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iShares U.S. Utilities ETF IDU

i

Market datapartial · fetched 2026-10-23T02:21:38.888Z

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 · 2026-10-23T00:00:00.072245861Z

FundamentalsAlpha Vantage · unavailable

Share price$109.84
1D+1.4%
AH$108.15$108.62$109.09$109.55$110.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDU
Sold putSold callAH

iShares U.S. Utilities ETF options

Live interpolated IDU call and put midpoint premiums by absolute delta.iShares U.S. Utilities ETF$0.81$1.86$2.92$3.97$5.03$98.14$103.20$108.26$113.32$118.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDU spot · $109.84IDU PRICE$1.05$1.18$1.33$1.51$1.67$1.95$2.36$2.74$3.19$4.11$4.72$0.92$1.08$1.20$1.39$1.66$1.95$2.29$2.72$3.63$3.72$3.91
PutsExpensive1.15×
CallsCheap0.72×
SkewBearish+4.16 pp
Implied moveBearish±$3.96
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.9625.9%6.2%
25Δ105.7922.7%4.7%
30Δ113.4518.5%4.2%107.2019.9%3.5%
35Δ112.3816.7%3.4%108.1718.5%2.8%
40Δ111.5615.5%2.8%108.9018.3%2.4%
45Δ110.8714.8%2.3%109.6217.9%2.0%
50Δ110.2913.9%1.9%110.3317.9%1.6%
55Δ109.7113.8%1.7%111.0518.2%1.4%
60Δ109.1314.5%1.5%112.0320.9%1.3%
65Δ108.5314.6%1.3%112.5418.8%0.9%
70Δ107.8814.8%1.1%113.1317.0%0.6%
75Δ106.8516.7%1.0%
80Δ106.0316.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.96
IV
25.9%
B/E move
6.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.79
IV
22.7%
B/E move
4.7%

30Δ

Calls
Pseudo strike
113.45
IV
18.5%
B/E move
4.2%
Puts
Pseudo strike
107.20
IV
19.9%
B/E move
3.5%

35Δ

Calls
Pseudo strike
112.38
IV
16.7%
B/E move
3.4%
Puts
Pseudo strike
108.17
IV
18.5%
B/E move
2.8%

40Δ

Calls
Pseudo strike
111.56
IV
15.5%
B/E move
2.8%
Puts
Pseudo strike
108.90
IV
18.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
110.87
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
109.62
IV
17.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
110.29
IV
13.9%
B/E move
1.9%
Puts
Pseudo strike
110.33
IV
17.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
109.71
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
111.05
IV
18.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
109.13
IV
14.5%
B/E move
1.5%
Puts
Pseudo strike
112.03
IV
20.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
108.53
IV
14.6%
B/E move
1.3%
Puts
Pseudo strike
112.54
IV
18.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
107.88
IV
14.8%
B/E move
1.1%
Puts
Pseudo strike
113.13
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
106.85
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
106.03
IV
16.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations