IntraAlpha
Create free account Start free

iShares International Select Dividend ETF IDV

i

Market datapartial · fetched 2026-10-22T23:09:28.990Z

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 · 2026-10-22T22:30:03.662217025Z

FundamentalsAlpha Vantage · unavailable

Share price$42.32
1D-0.0%
AH$42.08$42.15$42.21$42.28$42.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDV
Sold putSold callAH

iShares International Select Dividend ETF options

Live interpolated IDV call and put midpoint premiums by absolute delta.iShares International Select Dividend ETF$0.28$1.15$2.01$2.87$3.74$38.18$40.14$42.09$44.05$46.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDV spot · $42.32IDV PRICE$0.72$0.59$0.38$0.38$0.54$0.80$1.05$1.30$1.45$1.51$1.57$1.63$1.77$0.61$0.74$0.81$0.87$0.92$0.97$1.01$1.06$1.13$2.36$2.73$3.11$3.49
PutsExpensive1.24×
CallsCheap0.94×
SkewBearish+5.18 pp
Implied moveBalanced±$2.06
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.5258.9%18.7%38.5843.4%10.3%
25Δ45.8836.4%9.8%39.6339.4%8.1%
30Δ43.6917.5%4.1%40.5134.4%6.2%
35Δ43.1813.9%2.9%41.2129.9%4.7%
40Δ42.8414.7%2.5%41.7426.3%3.6%
45Δ42.6017.7%2.5%42.1423.4%2.7%
50Δ42.3620.6%2.6%42.4321.1%2.1%
55Δ42.1223.6%2.6%42.7218.9%1.6%
60Δ41.8823.9%2.4%43.0317.0%1.0%
65Δ41.6521.8%2.0%44.0129.9%1.6%
70Δ41.4219.6%1.6%44.5329.3%1.2%
75Δ41.1917.5%1.2%45.0528.6%0.9%
80Δ40.8916.0%0.8%45.5728.0%0.6%

20Δ

Calls
Pseudo strike
49.52
IV
58.9%
B/E move
18.7%
Puts
Pseudo strike
38.58
IV
43.4%
B/E move
10.3%

25Δ

Calls
Pseudo strike
45.88
IV
36.4%
B/E move
9.8%
Puts
Pseudo strike
39.63
IV
39.4%
B/E move
8.1%

30Δ

Calls
Pseudo strike
43.69
IV
17.5%
B/E move
4.1%
Puts
Pseudo strike
40.51
IV
34.4%
B/E move
6.2%

35Δ

Calls
Pseudo strike
43.18
IV
13.9%
B/E move
2.9%
Puts
Pseudo strike
41.21
IV
29.9%
B/E move
4.7%

40Δ

Calls
Pseudo strike
42.84
IV
14.7%
B/E move
2.5%
Puts
Pseudo strike
41.74
IV
26.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
42.60
IV
17.7%
B/E move
2.5%
Puts
Pseudo strike
42.14
IV
23.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
42.36
IV
20.6%
B/E move
2.6%
Puts
Pseudo strike
42.43
IV
21.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
42.12
IV
23.6%
B/E move
2.6%
Puts
Pseudo strike
42.72
IV
18.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
41.88
IV
23.9%
B/E move
2.4%
Puts
Pseudo strike
43.03
IV
17.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
41.65
IV
21.8%
B/E move
2.0%
Puts
Pseudo strike
44.01
IV
29.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
41.42
IV
19.6%
B/E move
1.6%
Puts
Pseudo strike
44.53
IV
29.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
41.19
IV
17.5%
B/E move
1.2%
Puts
Pseudo strike
45.05
IV
28.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
40.89
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
45.57
IV
28.0%
B/E move
0.6%

Options history

No recorded observations