IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T04:28:18.375Z

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 · 2026-10-23T00:00:00.078882969Z

FundamentalsAlpha Vantage · unavailable

Share price$105.84
1D-1.7%
AH$105.15$105.89$106.63$107.36$108.105:30 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$0.96$3.46$5.95$8.45$10.94$93.67$101.07$108.46$115.85$123.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDGT spot · $105.84IDGT PRICE$1.23$1.51$1.80$2.15$2.53$3.38$3.69$4.31$4.82$5.90$7.41$8.85$10.22$1.54$1.52$1.99$2.45$2.84$2.87$3.35$4.50$4.69$4.75$5.68$6.76$7.42
PutsFair0.96×
CallsExpensive1.17×
SkewBullish-5.15 pp
Implied moveBullish±$7.04
TiltBullish6.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.1639.0%11.9%96.2045.0%10.6%
25Δ114.1636.2%9.3%100.2732.6%6.7%
30Δ112.0033.9%7.5%101.5633.1%5.9%
35Δ110.4132.8%6.3%102.8633.6%5.1%
40Δ108.9731.8%5.3%104.1732.3%4.3%
45Δ108.0336.0%5.3%105.4727.4%3.1%
50Δ106.6133.4%4.2%106.4427.3%2.6%
55Δ105.3833.5%3.6%107.7431.0%2.5%
60Δ104.1932.4%3.0%108.5328.5%1.9%
65Δ102.7534.5%2.7%109.2724.8%1.2%
70Δ100.9537.8%2.4%110.4725.6%1.0%
75Δ99.1339.3%2.0%111.8226.4%0.7%
80Δ97.3039.0%1.6%112.8025.0%0.4%

20Δ

Calls
Pseudo strike
117.16
IV
39.0%
B/E move
11.9%
Puts
Pseudo strike
96.20
IV
45.0%
B/E move
10.6%

25Δ

Calls
Pseudo strike
114.16
IV
36.2%
B/E move
9.3%
Puts
Pseudo strike
100.27
IV
32.6%
B/E move
6.7%

30Δ

Calls
Pseudo strike
112.00
IV
33.9%
B/E move
7.5%
Puts
Pseudo strike
101.56
IV
33.1%
B/E move
5.9%

35Δ

Calls
Pseudo strike
110.41
IV
32.8%
B/E move
6.3%
Puts
Pseudo strike
102.86
IV
33.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
108.97
IV
31.8%
B/E move
5.3%
Puts
Pseudo strike
104.17
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
108.03
IV
36.0%
B/E move
5.3%
Puts
Pseudo strike
105.47
IV
27.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
106.61
IV
33.4%
B/E move
4.2%
Puts
Pseudo strike
106.44
IV
27.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
105.38
IV
33.5%
B/E move
3.6%
Puts
Pseudo strike
107.74
IV
31.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
104.19
IV
32.4%
B/E move
3.0%
Puts
Pseudo strike
108.53
IV
28.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
102.75
IV
34.5%
B/E move
2.7%
Puts
Pseudo strike
109.27
IV
24.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
100.95
IV
37.8%
B/E move
2.4%
Puts
Pseudo strike
110.47
IV
25.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
99.13
IV
39.3%
B/E move
2.0%
Puts
Pseudo strike
111.82
IV
26.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
97.30
IV
39.0%
B/E move
1.6%
Puts
Pseudo strike
112.80
IV
25.0%
B/E move
0.4%

Options history

No recorded observations