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iShares Trust iShares Copper and Metals Mining ETF ICOP

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Market dataready · fetched 2026-11-12T02:51:24.472Z

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 · 2026-11-11T21:00:00.943503462Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:51:24.066155+00:00

Share price$48.34
1D+0.3%
AH$48.16$48.37$48.58$48.79$49.005:30 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$0.62$1.35$2.08$2.81$3.55$43.49$46.21$48.94$51.66$54.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICOP spot · $48.34ICOP PRICE$0.70$0.77$0.84$0.94$1.06$1.18$1.31$1.45$1.70$1.98$2.33$2.73$3.33$0.72$0.81$0.87$0.94$1.03$1.13$1.27$1.41$1.60$1.83$2.06$2.43$2.83
PutsCheap0.93×
CallsCheap0.80×
SkewBullish-6.30 pp
Implied moveBalanced±$2.58
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.9289.6%15.1%43.8481.7%10.8%
25Δ52.5973.1%10.4%45.2569.2%8.1%
30Δ51.1562.2%7.6%46.3058.7%6.0%
35Δ50.2556.2%5.9%47.0751.0%4.6%
40Δ49.5851.8%4.8%47.6046.6%3.7%
45Δ48.9947.9%3.8%48.0942.7%2.9%
50Δ48.5445.3%3.1%48.4640.6%2.4%
55Δ48.1042.8%2.5%48.8338.5%1.9%
60Δ47.6642.9%2.1%49.2037.2%1.5%
65Δ47.2243.8%1.8%49.5736.7%1.2%
70Δ46.7344.7%1.5%49.9436.2%1.0%
75Δ46.2045.8%1.2%50.4136.5%0.7%
80Δ45.4748.6%1.0%50.9137.0%0.5%

20Δ

Calls
Pseudo strike
54.92
IV
89.6%
B/E move
15.1%
Puts
Pseudo strike
43.84
IV
81.7%
B/E move
10.8%

25Δ

Calls
Pseudo strike
52.59
IV
73.1%
B/E move
10.4%
Puts
Pseudo strike
45.25
IV
69.2%
B/E move
8.1%

30Δ

Calls
Pseudo strike
51.15
IV
62.2%
B/E move
7.6%
Puts
Pseudo strike
46.30
IV
58.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
50.25
IV
56.2%
B/E move
5.9%
Puts
Pseudo strike
47.07
IV
51.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
49.58
IV
51.8%
B/E move
4.8%
Puts
Pseudo strike
47.60
IV
46.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
48.99
IV
47.9%
B/E move
3.8%
Puts
Pseudo strike
48.09
IV
42.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
48.54
IV
45.3%
B/E move
3.1%
Puts
Pseudo strike
48.46
IV
40.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
48.10
IV
42.8%
B/E move
2.5%
Puts
Pseudo strike
48.83
IV
38.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
47.66
IV
42.9%
B/E move
2.1%
Puts
Pseudo strike
49.20
IV
37.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
47.22
IV
43.8%
B/E move
1.8%
Puts
Pseudo strike
49.57
IV
36.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
46.73
IV
44.7%
B/E move
1.5%
Puts
Pseudo strike
49.94
IV
36.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
46.20
IV
45.8%
B/E move
1.2%
Puts
Pseudo strike
50.41
IV
36.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
45.47
IV
48.6%
B/E move
1.0%
Puts
Pseudo strike
50.91
IV
37.0%
B/E move
0.5%

Options history

IV · four-Friday blend37.53%
Daily close
ICOP33.1%43.2%53.3%2026-08-13: 38.43%2026-08-14: 36.45%2026-08-17: 39.44%2026-08-18: 37.35%2026-08-24: 42.85%2026-08-26: 41.19%2026-08-27: 41.04%2026-08-28: 39.47%2026-08-31: 39.23%2026-09-01: 38.65%2026-09-02: 38.42%2026-09-03: 38.45%2026-09-04: 38.65%2026-09-08: 41.64%2026-09-09: 42.30%2026-09-10: 41.89%2026-09-11: 38.71%2026-09-14: 40.59%2026-09-15: 40.52%2026-09-16: 47.00%2026-09-17: 51.90%2026-09-18: 37.44%2026-09-21: 36.85%2026-09-22: 36.11%2026-09-23: 36.34%2026-09-24: 36.71%2026-09-25: 36.42%2026-09-28: 37.65%2026-09-29: 35.61%2026-09-30: 35.18%2026-10-01: 36.43%2026-10-02: 35.22%2026-10-05: 35.61%2026-10-06: 35.40%2026-10-07: 36.13%2026-10-08: 36.33%2026-10-09: 36.05%2026-10-12: 38.78%2026-10-13: 38.85%2026-10-14: 41.15%2026-10-15: 42.21%2026-10-16: 34.53%2026-10-19: 35.03%2026-10-20: 35.39%2026-10-21: 35.00%2026-10-22: 36.12%2026-10-23: 36.17%2026-10-26: 36.16%2026-10-27: 35.02%2026-10-28: 35.58%2026-10-29: 35.85%2026-10-30: 37.53%Aug 13Sep 24Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
38.43%
36.45%
39.44%
37.35%
42.85%
41.19%
41.04%
39.47%
39.23%
38.65%
38.42%
38.45%
38.65%
41.64%
42.30%
41.89%
38.71%
40.59%
40.52%
47.00%
51.90%
37.44%
36.85%
36.11%
36.34%
36.71%
36.42%
37.65%
35.61%
35.18%
36.43%
35.22%
35.61%
35.40%
36.13%
36.33%
36.05%
38.78%
38.85%
41.15%
42.21%
34.53%
35.03%
35.39%
35.00%
36.12%
36.17%
36.16%
35.02%
35.58%
35.85%
37.53%