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iShares Genomics Immunology and Healthcare ETF IDNA

i

Market dataready · fetched 2026-11-11T14:59:58.152Z

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 · 2026-11-11T14:59:30.687351667Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:59:57.459698+00:00

Share price$42.24
1D-0.9%
$42.13$42.29$42.45$42.61$42.765:30 AM6:30 AM9:00 AM1:00 PMIDNA
Sold putSold call

iShares Genomics Immunology and Healthcare ETF options

Live interpolated IDNA call and put midpoint premiums by absolute delta.iShares Genomics Immunology and Healthcare ETF$0.44$1.15$1.86$2.58$3.29$37.04$39.48$41.92$44.36$46.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IDNA spot · $42.24IDNA PRICE$0.52$0.72$0.93$1.06$1.17$1.26$1.35$1.57$1.79$2.09$2.52$3.08$0.92$0.99$1.06$1.13$1.30$1.51$1.59$1.66$1.73$1.79$1.86$1.93
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
20Δ35.27133.1%18.7%
25Δ44.8051.8%7.3%37.02112.5%14.7%
30Δ44.4456.3%6.9%38.7791.9%10.7%
35Δ44.0960.9%6.6%40.5371.4%6.7%
40Δ43.5258.4%5.5%41.4164.7%5.1%
45Δ42.9253.9%4.4%41.9663.1%4.2%
50Δ42.4649.9%3.5%42.2858.6%3.7%
55Δ42.0145.8%2.6%42.5953.8%3.1%
60Δ41.6245.5%2.2%42.8949.0%2.5%
65Δ41.2445.3%1.9%43.2044.2%2.0%
70Δ40.7946.1%1.5%43.5039.5%1.4%
75Δ40.2648.4%1.3%43.8134.7%0.9%
80Δ39.5951.6%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.27
IV
133.1%
B/E move
18.7%

25Δ

Calls
Pseudo strike
44.80
IV
51.8%
B/E move
7.3%
Puts
Pseudo strike
37.02
IV
112.5%
B/E move
14.7%

30Δ

Calls
Pseudo strike
44.44
IV
56.3%
B/E move
6.9%
Puts
Pseudo strike
38.77
IV
91.9%
B/E move
10.7%

35Δ

Calls
Pseudo strike
44.09
IV
60.9%
B/E move
6.6%
Puts
Pseudo strike
40.53
IV
71.4%
B/E move
6.7%

40Δ

Calls
Pseudo strike
43.52
IV
58.4%
B/E move
5.5%
Puts
Pseudo strike
41.41
IV
64.7%
B/E move
5.1%

45Δ

Calls
Pseudo strike
42.92
IV
53.9%
B/E move
4.4%
Puts
Pseudo strike
41.96
IV
63.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
42.46
IV
49.9%
B/E move
3.5%
Puts
Pseudo strike
42.28
IV
58.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
42.01
IV
45.8%
B/E move
2.6%
Puts
Pseudo strike
42.59
IV
53.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
41.62
IV
45.5%
B/E move
2.2%
Puts
Pseudo strike
42.89
IV
49.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
41.24
IV
45.3%
B/E move
1.9%
Puts
Pseudo strike
43.20
IV
44.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
40.79
IV
46.1%
B/E move
1.5%
Puts
Pseudo strike
43.50
IV
39.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
40.26
IV
48.4%
B/E move
1.3%
Puts
Pseudo strike
43.81
IV
34.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
39.59
IV
51.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.68%
Daily close
IDNA27.9%41.4%54.8%2026-08-13: 32.40%2026-08-14: 31.75%2026-08-17: 35.36%2026-08-18: 38.13%2026-08-21: 31.42%2026-08-24: 33.23%2026-08-26: 31.73%2026-08-27: 32.64%2026-08-28: 34.73%2026-08-31: 35.39%2026-09-01: 34.55%2026-09-02: 34.01%2026-09-03: 35.15%2026-09-04: 34.44%2026-09-08: 36.71%2026-09-09: 36.05%2026-09-10: 38.16%2026-09-11: 39.26%2026-09-14: 36.55%2026-09-15: 40.30%2026-09-16: 39.66%2026-09-17: 52.98%2026-09-18: 32.57%2026-09-21: 31.43%2026-09-22: 29.78%2026-09-23: 32.00%2026-09-24: 32.35%2026-09-25: 31.87%2026-09-28: 32.23%2026-09-29: 32.62%2026-09-30: 31.52%2026-10-01: 31.81%2026-10-02: 32.27%2026-10-05: 32.83%2026-10-06: 34.13%2026-10-07: 32.43%2026-10-08: 35.93%2026-10-09: 36.27%2026-10-12: 39.53%2026-10-13: 38.90%2026-10-14: 42.66%2026-10-15: 49.94%2026-10-16: 31.52%2026-10-19: 32.43%2026-10-20: 32.84%2026-10-21: 33.10%2026-10-22: 36.59%2026-10-23: 35.83%2026-10-26: 36.46%2026-10-27: 37.29%2026-10-28: 35.01%2026-10-29: 36.02%2026-10-30: 35.68%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.40%
31.75%
35.36%
38.13%
31.42%
33.23%
31.73%
32.64%
34.73%
35.39%
34.55%
34.01%
35.15%
34.44%
36.71%
36.05%
38.16%
39.26%
36.55%
40.30%
39.66%
52.98%
32.57%
31.43%
29.78%
32.00%
32.35%
31.87%
32.23%
32.62%
31.52%
31.81%
32.27%
32.83%
34.13%
32.43%
35.93%
36.27%
39.53%
38.90%
42.66%
49.94%
31.52%
32.43%
32.84%
33.10%
36.59%
35.83%
36.46%
37.29%
35.01%
36.02%
35.68%