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iShares U.S. Utilities ETF IDU

i

Market dataready · fetched 2026-11-13T18:10:30.545Z

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: 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 · 2026-11-13T18:10:05.607613372Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:10:29.839124+00:00

Share price$112.84
1D+0.2%
$112.17$112.38$112.58$112.78$112.995:30 AM6:30 AM9:00 AM1:00 PMIDU
Sold putSold call

iShares U.S. Utilities ETF options

Live interpolated IDU call and put midpoint premiums by absolute delta.iShares U.S. Utilities ETF$0.92$1.10$1.27$1.44$1.61$109.90$111.27$112.64$114.00$115.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive IDU spot · $112.84IDU PRICE$0.94$1.01$1.08$1.17$1.27$1.36$1.06$1.17$1.27$1.42$1.56
Puts——
Calls——
Skew——
Implied moveBearish±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ113.8821.5%1.8%112.0623.3%1.6%
45Δ113.4219.4%1.4%112.5221.6%1.3%
50Δ112.9817.5%1.1%112.9819.9%1.0%
55Δ112.7016.4%0.9%113.3318.9%0.8%
60Δ112.4115.2%0.7%113.6818.1%0.6%
65Δ112.1314.1%0.6%
70Δ
75Δ
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
113.88
IV
21.5%
B/E move
1.8%
Puts
Pseudo strike
112.06
IV
23.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
113.42
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
112.52
IV
21.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
112.98
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
112.98
IV
19.9%
B/E move
1.0%

55Δ

Calls
Pseudo strike
112.70
IV
16.4%
B/E move
0.9%
Puts
Pseudo strike
113.33
IV
18.9%
B/E move
0.8%

60Δ

Calls
Pseudo strike
112.41
IV
15.2%
B/E move
0.7%
Puts
Pseudo strike
113.68
IV
18.1%
B/E move
0.6%

65Δ

Calls
Pseudo strike
112.13
IV
14.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend16.36%
Daily close
IDU14.6%19.1%23.6%2026-08-17: 18.16%2026-08-18: 18.24%2026-08-19: 19.20%2026-08-20: 21.88%2026-08-21: 15.95%2026-08-24: 16.58%2026-08-25: 16.21%2026-08-26: 15.86%2026-08-27: 15.91%2026-08-28: 15.40%2026-08-31: 16.46%2026-09-01: 16.73%2026-09-02: 16.27%2026-09-03: 15.89%2026-09-04: 15.66%2026-09-08: 16.69%2026-09-09: 16.35%2026-09-10: 16.53%2026-09-11: 16.34%2026-09-14: 17.53%2026-09-15: 19.25%2026-09-16: 21.02%2026-09-17: 22.62%2026-09-18: 15.75%2026-09-21: 15.43%2026-09-22: 15.22%2026-09-23: 16.04%2026-09-24: 16.56%2026-09-25: 17.50%2026-09-28: 18.16%2026-09-29: 17.95%2026-09-30: 18.31%2026-10-01: 19.42%2026-10-02: 18.54%2026-10-05: 18.13%2026-10-06: 17.76%2026-10-07: 17.39%2026-10-08: 17.41%2026-10-09: 17.19%2026-10-12: 18.37%2026-10-13: 18.95%2026-10-14: 20.41%2026-10-15: 22.97%2026-10-16: 16.79%2026-10-19: 17.14%2026-10-20: 16.94%2026-10-21: 16.65%2026-10-22: 16.53%2026-10-23: 16.39%2026-10-26: 16.55%2026-10-27: 16.54%2026-10-28: 16.38%2026-10-29: 16.36%Aug 17Sep 23Oct 29
53 observations2026-08-17 — 2026-10-29
Table
DateIV (%)
18.16%
18.24%
19.20%
21.88%
15.95%
16.58%
16.21%
15.86%
15.91%
15.40%
16.46%
16.73%
16.27%
15.89%
15.66%
16.69%
16.35%
16.53%
16.34%
17.53%
19.25%
21.02%
22.62%
15.75%
15.43%
15.22%
16.04%
16.56%
17.50%
18.16%
17.95%
18.31%
19.42%
18.54%
18.13%
17.76%
17.39%
17.41%
17.19%
18.37%
18.95%
20.41%
22.97%
16.79%
17.14%
16.94%
16.65%
16.53%
16.39%
16.55%
16.54%
16.38%
16.36%