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BlackRock ETF Trust iShares Defense Industrials and Tech Active ETF IDEF

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Market datapartial · fetched 2026-10-22T10:05:15.810Z

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 · 2026-10-21T20:00:00.365185489Z

FundamentalsAlpha Vantage · unavailable

Share price$30.40
1D-0.4%
AH$30.20$30.29$30.38$30.46$30.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDEF
Sold putSold callAH

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$0.67$1.21$1.76$2.31$2.86$25.01$27.75$30.48$33.22$35.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDEF spot · $30.40IDEF PRICE$0.73$1.10$1.16$1.26$1.33$1.45$1.61$1.98$2.65$2.70$2.70$2.70$1.12$1.15$1.21$1.30$1.40$1.51$1.63$1.74$1.83$1.92$2.06$2.36$2.66
PutsExpensive2.43×
CallsExpensive2.71×
SkewBullish-2.06 pp
Implied moveBearish±$3.07
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.97101.0%21.6%
25Δ35.0662.3%17.7%26.8779.3%15.4%
30Δ34.9074.9%18.5%28.1166.6%11.5%
35Δ33.2763.3%13.3%29.0158.3%8.8%
40Δ32.1855.9%10.0%29.6752.4%7.0%
45Δ31.4049.7%7.7%30.2447.6%5.5%
50Δ30.7845.4%6.0%30.7143.8%4.3%
55Δ30.2943.3%4.9%31.1240.3%3.3%
60Δ29.7245.9%4.3%31.4337.0%2.6%
65Δ29.0555.2%4.3%31.7533.8%1.9%
70Δ28.7650.0%3.5%32.0831.0%1.2%
75Δ28.5043.5%2.7%32.4830.5%0.9%
80Δ28.2537.0%1.8%32.8830.0%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.97
IV
101.0%
B/E move
21.6%

25Δ

Calls
Pseudo strike
35.06
IV
62.3%
B/E move
17.7%
Puts
Pseudo strike
26.87
IV
79.3%
B/E move
15.4%

30Δ

Calls
Pseudo strike
34.90
IV
74.9%
B/E move
18.5%
Puts
Pseudo strike
28.11
IV
66.6%
B/E move
11.5%

35Δ

Calls
Pseudo strike
33.27
IV
63.3%
B/E move
13.3%
Puts
Pseudo strike
29.01
IV
58.3%
B/E move
8.8%

40Δ

Calls
Pseudo strike
32.18
IV
55.9%
B/E move
10.0%
Puts
Pseudo strike
29.67
IV
52.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
31.40
IV
49.7%
B/E move
7.7%
Puts
Pseudo strike
30.24
IV
47.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
30.78
IV
45.4%
B/E move
6.0%
Puts
Pseudo strike
30.71
IV
43.8%
B/E move
4.3%

55Δ

Calls
Pseudo strike
30.29
IV
43.3%
B/E move
4.9%
Puts
Pseudo strike
31.12
IV
40.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
29.72
IV
45.9%
B/E move
4.3%
Puts
Pseudo strike
31.43
IV
37.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
29.05
IV
55.2%
B/E move
4.3%
Puts
Pseudo strike
31.75
IV
33.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
28.76
IV
50.0%
B/E move
3.5%
Puts
Pseudo strike
32.08
IV
31.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
28.50
IV
43.5%
B/E move
2.7%
Puts
Pseudo strike
32.48
IV
30.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
28.25
IV
37.0%
B/E move
1.8%
Puts
Pseudo strike
32.88
IV
30.0%
B/E move
0.6%

Options history

No recorded observations