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

i

Market dataready · fetched 2026-10-22T22:16:01.591Z

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 · 2026-10-22T20:10:03.730341958Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:07:53.608100+00:00

Share price$148.28
1D-1.3%
AH$145$147$148$149$1515:30 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$1.02$5.22$9.43$13.63$17.83$125.32$135.34$145.35$155.37$165.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEO spot · $148.28IEO PRICE$1.47$1.92$2.41$2.93$3.53$4.21$4.90$5.66$6.51$8.11$8.48$11.04$11.77$1.67$2.30$2.99$3.82$4.66$5.36$6.46$7.55$8.80$10.15$11.90$13.76$16.62
PutsExpensive1.23×
CallsExpensive1.07×
SkewBearish+4.40 pp
Implied moveBearish±$11.36
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.6932.9%10.0%137.7934.2%8.2%
25Δ158.8532.0%8.4%139.8235.1%7.3%
30Δ156.5931.5%7.2%141.8435.5%6.4%
35Δ154.4631.1%6.1%143.7136.6%5.7%
40Δ152.6731.1%5.3%145.6636.8%4.9%
45Δ150.9831.2%4.7%147.6435.5%4.0%
50Δ149.3131.0%4.0%149.5236.3%3.5%
55Δ147.6930.8%3.4%151.4636.2%2.9%
60Δ146.0630.7%2.9%153.4736.4%2.4%
65Δ144.0833.4%2.6%155.5436.1%1.9%
70Δ142.7630.2%2.0%157.9036.3%1.5%
75Δ139.9434.6%1.8%160.3736.6%1.1%
80Δ138.5231.8%1.4%163.7337.7%0.8%

20Δ

Calls
Pseudo strike
161.69
IV
32.9%
B/E move
10.0%
Puts
Pseudo strike
137.79
IV
34.2%
B/E move
8.2%

25Δ

Calls
Pseudo strike
158.85
IV
32.0%
B/E move
8.4%
Puts
Pseudo strike
139.82
IV
35.1%
B/E move
7.3%

30Δ

Calls
Pseudo strike
156.59
IV
31.5%
B/E move
7.2%
Puts
Pseudo strike
141.84
IV
35.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
154.46
IV
31.1%
B/E move
6.1%
Puts
Pseudo strike
143.71
IV
36.6%
B/E move
5.7%

40Δ

Calls
Pseudo strike
152.67
IV
31.1%
B/E move
5.3%
Puts
Pseudo strike
145.66
IV
36.8%
B/E move
4.9%

45Δ

Calls
Pseudo strike
150.98
IV
31.2%
B/E move
4.7%
Puts
Pseudo strike
147.64
IV
35.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
149.31
IV
31.0%
B/E move
4.0%
Puts
Pseudo strike
149.52
IV
36.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
147.69
IV
30.8%
B/E move
3.4%
Puts
Pseudo strike
151.46
IV
36.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
146.06
IV
30.7%
B/E move
2.9%
Puts
Pseudo strike
153.47
IV
36.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
144.08
IV
33.4%
B/E move
2.6%
Puts
Pseudo strike
155.54
IV
36.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
142.76
IV
30.2%
B/E move
2.0%
Puts
Pseudo strike
157.90
IV
36.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
139.94
IV
34.6%
B/E move
1.8%
Puts
Pseudo strike
160.37
IV
36.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
138.52
IV
31.8%
B/E move
1.4%
Puts
Pseudo strike
163.73
IV
37.7%
B/E move
0.8%

Options history

No recorded observations