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iShares U.S. Oil Equipment & Services ETF IEZ

i

Market dataready · fetched 2026-11-11T15:25:53.586Z

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 · 2026-11-11T15:25:51.089447617Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:25:53.137448+00:00

Share price$25.48
1D+0.4%
$24.99$25.12$25.25$25.38$25.515:30 AM6:30 AM9:00 AM1:00 PMIEZ
Sold putSold call

iShares U.S. Oil Equipment & Services ETF options

Live interpolated IEZ call and put midpoint premiums by absolute delta.iShares U.S. Oil Equipment & Services ETF$0.27$1.22$2.18$3.13$4.08$22.27$23.90$25.53$27.16$28.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IEZ spot · $25.48IEZ PRICE$0.38$0.39$0.42$0.45$0.47$0.50$0.52$0.54$0.56$0.58$0.60$0.62$0.40$0.41$0.43$0.44$0.54$0.69$0.83$0.98$1.30$1.93$2.55$3.18$3.81
PutsExpensive1.34×
Calls——
Skew——
Implied moveBearish±$1.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.5594.0%17.4%21.62110.5%16.7%
25Δ27.7669.8%10.5%22.6290.3%12.8%
30Δ27.1860.9%8.3%23.6270.0%9.0%
35Δ26.6052.1%6.1%24.6249.8%5.1%
40Δ26.0143.3%4.0%25.1543.2%3.4%
45Δ25.8639.8%3.4%25.3845.1%3.1%
50Δ25.7236.3%3.0%25.6246.9%2.7%
55Δ25.5732.9%2.5%25.8548.7%2.4%
60Δ25.4329.5%2.0%26.2552.1%2.1%
65Δ25.2926.1%1.5%26.9458.4%1.8%
70Δ25.1522.6%1.1%27.6364.6%1.6%
75Δ25.0019.2%0.6%28.3270.9%1.3%
80Δ29.0177.1%1.1%

20Δ

Calls
Pseudo strike
29.55
IV
94.0%
B/E move
17.4%
Puts
Pseudo strike
21.62
IV
110.5%
B/E move
16.7%

25Δ

Calls
Pseudo strike
27.76
IV
69.8%
B/E move
10.5%
Puts
Pseudo strike
22.62
IV
90.3%
B/E move
12.8%

30Δ

Calls
Pseudo strike
27.18
IV
60.9%
B/E move
8.3%
Puts
Pseudo strike
23.62
IV
70.0%
B/E move
9.0%

35Δ

Calls
Pseudo strike
26.60
IV
52.1%
B/E move
6.1%
Puts
Pseudo strike
24.62
IV
49.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
26.01
IV
43.3%
B/E move
4.0%
Puts
Pseudo strike
25.15
IV
43.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
25.86
IV
39.8%
B/E move
3.4%
Puts
Pseudo strike
25.38
IV
45.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
25.72
IV
36.3%
B/E move
3.0%
Puts
Pseudo strike
25.62
IV
46.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
25.57
IV
32.9%
B/E move
2.5%
Puts
Pseudo strike
25.85
IV
48.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
25.43
IV
29.5%
B/E move
2.0%
Puts
Pseudo strike
26.25
IV
52.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
25.29
IV
26.1%
B/E move
1.5%
Puts
Pseudo strike
26.94
IV
58.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
25.15
IV
22.6%
B/E move
1.1%
Puts
Pseudo strike
27.63
IV
64.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
25.00
IV
19.2%
B/E move
0.6%
Puts
Pseudo strike
28.32
IV
70.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.01
IV
77.1%
B/E move
1.1%

Options history

IV · four-Friday blend35.37%
Daily close
IEZ26.7%40.8%55.0%2026-08-13: 34.58%2026-08-14: 34.56%2026-08-17: 36.63%2026-08-18: 40.04%2026-08-20: 47.90%2026-08-21: 33.36%2026-08-24: 33.42%2026-08-25: 34.12%2026-08-26: 33.02%2026-08-27: 33.35%2026-08-28: 32.11%2026-08-31: 32.86%2026-09-01: 31.80%2026-09-02: 33.08%2026-09-03: 34.25%2026-09-04: 28.61%2026-09-08: 33.04%2026-09-09: 33.36%2026-09-10: 35.43%2026-09-11: 33.33%2026-09-14: 38.76%2026-09-16: 41.70%2026-09-17: 53.05%2026-09-18: 34.97%2026-09-21: 35.32%2026-09-22: 36.07%2026-09-23: 35.99%2026-09-24: 35.21%2026-09-25: 33.71%2026-09-28: 35.43%2026-09-29: 34.42%2026-09-30: 33.83%2026-10-01: 35.11%2026-10-02: 37.46%2026-10-05: 36.72%2026-10-06: 34.64%2026-10-07: 35.35%2026-10-08: 34.85%2026-10-09: 35.37%2026-10-13: 36.47%2026-10-14: 46.83%2026-10-15: 44.57%2026-10-16: 32.46%2026-10-19: 32.54%2026-10-20: 32.41%2026-10-21: 35.73%2026-10-22: 36.51%2026-10-23: 38.02%2026-10-26: 35.59%2026-10-27: 37.28%2026-10-28: 37.83%2026-10-29: 35.89%2026-10-30: 35.37%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.58%
34.56%
36.63%
40.04%
47.90%
33.36%
33.42%
34.12%
33.02%
33.35%
32.11%
32.86%
31.80%
33.08%
34.25%
28.61%
33.04%
33.36%
35.43%
33.33%
38.76%
41.70%
53.05%
34.97%
35.32%
36.07%
35.99%
35.21%
33.71%
35.43%
34.42%
33.83%
35.11%
37.46%
36.72%
34.64%
35.35%
34.85%
35.37%
36.47%
46.83%
44.57%
32.46%
32.54%
32.41%
35.73%
36.51%
38.02%
35.59%
37.28%
37.83%
35.89%
35.37%