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iShares Trust iShares Copper and Metals Mining ETF ICOP

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Market datapartial · fetched 2026-10-22T23:48:41.785Z

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 · 2026-10-22T20:24:11.630489408Z

FundamentalsAlpha Vantage · unavailable

Share price$48.43
1D-0.9%
AH$47.55$47.91$48.27$48.63$48.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICOP
Sold putSold callAH

iShares Trust iShares Copper and Metals Mining ETF options

Live interpolated ICOP call and put midpoint premiums by absolute delta.iShares Trust iShares Copper and Metals Mining ETF$0.55$3.00$5.46$7.92$10.37$40.43$44.46$48.49$52.52$56.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICOP spot · $48.43ICOP PRICE$0.81$0.89$1.02$1.14$1.27$1.44$1.75$2.25$2.45$2.53$2.83$3.22$3.59$0.87$0.92$1.24$1.50$1.81$2.12$2.39$3.17$3.74$4.44$5.36$6.81$9.66
PutsExpensive1.09×
CallsFair1.05×
SkewBearish+10.33 pp
Implied moveBearish±$4.13
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.4757.7%18.3%43.3053.5%12.4%
25Δ53.6247.0%12.6%45.1642.5%8.7%
30Δ52.0541.8%9.6%45.8744.6%7.8%
35Δ50.9137.6%7.5%46.6843.6%6.7%
40Δ50.0334.5%5.9%47.4643.0%5.7%
45Δ49.3832.9%5.0%48.1942.5%4.9%
50Δ48.7733.6%4.3%48.9040.7%4.0%
55Δ48.1837.6%4.1%49.8045.5%3.7%
60Δ47.6536.0%3.5%50.6546.3%3.1%
65Δ47.1531.9%2.6%51.6247.3%2.6%
70Δ46.5930.7%2.0%52.7649.2%2.1%
75Δ46.0030.7%1.6%54.4053.4%1.7%
80Δ45.4629.3%1.3%57.3863.4%1.5%

20Δ

Calls
Pseudo strike
56.47
IV
57.7%
B/E move
18.3%
Puts
Pseudo strike
43.30
IV
53.5%
B/E move
12.4%

25Δ

Calls
Pseudo strike
53.62
IV
47.0%
B/E move
12.6%
Puts
Pseudo strike
45.16
IV
42.5%
B/E move
8.7%

30Δ

Calls
Pseudo strike
52.05
IV
41.8%
B/E move
9.6%
Puts
Pseudo strike
45.87
IV
44.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
50.91
IV
37.6%
B/E move
7.5%
Puts
Pseudo strike
46.68
IV
43.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
50.03
IV
34.5%
B/E move
5.9%
Puts
Pseudo strike
47.46
IV
43.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
49.38
IV
32.9%
B/E move
5.0%
Puts
Pseudo strike
48.19
IV
42.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
48.77
IV
33.6%
B/E move
4.3%
Puts
Pseudo strike
48.90
IV
40.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
48.18
IV
37.6%
B/E move
4.1%
Puts
Pseudo strike
49.80
IV
45.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
47.65
IV
36.0%
B/E move
3.5%
Puts
Pseudo strike
50.65
IV
46.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
47.15
IV
31.9%
B/E move
2.6%
Puts
Pseudo strike
51.62
IV
47.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
46.59
IV
30.7%
B/E move
2.0%
Puts
Pseudo strike
52.76
IV
49.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
46.00
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
54.40
IV
53.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
45.46
IV
29.3%
B/E move
1.3%
Puts
Pseudo strike
57.38
IV
63.4%
B/E move
1.5%

Options history

No recorded observations