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iShares Global Clean Energy ETF ICLN

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Market dataready · fetched 2026-11-10T22:34:22.941Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:24:50.337902677Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:34:22.523795+00:00

Share price$16.16
1D-1.4%
AH$16.03$16.12$16.22$16.31$16.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICLN
Sold putSold callAH

iShares Global Clean Energy ETF options

Live interpolated ICLN call and put midpoint premiums by absolute delta.iShares Global Clean Energy ETF$0.14$0.48$0.83$1.18$1.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —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 unavailable: no unambiguous, price-consistent delta bracketC —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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEICLN PRICE$0.94$0.99$0.18$1.42
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ15.8850.4%2.8%
40Δ
45Δ
50Δ
55Δ16.74186.9%5.2%
60Δ
65Δ
70Δ
75Δ15.4381.6%1.3%
80Δ15.3373.4%1.0%

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
15.88
IV
50.4%
B/E move
2.8%

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
16.74
IV
186.9%
B/E move
5.2%

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
15.43
IV
81.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.33
IV
73.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.97%
Daily close
ICLN22.9%90.9%159.0%2026-08-12: 55.45%2026-08-13: 74.40%2026-08-14: 54.57%2026-08-17: 57.21%2026-08-18: 53.13%2026-08-19: 60.82%2026-08-20: 74.38%2026-08-21: 42.09%2026-08-24: 44.75%2026-08-25: 56.10%2026-08-26: 58.33%2026-08-27: 57.46%2026-08-28: 37.60%2026-08-31: 98.98%2026-09-01: 69.28%2026-09-02: 52.72%2026-09-03: 95.82%2026-09-04: 32.26%2026-09-08: 49.33%2026-09-09: 49.64%2026-09-10: 67.67%2026-09-11: 37.01%2026-09-14: 83.18%2026-09-15: 47.65%2026-09-16: 103.63%2026-09-17: 118.39%2026-09-18: 67.78%2026-09-21: 52.99%2026-09-22: 62.52%2026-09-23: 49.70%2026-09-24: 56.29%2026-09-25: 46.74%2026-09-28: 54.20%2026-09-29: 48.31%2026-09-30: 80.13%2026-10-01: 85.94%2026-10-02: 46.89%2026-10-05: 34.74%2026-10-06: 39.34%2026-10-07: 52.14%2026-10-08: 93.80%2026-10-09: 65.40%2026-10-12: 89.06%2026-10-13: 60.67%2026-10-14: 91.14%2026-10-15: 72.42%2026-10-16: 54.02%2026-10-19: 64.83%2026-10-20: 75.77%2026-10-21: 80.90%2026-10-22: 149.63%2026-10-23: 70.48%2026-10-26: 83.83%2026-10-27: 81.10%2026-10-28: 125.08%2026-10-29: 70.60%2026-10-30: 46.97%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
55.45%
74.40%
54.57%
57.21%
53.13%
60.82%
74.38%
42.09%
44.75%
56.10%
58.33%
57.46%
37.60%
98.98%
69.28%
52.72%
95.82%
32.26%
49.33%
49.64%
67.67%
37.01%
83.18%
47.65%
103.63%
118.39%
67.78%
52.99%
62.52%
49.70%
56.29%
46.74%
54.20%
48.31%
80.13%
85.94%
46.89%
34.74%
39.34%
52.14%
93.80%
65.40%
89.06%
60.67%
91.14%
72.42%
54.02%
64.83%
75.77%
80.90%
149.63%
70.48%
83.83%
81.10%
125.08%
70.60%
46.97%