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iShares U.S. Digital Infrastructure and Real Estate ETF IDGT

i

Market dataready · fetched 2026-11-12T03:15:14.489Z

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 · 2026-11-12T01:00:00.138923637Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:15:14.114187+00:00

Share price$106.43
1D-0.0%
AH$105.35$105.94$106.52$107.11$107.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDGT
Sold putSold callAH

iShares U.S. Digital Infrastructure and Real Estate ETF options

Live interpolated IDGT call and put midpoint premiums by absolute delta.iShares U.S. Digital Infrastructure and Real Estate ETF$0.59$2.73$4.87$7.00$9.14$95.03$100.23$105.42$110.62$115.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDGT spot · $106.43IDGT PRICE$0.83$0.96$1.13$1.31$1.49$1.92$2.33$2.68$3.20$4.28$4.77$6.43$8.52$1.01$1.18$1.37$1.63$1.79$1.97$2.24$2.63$3.10$3.41$3.60$3.68$3.76
PutsCheap0.62×
CallsCheap0.90×
SkewBullish-4.94 pp
Implied moveBalanced±$4.57
TiltBullish11.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.5046.5%7.4%99.6953.3%7.3%
25Δ111.3840.5%5.5%101.5747.1%5.7%
30Δ109.9837.1%4.4%103.1742.1%4.4%
35Δ108.9434.8%3.6%104.1840.0%3.6%
40Δ108.0532.2%2.9%105.1636.3%2.9%
45Δ107.4034.6%2.7%105.9833.6%2.3%
50Δ106.7136.1%2.5%106.6632.5%1.9%
55Δ105.9535.8%2.1%107.3732.5%1.6%
60Δ105.1536.9%1.8%108.0933.2%1.3%
65Δ104.0243.3%1.8%108.7231.7%1.1%
70Δ103.1541.9%1.4%109.1929.3%0.8%
75Δ101.3448.7%1.3%109.5226.1%0.6%
80Δ99.0956.6%1.1%109.8523.0%0.3%

20Δ

Calls
Pseudo strike
113.50
IV
46.5%
B/E move
7.4%
Puts
Pseudo strike
99.69
IV
53.3%
B/E move
7.3%

25Δ

Calls
Pseudo strike
111.38
IV
40.5%
B/E move
5.5%
Puts
Pseudo strike
101.57
IV
47.1%
B/E move
5.7%

30Δ

Calls
Pseudo strike
109.98
IV
37.1%
B/E move
4.4%
Puts
Pseudo strike
103.17
IV
42.1%
B/E move
4.4%

35Δ

Calls
Pseudo strike
108.94
IV
34.8%
B/E move
3.6%
Puts
Pseudo strike
104.18
IV
40.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
108.05
IV
32.2%
B/E move
2.9%
Puts
Pseudo strike
105.16
IV
36.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
107.40
IV
34.6%
B/E move
2.7%
Puts
Pseudo strike
105.98
IV
33.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
106.71
IV
36.1%
B/E move
2.5%
Puts
Pseudo strike
106.66
IV
32.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
105.95
IV
35.8%
B/E move
2.1%
Puts
Pseudo strike
107.37
IV
32.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
105.15
IV
36.9%
B/E move
1.8%
Puts
Pseudo strike
108.09
IV
33.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
104.02
IV
43.3%
B/E move
1.8%
Puts
Pseudo strike
108.72
IV
31.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
103.15
IV
41.9%
B/E move
1.4%
Puts
Pseudo strike
109.19
IV
29.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
101.34
IV
48.7%
B/E move
1.3%
Puts
Pseudo strike
109.52
IV
26.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
99.09
IV
56.6%
B/E move
1.1%
Puts
Pseudo strike
109.85
IV
23.0%
B/E move
0.3%

Options history

IV · four-Friday blend28.17%
Daily close
IDGT20.6%30.3%40.0%2026-08-13: 27.12%2026-08-14: 27.30%2026-08-17: 27.52%2026-08-18: 29.01%2026-08-19: 27.99%2026-08-20: 31.90%2026-08-21: 24.39%2026-08-24: 24.54%2026-08-25: 24.50%2026-08-26: 23.95%2026-08-27: 23.35%2026-08-28: 23.77%2026-08-31: 22.32%2026-09-01: 23.56%2026-09-02: 22.15%2026-09-03: 22.28%2026-09-04: 22.22%2026-09-08: 23.40%2026-09-09: 23.58%2026-09-10: 25.24%2026-09-11: 22.64%2026-09-14: 26.43%2026-09-15: 26.22%2026-09-16: 27.52%2026-09-17: 38.62%2026-09-18: 23.52%2026-09-21: 23.37%2026-09-22: 21.90%2026-09-23: 23.70%2026-09-24: 25.46%2026-09-25: 24.18%2026-09-28: 24.03%2026-09-29: 23.98%2026-09-30: 23.27%2026-10-01: 24.37%2026-10-02: 24.19%2026-10-05: 23.32%2026-10-06: 24.88%2026-10-07: 24.63%2026-10-08: 25.07%2026-10-09: 22.77%2026-10-12: 26.19%2026-10-13: 26.29%2026-10-14: 27.90%2026-10-15: 33.43%2026-10-16: 23.93%2026-10-19: 23.66%2026-10-20: 23.75%2026-10-21: 23.60%2026-10-22: 26.26%2026-10-23: 25.59%2026-10-26: 24.97%2026-10-27: 24.10%2026-10-28: 23.97%2026-10-29: 25.34%2026-10-30: 28.17%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.12%
27.30%
27.52%
29.01%
27.99%
31.90%
24.39%
24.54%
24.50%
23.95%
23.35%
23.77%
22.32%
23.56%
22.15%
22.28%
22.22%
23.40%
23.58%
25.24%
22.64%
26.43%
26.22%
27.52%
38.62%
23.52%
23.37%
21.90%
23.70%
25.46%
24.18%
24.03%
23.98%
23.27%
24.37%
24.19%
23.32%
24.88%
24.63%
25.07%
22.77%
26.19%
26.29%
27.90%
33.43%
23.93%
23.66%
23.75%
23.60%
26.26%
25.59%
24.97%
24.10%
23.97%
25.34%
28.17%