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iShares U.S. Utilities ETF IDU

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Market datapartial · fetched 2026-10-22T16:38:08.461Z

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 · 2026-10-22T16:33:19.06881825Z

FundamentalsAlpha Vantage · unavailable

Share price$109.07
1D+0.7%
$108.22$108.45$108.68$108.90$109.135:30 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$1.50$2.38$3.25$4.12$5.00$98.24$103.05$107.85$112.66$117.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDU spot · $109.07IDU PRICE$2.45$1.88$1.95$2.45$2.45$2.47$2.81$3.18$3.65$2.21$2.45$2.45$2.45$1.60$1.77$2.18$2.45$2.45$3.20$4.74
PutsExpensive1.57×
CallsCheap0.78×
SkewBearish+10.53 pp
Implied moveBearish±$4.13
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.8557.6%13.2%
25Δ100.5649.6%10.0%
30Δ103.9039.3%7.0%
35Δ106.1332.1%4.9%
40Δ112.1729.2%5.1%108.1917.7%2.3%
45Δ110.4118.7%2.9%108.8916.5%1.8%
50Δ109.5116.0%2.2%109.5917.1%1.5%
55Δ108.9417.7%2.1%110.1816.7%1.2%
60Δ108.4615.4%1.7%110.6114.6%0.8%
65Δ107.9713.2%1.3%111.5116.1%0.7%
70Δ107.4113.0%1.0%112.9920.7%0.8%
75Δ106.8312.9%0.9%
80Δ106.2012.8%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.85
IV
57.6%
B/E move
13.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.56
IV
49.6%
B/E move
10.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.90
IV
39.3%
B/E move
7.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.13
IV
32.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
112.17
IV
29.2%
B/E move
5.1%
Puts
Pseudo strike
108.19
IV
17.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
110.41
IV
18.7%
B/E move
2.9%
Puts
Pseudo strike
108.89
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
109.51
IV
16.0%
B/E move
2.2%
Puts
Pseudo strike
109.59
IV
17.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
108.94
IV
17.7%
B/E move
2.1%
Puts
Pseudo strike
110.18
IV
16.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
108.46
IV
15.4%
B/E move
1.7%
Puts
Pseudo strike
110.61
IV
14.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
107.97
IV
13.2%
B/E move
1.3%
Puts
Pseudo strike
111.51
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
107.41
IV
13.0%
B/E move
1.0%
Puts
Pseudo strike
112.99
IV
20.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
106.83
IV
12.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
106.20
IV
12.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations