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iShares U.S. Oil & Gas Exploration & Production ETF IEO

i

Market dataready · fetched 2026-11-12T02:36:37.767Z

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 · 2026-11-12T01:00:03.662472116Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:36:37.375675+00:00

Share price$135.27
1D+1.9%
AH$132.55$133.28$134.01$134.74$135.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEO
Sold putSold callAH

iShares U.S. Oil & Gas Exploration & Production ETF options

Live interpolated IEO call and put midpoint premiums by absolute delta.iShares U.S. Oil & Gas Exploration & Production ETF$0.57$3.16$5.75$8.34$10.93$123.75$129.91$136.07$142.23$148.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IEO spot · $135.27IEO PRICE$0.85$1.17$1.40$1.62$1.87$2.13$2.45$2.96$3.56$4.01$4.39$4.79$1.02$1.23$1.50$1.67$2.03$2.42$3.03$3.74$4.54$5.00$5.40$6.12$10.18
PutsCheap0.84×
Calls——
Skew——
Implied moveBearish±$5.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ142.3936.8%5.9%128.0142.8%6.1%
25Δ130.2937.8%4.6%
30Δ138.9129.7%3.6%131.6236.0%3.8%
35Δ137.9128.6%3.0%132.9432.4%3.0%
40Δ137.0227.4%2.5%133.8432.5%2.6%
45Δ136.2426.6%2.1%134.7132.5%2.2%
50Δ135.5325.7%1.8%135.6234.4%2.0%
55Δ134.8225.3%1.5%136.6136.3%1.8%
60Δ134.0926.6%1.3%137.7238.0%1.5%
65Δ133.2627.7%1.1%138.6336.4%1.2%
70Δ132.5327.2%0.9%139.4534.1%0.9%
75Δ131.8625.8%0.7%140.4933.5%0.7%
80Δ131.2524.0%0.6%144.5147.1%0.7%

20Δ

Calls
Pseudo strike
142.39
IV
36.8%
B/E move
5.9%
Puts
Pseudo strike
128.01
IV
42.8%
B/E move
6.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
130.29
IV
37.8%
B/E move
4.6%

30Δ

Calls
Pseudo strike
138.91
IV
29.7%
B/E move
3.6%
Puts
Pseudo strike
131.62
IV
36.0%
B/E move
3.8%

35Δ

Calls
Pseudo strike
137.91
IV
28.6%
B/E move
3.0%
Puts
Pseudo strike
132.94
IV
32.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
137.02
IV
27.4%
B/E move
2.5%
Puts
Pseudo strike
133.84
IV
32.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
136.24
IV
26.6%
B/E move
2.1%
Puts
Pseudo strike
134.71
IV
32.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
135.53
IV
25.7%
B/E move
1.8%
Puts
Pseudo strike
135.62
IV
34.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
134.82
IV
25.3%
B/E move
1.5%
Puts
Pseudo strike
136.61
IV
36.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
134.09
IV
26.6%
B/E move
1.3%
Puts
Pseudo strike
137.72
IV
38.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
133.26
IV
27.7%
B/E move
1.1%
Puts
Pseudo strike
138.63
IV
36.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
132.53
IV
27.2%
B/E move
0.9%
Puts
Pseudo strike
139.45
IV
34.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
131.86
IV
25.8%
B/E move
0.7%
Puts
Pseudo strike
140.49
IV
33.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
131.25
IV
24.0%
B/E move
0.6%
Puts
Pseudo strike
144.51
IV
47.1%
B/E move
0.7%

Options history

IV · four-Friday blend32.95%
Daily close
IEO28.4%32.4%36.4%2026-08-14: 29.03%2026-08-17: 30.29%2026-08-19: 31.44%2026-08-20: 31.97%2026-08-21: 30.48%2026-08-24: 30.93%2026-08-25: 30.18%2026-08-26: 29.92%2026-08-27: 28.94%2026-08-28: 29.55%2026-08-31: 30.24%2026-09-01: 30.32%2026-09-02: 29.35%2026-09-03: 29.13%2026-09-04: 28.99%2026-09-08: 30.98%2026-09-09: 31.33%2026-09-10: 31.60%2026-09-11: 30.90%2026-09-14: 33.12%2026-09-15: 34.53%2026-09-16: 34.56%2026-09-17: 35.88%2026-09-18: 32.11%2026-09-21: 31.47%2026-09-22: 31.47%2026-09-23: 31.98%2026-09-24: 31.93%2026-09-25: 32.15%2026-09-28: 33.13%2026-09-29: 32.53%2026-09-30: 31.80%2026-10-01: 31.69%2026-10-02: 31.39%2026-10-05: 31.67%2026-10-06: 30.93%2026-10-07: 31.03%2026-10-08: 31.23%2026-10-09: 29.96%2026-10-12: 31.57%2026-10-13: 30.38%2026-10-14: 32.69%2026-10-19: 31.41%2026-10-20: 31.16%2026-10-21: 31.92%2026-10-22: 32.26%2026-10-23: 33.23%2026-10-26: 33.50%2026-10-27: 33.24%2026-10-28: 33.08%2026-10-29: 32.72%2026-10-30: 32.95%Aug 14Sep 22Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
29.03%
30.29%
31.44%
31.97%
30.48%
30.93%
30.18%
29.92%
28.94%
29.55%
30.24%
30.32%
29.35%
29.13%
28.99%
30.98%
31.33%
31.60%
30.90%
33.12%
34.53%
34.56%
35.88%
32.11%
31.47%
31.47%
31.98%
31.93%
32.15%
33.13%
32.53%
31.80%
31.69%
31.39%
31.67%
30.93%
31.03%
31.23%
29.96%
31.57%
30.38%
32.69%
31.41%
31.16%
31.92%
32.26%
33.23%
33.50%
33.24%
33.08%
32.72%
32.95%