IntraAlpha
Create free account Start free

iShares Global Clean Energy ETF ICLN

i

Market dataready · fetched 2026-10-21T17:01:45.706Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:41.094180269Z

FundamentalsAlpha Vantage · ready

Share price$16.49
1D+0.1%
$16.42$16.45$16.48$16.51$16.545:30 AM6:30 AM9:00 AM1:00 PMICLN
Sold putSold call

iShares Global Clean Energy ETF options

Live interpolated ICLN call and put midpoint premiums by absolute delta.iShares Global Clean Energy ETF$0.35$0.91$1.47$2.03$2.60$13.03$14.80$16.57$18.33$20.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICLN spot · $16.48ICLN PRICE$0.44$1.05$1.07$0.57$0.95$0.80$0.43$0.41$0.44$0.48$0.52$0.55$2.43$0.94$1.01$1.07$1.07$1.00$0.67$0.41$0.70$0.98$1.26$1.54$1.70$0.60
PutsExpensive11.66×
CallsExpensive8.44×
SkewBullish-12.73 pp
Implied moveBalanced±$0.84
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.61357.5%33.8%12.67544.6%28.9%
25Δ27.61713.9%73.8%13.85451.0%22.1%
30Δ22.50552.2%43.0%14.76382.9%17.0%
35Δ18.02220.9%12.8%15.47316.0%12.7%
40Δ17.89297.7%14.3%16.00249.0%9.0%
45Δ17.40228.5%10.4%16.27155.1%5.4%
50Δ16.6194.7%3.4%16.5476.0%2.2%
55Δ16.4272.4%2.1%16.8494.1%2.1%
60Δ16.3368.5%1.7%17.13112.1%2.0%
65Δ16.2464.6%1.4%17.43130.1%1.9%
70Δ16.1460.6%1.1%17.73148.1%1.8%
75Δ16.0556.7%0.7%17.92154.6%1.6%
80Δ14.41240.6%2.2%17.0249.9%0.4%

20Δ

Calls
Pseudo strike
21.61
IV
357.5%
B/E move
33.8%
Puts
Pseudo strike
12.67
IV
544.6%
B/E move
28.9%

25Δ

Calls
Pseudo strike
27.61
IV
713.9%
B/E move
73.8%
Puts
Pseudo strike
13.85
IV
451.0%
B/E move
22.1%

30Δ

Calls
Pseudo strike
22.50
IV
552.2%
B/E move
43.0%
Puts
Pseudo strike
14.76
IV
382.9%
B/E move
17.0%

35Δ

Calls
Pseudo strike
18.02
IV
220.9%
B/E move
12.8%
Puts
Pseudo strike
15.47
IV
316.0%
B/E move
12.7%

40Δ

Calls
Pseudo strike
17.89
IV
297.7%
B/E move
14.3%
Puts
Pseudo strike
16.00
IV
249.0%
B/E move
9.0%

45Δ

Calls
Pseudo strike
17.40
IV
228.5%
B/E move
10.4%
Puts
Pseudo strike
16.27
IV
155.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
16.61
IV
94.7%
B/E move
3.4%
Puts
Pseudo strike
16.54
IV
76.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
16.42
IV
72.4%
B/E move
2.1%
Puts
Pseudo strike
16.84
IV
94.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
16.33
IV
68.5%
B/E move
1.7%
Puts
Pseudo strike
17.13
IV
112.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
16.24
IV
64.6%
B/E move
1.4%
Puts
Pseudo strike
17.43
IV
130.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.14
IV
60.6%
B/E move
1.1%
Puts
Pseudo strike
17.73
IV
148.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
16.05
IV
56.7%
B/E move
0.7%
Puts
Pseudo strike
17.92
IV
154.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
14.41
IV
240.6%
B/E move
2.2%
Puts
Pseudo strike
17.02
IV
49.9%
B/E move
0.4%

Options history

ICLN64.3070.4776.642026-10-19: 65.15%2026-10-20: 75.79%Oct 19Oct 20
Table
DateIV
65.15%
75.79%