IntraAlpha
Create free account Start free

iShares Self-Driving EV and Tech ETF IDRV

i

Market dataready · fetched 2026-11-11T14:54:04.550Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:53:03.169084544Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:54:03.467144+00:00

Share price$31.24
1D-0.1%
$31.21$31.23$31.25$31.26$31.285:30 AM6:30 AM9:00 AM1:00 PMIDRV
Sold putSold call

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$2.09$2.50$2.91$3.33$3.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIDRV PRICE$2.13$2.63$3.13$3.62
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ32.5834.4%2.5%
65Δ33.2035.7%2.1%
70Δ33.8336.9%1.7%
75Δ34.4638.1%1.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.58
IV
34.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.20
IV
35.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.83
IV
36.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.46
IV
38.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.46%
Daily close
IDRV29.0%44.7%60.4%2026-08-13: 37.95%2026-08-14: 38.56%2026-08-17: 41.38%2026-08-18: 42.64%2026-08-19: 47.04%2026-08-20: 52.68%2026-08-21: 32.16%2026-08-24: 31.14%2026-08-25: 33.19%2026-08-26: 32.90%2026-08-27: 33.28%2026-08-28: 33.14%2026-08-31: 34.13%2026-09-01: 32.45%2026-09-02: 34.05%2026-09-03: 33.14%2026-09-04: 33.92%2026-09-08: 35.38%2026-09-09: 35.72%2026-09-10: 36.98%2026-09-11: 37.75%2026-09-14: 37.56%2026-09-15: 33.91%2026-09-16: 48.35%2026-09-17: 56.80%2026-09-18: 31.61%2026-09-21: 32.43%2026-09-22: 33.22%2026-09-23: 34.10%2026-09-24: 34.37%2026-09-25: 32.80%2026-09-28: 33.87%2026-09-29: 35.96%2026-09-30: 36.17%2026-10-01: 36.05%2026-10-02: 36.95%2026-10-05: 38.02%2026-10-06: 37.83%2026-10-07: 39.44%2026-10-08: 38.55%2026-10-09: 40.55%2026-10-12: 44.26%2026-10-13: 47.06%2026-10-14: 49.74%2026-10-15: 58.26%2026-10-16: 33.71%2026-10-19: 33.66%2026-10-20: 32.91%2026-10-21: 33.64%2026-10-22: 35.65%2026-10-23: 33.98%2026-10-26: 33.90%2026-10-27: 33.62%2026-10-28: 32.71%2026-10-29: 34.39%2026-10-30: 34.46%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
37.95%
38.56%
41.38%
42.64%
47.04%
52.68%
32.16%
31.14%
33.19%
32.90%
33.28%
33.14%
34.13%
32.45%
34.05%
33.14%
33.92%
35.38%
35.72%
36.98%
37.75%
37.56%
33.91%
48.35%
56.80%
31.61%
32.43%
33.22%
34.10%
34.37%
32.80%
33.87%
35.96%
36.17%
36.05%
36.95%
38.02%
37.83%
39.44%
38.55%
40.55%
44.26%
47.06%
49.74%
58.26%
33.71%
33.66%
32.91%
33.64%
35.65%
33.98%
33.90%
33.62%
32.71%
34.39%
34.46%