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
63.60
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
68.63
IV
22.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
63.22
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
69.49
IV
23.4%
B/E move
0.4%

Options history

No recorded observations