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BlackRock ETF Trust iShares Defense Industrials and Tech Active ETF IDEF

i

Market dataready · fetched 2026-11-11T15:48:47.896Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:48:46.280665728Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:48:46.564574+00:00

Share price$29.98
1D+0.2%
$29.71$29.78$29.85$29.93$30.005:30 AM6:30 AM9:00 AM1:00 PMIDEF
Sold putSold call

BlackRock ETF Trust iShares Defense Industrials and Tech Active ETF options

Live interpolated IDEF call and put midpoint premiums by absolute delta.BlackRock ETF Trust iShares Defense Industrials and Tech Active ETF$1.15$1.51$1.87$2.23$2.59$26.84$28.40$29.97$31.53$33.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IDEF spot · $29.98IDEF PRICE$1.20$1.31$1.42$1.53$1.64$1.83$2.16$2.49$1.19$1.29$1.40$1.54$1.69
Puts——
Calls——
Skew——
Implied moveBearish±$2.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ28.6948.5%8.3%
40Δ29.3243.8%6.5%
45Δ30.9040.0%7.1%29.8639.9%5.1%
50Δ30.4837.4%6.1%30.3137.4%4.0%
55Δ30.0734.8%5.0%30.7235.3%3.2%
60Δ29.6632.2%4.0%
65Δ29.2529.6%3.0%
70Δ28.8227.9%2.3%
75Δ28.3827.6%1.9%
80Δ27.9527.3%1.5%

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
28.69
IV
48.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.32
IV
43.8%
B/E move
6.5%

45Δ

Calls
Pseudo strike
30.90
IV
40.0%
B/E move
7.1%
Puts
Pseudo strike
29.86
IV
39.9%
B/E move
5.1%

50Δ

Calls
Pseudo strike
30.48
IV
37.4%
B/E move
6.1%
Puts
Pseudo strike
30.31
IV
37.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
30.07
IV
34.8%
B/E move
5.0%
Puts
Pseudo strike
30.72
IV
35.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
29.66
IV
32.2%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.25
IV
29.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.82
IV
27.9%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.38
IV
27.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.95
IV
27.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.72%
Daily close
IDEF28.5%54.6%80.7%2026-08-13: 42.84%2026-08-14: 43.41%2026-08-17: 48.60%2026-08-18: 51.13%2026-08-19: 56.08%2026-08-20: 67.76%2026-08-21: 33.16%2026-08-24: 34.25%2026-08-25: 34.01%2026-08-26: 33.79%2026-08-27: 32.53%2026-08-28: 32.43%2026-08-31: 34.03%2026-09-01: 34.98%2026-09-02: 35.37%2026-09-03: 35.36%2026-09-04: 36.38%2026-09-08: 39.15%2026-09-09: 39.96%2026-09-10: 40.97%2026-09-11: 41.76%2026-09-14: 46.32%2026-09-15: 50.86%2026-09-16: 54.25%2026-09-17: 66.19%2026-09-18: 32.07%2026-09-21: 32.70%2026-09-22: 36.06%2026-09-23: 36.54%2026-09-24: 36.53%2026-09-25: 37.05%2026-09-28: 37.10%2026-09-29: 40.13%2026-09-30: 38.25%2026-10-01: 38.40%2026-10-02: 40.07%2026-10-05: 41.55%2026-10-06: 39.68%2026-10-07: 43.04%2026-10-08: 45.12%2026-10-09: 45.24%2026-10-12: 50.55%2026-10-13: 56.14%2026-10-14: 62.30%2026-10-15: 77.07%2026-10-16: 37.08%2026-10-19: 36.92%2026-10-20: 37.83%2026-10-21: 38.23%2026-10-22: 39.51%2026-10-23: 38.81%2026-10-26: 38.51%2026-10-27: 36.71%2026-10-28: 37.32%2026-10-29: 37.06%2026-10-30: 38.72%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
42.84%
43.41%
48.60%
51.13%
56.08%
67.76%
33.16%
34.25%
34.01%
33.79%
32.53%
32.43%
34.03%
34.98%
35.37%
35.36%
36.38%
39.15%
39.96%
40.97%
41.76%
46.32%
50.86%
54.25%
66.19%
32.07%
32.70%
36.06%
36.54%
36.53%
37.05%
37.10%
40.13%
38.25%
38.40%
40.07%
41.55%
39.68%
43.04%
45.12%
45.24%
50.55%
56.14%
62.30%
77.07%
37.08%
36.92%
37.83%
38.23%
39.51%
38.81%
38.51%
36.71%
37.32%
37.06%
38.72%