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iShares Genomics Immunology and Healthcare ETF IDNA

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Market dataready · fetched 2026-10-22T10:43:45.501Z

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 · 2026-10-22T00:00:00.106302908Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:43:43.051786+00:00

Share price$42.70
1D+0.3%
AH$42.42$42.60$42.79$42.98$43.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDNA
Sold putSold callAH

iShares Genomics Immunology and Healthcare ETF options

Live interpolated IDNA call and put midpoint premiums by absolute delta.iShares Genomics Immunology and Healthcare ETF$0.77$1.66$2.56$3.46$4.36$36.77$39.68$42.60$45.52$48.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDNA spot · $42.70IDNA PRICE$1.00$1.14$1.25$1.40$1.56$1.86$2.17$2.53$2.93$3.42$4.10$0.86$0.98$1.17$1.31$1.47$1.64$1.82$2.01$2.20$2.59$2.98$3.36$3.79
PutsFair0.98×
CallsExpensive1.07×
SkewBearish+0.84 pp
Implied moveBearish±$3.38
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.7558.8%13.6%
25Δ39.2950.6%10.3%
30Δ46.3446.4%10.9%40.2747.5%8.4%
35Δ45.2442.6%8.6%41.1643.2%6.7%
40Δ44.3638.7%6.8%41.8840.2%5.4%
45Δ43.6536.1%5.5%42.4837.8%4.4%
50Δ43.0434.6%4.5%43.0435.5%3.5%
55Δ42.5035.1%3.9%43.5233.7%2.8%
60Δ41.9635.8%3.4%44.0031.9%2.1%
65Δ41.3936.2%2.9%44.5532.1%1.7%
70Δ40.7836.6%2.4%45.1132.2%1.3%
75Δ40.1237.3%1.9%45.6531.3%0.9%
80Δ39.2838.9%1.6%46.2330.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.75
IV
58.8%
B/E move
13.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.29
IV
50.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
46.34
IV
46.4%
B/E move
10.9%
Puts
Pseudo strike
40.27
IV
47.5%
B/E move
8.4%

35Δ

Calls
Pseudo strike
45.24
IV
42.6%
B/E move
8.6%
Puts
Pseudo strike
41.16
IV
43.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
44.36
IV
38.7%
B/E move
6.8%
Puts
Pseudo strike
41.88
IV
40.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
43.65
IV
36.1%
B/E move
5.5%
Puts
Pseudo strike
42.48
IV
37.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
43.04
IV
34.6%
B/E move
4.5%
Puts
Pseudo strike
43.04
IV
35.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
42.50
IV
35.1%
B/E move
3.9%
Puts
Pseudo strike
43.52
IV
33.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
41.96
IV
35.8%
B/E move
3.4%
Puts
Pseudo strike
44.00
IV
31.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
41.39
IV
36.2%
B/E move
2.9%
Puts
Pseudo strike
44.55
IV
32.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
40.78
IV
36.6%
B/E move
2.4%
Puts
Pseudo strike
45.11
IV
32.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
40.12
IV
37.3%
B/E move
1.9%
Puts
Pseudo strike
45.65
IV
31.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
39.28
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
46.23
IV
30.5%
B/E move
0.6%

Options history

No recorded observations