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iShares U.S. Utilities ETF IDU

i

Market datapartial · fetched 2026-10-22T16:19:09.109Z

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 · 2026-10-22T16:18:15.373689448Z

FundamentalsAlpha Vantage · unavailable

Share price$109.04
1D+0.7%
$108.22$108.44$108.67$108.90$109.125:30 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$0.78$1.83$2.88$3.93$4.98$98.24$103.04$107.84$112.63$117.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDU spot · $109.04IDU PRICE$1.04$1.17$1.31$1.45$1.72$1.99$2.28$2.60$2.98$3.36$3.73$0.89$1.04$1.19$1.37$1.58$1.84$2.25$2.71$3.16$3.82$4.68
PutsExpensive1.11×
CallsCheap0.69×
SkewBearish+4.80 pp
Implied moveBearish±$3.97
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.2125.3%6.2%
25Δ104.9522.2%4.7%
30Δ112.6018.2%4.2%106.2920.0%3.6%
35Δ111.6116.6%3.4%107.3718.3%2.8%
40Δ110.8215.4%2.8%108.1517.5%2.3%
45Δ110.0314.2%2.2%108.8417.1%1.9%
50Δ109.4714.3%2.0%109.5517.4%1.6%
55Δ108.9214.3%1.7%110.2717.9%1.4%
60Δ108.3714.1%1.5%110.9818.4%1.1%
65Δ107.8213.9%1.3%111.8619.2%0.9%
70Δ107.2413.6%1.1%112.9120.4%0.7%
75Δ106.6713.3%0.9%
80Δ106.1013.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.21
IV
25.3%
B/E move
6.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.95
IV
22.2%
B/E move
4.7%

30Δ

Calls
Pseudo strike
112.60
IV
18.2%
B/E move
4.2%
Puts
Pseudo strike
106.29
IV
20.0%
B/E move
3.6%

35Δ

Calls
Pseudo strike
111.61
IV
16.6%
B/E move
3.4%
Puts
Pseudo strike
107.37
IV
18.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
110.82
IV
15.4%
B/E move
2.8%
Puts
Pseudo strike
108.15
IV
17.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
110.03
IV
14.2%
B/E move
2.2%
Puts
Pseudo strike
108.84
IV
17.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
109.47
IV
14.3%
B/E move
2.0%
Puts
Pseudo strike
109.55
IV
17.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
108.92
IV
14.3%
B/E move
1.7%
Puts
Pseudo strike
110.27
IV
17.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
108.37
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
110.98
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
107.82
IV
13.9%
B/E move
1.3%
Puts
Pseudo strike
111.86
IV
19.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
107.24
IV
13.6%
B/E move
1.1%
Puts
Pseudo strike
112.91
IV
20.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
106.67
IV
13.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
106.10
IV
13.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations