IntraAlpha
Create free account Start free

iShares U.S. Tech Independence Focused ETF IETC

i

Market dataready · fetched 2026-11-13T02:14:36.352Z

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 · 2026-11-13T01:00:03.820739719Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:34.602987+00:00

Share price$100.49
1D+2.4%
AH$97.86$98.73$99.61$100.48$101.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIETC
Sold putSold callAH

iShares U.S. Tech Independence Focused ETF options

Live interpolated IETC call and put midpoint premiums by absolute delta.iShares U.S. Tech Independence Focused ETF$0.44$2.06$3.69$5.32$6.95$89.72$95.17$100.61$106.06$111.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IETC spot · $100.49IETC PRICE$0.61$0.75$0.87$1.10$1.35$1.62$1.93$2.29$2.72$3.02$3.13$4.54$4.82$0.75$0.92$1.04$1.50$1.95$2.27$2.27$2.46$2.79$3.92$4.68$5.44$6.48
PutsCheap0.82×
CallsCheap0.56×
SkewBearish+6.02 pp
Implied moveBearish±$4.20
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.6338.4%5.7%95.3944.5%5.8%
25Δ104.2835.1%4.5%96.7640.9%4.6%
30Δ103.2232.1%3.6%97.9535.9%3.6%
35Δ102.5432.0%3.1%98.5340.3%3.4%
40Δ101.9432.7%2.8%99.1344.2%3.3%
45Δ101.3232.8%2.4%99.9843.2%2.8%
50Δ100.6933.3%2.1%100.6837.3%2.1%
55Δ100.0734.1%1.9%101.3534.3%1.6%
60Δ99.3935.0%1.6%101.9833.6%1.3%
65Δ98.8134.1%1.3%103.1240.6%1.3%
70Δ98.3830.6%1.0%104.1142.0%1.1%
75Δ96.9438.7%1.0%105.1142.2%0.8%
80Δ96.4534.9%0.8%106.3743.2%0.6%

20Δ

Calls
Pseudo strike
105.63
IV
38.4%
B/E move
5.7%
Puts
Pseudo strike
95.39
IV
44.5%
B/E move
5.8%

25Δ

Calls
Pseudo strike
104.28
IV
35.1%
B/E move
4.5%
Puts
Pseudo strike
96.76
IV
40.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
103.22
IV
32.1%
B/E move
3.6%
Puts
Pseudo strike
97.95
IV
35.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
102.54
IV
32.0%
B/E move
3.1%
Puts
Pseudo strike
98.53
IV
40.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
101.94
IV
32.7%
B/E move
2.8%
Puts
Pseudo strike
99.13
IV
44.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
101.32
IV
32.8%
B/E move
2.4%
Puts
Pseudo strike
99.98
IV
43.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
100.69
IV
33.3%
B/E move
2.1%
Puts
Pseudo strike
100.68
IV
37.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
100.07
IV
34.1%
B/E move
1.9%
Puts
Pseudo strike
101.35
IV
34.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
99.39
IV
35.0%
B/E move
1.6%
Puts
Pseudo strike
101.98
IV
33.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
98.81
IV
34.1%
B/E move
1.3%
Puts
Pseudo strike
103.12
IV
40.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
98.38
IV
30.6%
B/E move
1.0%
Puts
Pseudo strike
104.11
IV
42.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
96.94
IV
38.7%
B/E move
1.0%
Puts
Pseudo strike
105.11
IV
42.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
96.45
IV
34.9%
B/E move
0.8%
Puts
Pseudo strike
106.37
IV
43.2%
B/E move
0.6%

Options history

IV · four-Friday blend30.56%
Daily close
IETC18.6%25.0%31.4%2026-08-14: 21.27%2026-08-17: 21.63%2026-08-18: 22.04%2026-08-19: 21.52%2026-08-20: 22.35%2026-08-21: 22.39%2026-08-24: 21.96%2026-08-25: 21.66%2026-08-26: 21.25%2026-08-27: 20.54%2026-08-28: 20.25%2026-08-31: 19.91%2026-09-01: 20.61%2026-09-02: 20.37%2026-09-03: 20.61%2026-09-04: 19.52%2026-09-08: 20.90%2026-09-09: 21.68%2026-09-10: 22.43%2026-09-11: 20.50%2026-09-14: 21.37%2026-09-15: 22.65%2026-09-16: 22.74%2026-09-28: 24.87%2026-09-29: 25.06%2026-10-05: 24.83%2026-10-08: 24.94%2026-10-09: 23.21%2026-10-12: 23.54%2026-10-13: 24.12%2026-10-14: 26.57%2026-10-15: 27.52%2026-10-16: 27.46%2026-10-19: 26.20%2026-10-20: 26.97%2026-10-21: 26.34%2026-10-22: 29.01%2026-10-23: 29.24%2026-10-26: 27.64%2026-10-27: 27.31%2026-10-28: 27.01%2026-10-29: 26.80%2026-10-30: 30.56%Aug 14Sep 15Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
21.27%
21.63%
22.04%
21.52%
22.35%
22.39%
21.96%
21.66%
21.25%
20.54%
20.25%
19.91%
20.61%
20.37%
20.61%
19.52%
20.90%
21.68%
22.43%
20.50%
21.37%
22.65%
22.74%
24.87%
25.06%
24.83%
24.94%
23.21%
23.54%
24.12%
26.57%
27.52%
27.46%
26.20%
26.97%
26.34%
29.01%
29.24%
27.64%
27.31%
27.01%
26.80%
30.56%