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iShares U.S. Oil Equipment & Services ETF IEZ

i

Market datapartial · fetched 2026-10-22T21:10:25.764Z

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 · 2026-10-22T20:10:00.000973806Z

FundamentalsAlpha Vantage · unavailable

Share price$26.18
1D-3.9%
AH$25.46$25.94$26.42$26.90$27.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEZ
Sold putSold callAH

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$1.07$1.88$2.69$3.50$22.85$24.68$26.51$28.34$30.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEZ spot · $26.18IEZ PRICE$0.53$0.59$0.65$0.73$0.83$0.96$1.13$1.30$1.50$1.71$1.90$2.05$2.19$0.38$0.35$0.47$0.61$0.76$0.91$1.10$1.29$1.50$1.81$2.12$2.70$3.27
PutsExpensive1.19×
CallsExpensive1.97×
SkewBullish-8.93 pp
Implied moveBalanced±$2.23
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.8571.2%23.7%23.8843.1%10.2%
25Δ29.7958.2%16.1%24.8431.2%6.5%
30Δ28.7351.0%12.2%25.2330.3%5.4%
35Δ27.8345.1%9.1%25.5031.7%4.9%
40Δ27.2842.1%7.4%25.7833.0%4.4%
45Δ26.8240.5%6.1%26.0734.2%3.9%
50Δ26.4440.6%5.3%26.4034.4%3.4%
55Δ26.0640.6%4.5%26.7234.7%2.9%
60Δ25.6840.3%3.8%27.0735.0%2.3%
65Δ25.3039.9%3.2%27.4836.0%1.9%
70Δ24.9539.1%2.6%27.9036.9%1.5%
75Δ24.6736.2%2.1%28.5539.9%1.2%
80Δ24.3933.4%1.6%29.2141.6%0.9%

20Δ

Calls
Pseudo strike
31.85
IV
71.2%
B/E move
23.7%
Puts
Pseudo strike
23.88
IV
43.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
29.79
IV
58.2%
B/E move
16.1%
Puts
Pseudo strike
24.84
IV
31.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
28.73
IV
51.0%
B/E move
12.2%
Puts
Pseudo strike
25.23
IV
30.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
27.83
IV
45.1%
B/E move
9.1%
Puts
Pseudo strike
25.50
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
27.28
IV
42.1%
B/E move
7.4%
Puts
Pseudo strike
25.78
IV
33.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
26.82
IV
40.5%
B/E move
6.1%
Puts
Pseudo strike
26.07
IV
34.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
26.44
IV
40.6%
B/E move
5.3%
Puts
Pseudo strike
26.40
IV
34.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
26.06
IV
40.6%
B/E move
4.5%
Puts
Pseudo strike
26.72
IV
34.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
25.68
IV
40.3%
B/E move
3.8%
Puts
Pseudo strike
27.07
IV
35.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
25.30
IV
39.9%
B/E move
3.2%
Puts
Pseudo strike
27.48
IV
36.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
24.95
IV
39.1%
B/E move
2.6%
Puts
Pseudo strike
27.90
IV
36.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
24.67
IV
36.2%
B/E move
2.1%
Puts
Pseudo strike
28.55
IV
39.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
24.39
IV
33.4%
B/E move
1.6%
Puts
Pseudo strike
29.21
IV
41.6%
B/E move
0.9%

Options history

No recorded observations