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iShares Self-Driving EV and Tech ETF IDRV

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Market datapartial · fetched 2026-10-22T20:56:48.945Z

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 · 2026-10-22T20:10:00.004026522Z

FundamentalsAlpha Vantage · unavailable

Share price$30.63
1D+0.2%
AH$30.53$30.60$30.68$30.76$30.835:30 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$0.75$1.23$1.72$2.20$2.69$26.48$28.68$30.89$33.09$35.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDRV spot · $30.63IDRV PRICE$0.80$0.80$0.84$0.90$0.97$1.08$1.19$1.28$1.37$1.53$1.81$2.08$2.55$0.80$0.84$0.91$0.97$1.04$1.14$1.24$1.32$1.39$1.46$1.53$1.69$2.01
PutsExpensive1.52×
CallsExpensive2.08×
SkewBullish-5.94 pp
Implied moveBalanced±$2.43
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7593.6%32.4%26.2975.1%16.8%
25Δ35.6768.3%19.1%27.8160.0%12.0%
30Δ33.7855.2%13.0%28.7751.4%9.0%
35Δ32.7047.7%9.7%29.4745.0%7.0%
40Δ31.9142.1%7.4%30.0639.6%5.3%
45Δ31.4039.6%6.1%30.4636.8%4.3%
50Δ30.9237.0%4.9%30.8634.0%3.3%
55Δ30.5734.3%4.0%31.1531.4%2.6%
60Δ30.2131.5%3.1%31.3828.8%2.1%
65Δ29.8430.0%2.4%31.6226.3%1.5%
70Δ29.4530.6%2.1%31.8523.8%1.0%
75Δ29.0631.2%1.7%32.1422.3%0.6%
80Δ28.5032.9%1.4%32.5222.4%0.4%

20Δ

Calls
Pseudo strike
39.75
IV
93.6%
B/E move
32.4%
Puts
Pseudo strike
26.29
IV
75.1%
B/E move
16.8%

25Δ

Calls
Pseudo strike
35.67
IV
68.3%
B/E move
19.1%
Puts
Pseudo strike
27.81
IV
60.0%
B/E move
12.0%

30Δ

Calls
Pseudo strike
33.78
IV
55.2%
B/E move
13.0%
Puts
Pseudo strike
28.77
IV
51.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
32.70
IV
47.7%
B/E move
9.7%
Puts
Pseudo strike
29.47
IV
45.0%
B/E move
7.0%

40Δ

Calls
Pseudo strike
31.91
IV
42.1%
B/E move
7.4%
Puts
Pseudo strike
30.06
IV
39.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
31.40
IV
39.6%
B/E move
6.1%
Puts
Pseudo strike
30.46
IV
36.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
30.92
IV
37.0%
B/E move
4.9%
Puts
Pseudo strike
30.86
IV
34.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
30.57
IV
34.3%
B/E move
4.0%
Puts
Pseudo strike
31.15
IV
31.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
30.21
IV
31.5%
B/E move
3.1%
Puts
Pseudo strike
31.38
IV
28.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
29.84
IV
30.0%
B/E move
2.4%
Puts
Pseudo strike
31.62
IV
26.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
29.45
IV
30.6%
B/E move
2.1%
Puts
Pseudo strike
31.85
IV
23.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
29.06
IV
31.2%
B/E move
1.7%
Puts
Pseudo strike
32.14
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
28.50
IV
32.9%
B/E move
1.4%
Puts
Pseudo strike
32.52
IV
22.4%
B/E move
0.4%

Options history

No recorded observations