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iShares Self-Driving EV and Tech ETF IDRV

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Market dataready · fetched 2026-10-22T13:26:17.220Z

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 · 2026-10-22T00:00:00.153217931Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:26:15.212370+00:00

Share price$31.52
1D-0.7%
AH$31.42$31.50$31.59$31.67$31.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDRV
Sold putSold callAH

iShares Self-Driving EV and Tech ETF options

Live interpolated IDRV call and put midpoint premiums by absolute delta.iShares Self-Driving EV and Tech ETF$0.76$1.17$1.58$1.99$2.40$27.43$29.59$31.76$33.92$36.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDRV spot · $31.52IDRV PRICE$0.80$0.81$0.82$0.89$0.98$1.08$1.17$1.26$1.35$1.51$1.70$1.88$2.28$0.80$0.82$0.86$0.93$1.02$1.10$1.19$1.27$1.38$1.48$1.59$1.73$2.11
PutsExpensive1.65×
CallsExpensive1.99×
SkewBullish-5.33 pp
Implied moveBalanced±$2.36
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.5390.1%31.1%27.1672.7%16.4%
25Δ36.6066.7%18.7%28.7356.8%11.4%
30Δ34.5952.2%12.3%29.7247.4%8.4%
35Δ33.5745.7%9.3%30.3941.9%6.5%
40Δ32.8341.2%7.3%30.9637.6%5.0%
45Δ32.2837.9%5.8%31.3534.6%4.1%
50Δ31.8235.0%4.7%31.7231.7%3.1%
55Δ31.4632.4%3.8%32.0629.1%2.3%
60Δ31.0929.8%2.9%32.3027.3%1.9%
65Δ30.7628.6%2.4%32.5525.5%1.4%
70Δ30.4427.9%2.0%32.7923.8%1.0%
75Δ30.1127.2%1.5%33.0722.3%0.6%
80Δ29.6228.3%1.2%33.5122.9%0.4%

20Δ

Calls
Pseudo strike
40.53
IV
90.1%
B/E move
31.1%
Puts
Pseudo strike
27.16
IV
72.7%
B/E move
16.4%

25Δ

Calls
Pseudo strike
36.60
IV
66.7%
B/E move
18.7%
Puts
Pseudo strike
28.73
IV
56.8%
B/E move
11.4%

30Δ

Calls
Pseudo strike
34.59
IV
52.2%
B/E move
12.3%
Puts
Pseudo strike
29.72
IV
47.4%
B/E move
8.4%

35Δ

Calls
Pseudo strike
33.57
IV
45.7%
B/E move
9.3%
Puts
Pseudo strike
30.39
IV
41.9%
B/E move
6.5%

40Δ

Calls
Pseudo strike
32.83
IV
41.2%
B/E move
7.3%
Puts
Pseudo strike
30.96
IV
37.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
32.28
IV
37.9%
B/E move
5.8%
Puts
Pseudo strike
31.35
IV
34.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
31.82
IV
35.0%
B/E move
4.7%
Puts
Pseudo strike
31.72
IV
31.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
31.46
IV
32.4%
B/E move
3.8%
Puts
Pseudo strike
32.06
IV
29.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
31.09
IV
29.8%
B/E move
2.9%
Puts
Pseudo strike
32.30
IV
27.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
30.76
IV
28.6%
B/E move
2.4%
Puts
Pseudo strike
32.55
IV
25.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
30.44
IV
27.9%
B/E move
2.0%
Puts
Pseudo strike
32.79
IV
23.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
30.11
IV
27.2%
B/E move
1.5%
Puts
Pseudo strike
33.07
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
29.62
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
33.51
IV
22.9%
B/E move
0.4%

Options history

No recorded observations