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iShares U.S. Infrastructure ETF IFRA

i

Market dataready · fetched 2026-11-12T02:26:16.180Z

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 · 2026-11-12T01:00:03.983252696Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:26:15.831361+00:00

Share price$58.11
1D+0.5%
AH$57.66$57.79$57.92$58.05$58.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIFRA
Sold putSold callAH

iShares U.S. Infrastructure ETF options

Live interpolated IFRA call and put midpoint premiums by absolute delta.iShares U.S. Infrastructure ETF$0.68$1.27$1.87$2.46$3.05$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIFRA PRICE$1.48$0.75$1.08$1.42$1.76$2.10$2.44$1.23$1.46$1.69$1.91$2.06$2.16$2.26$2.36$2.47$2.67$2.88
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ63.3992.7%11.6%55.2967.0%7.0%
35Δ56.0964.2%6.0%
40Δ56.8961.3%5.0%
45Δ57.6958.4%4.0%
50Δ58.2754.5%3.3%
55Δ57.9817.6%1.1%58.7150.0%2.7%
60Δ57.5718.7%0.9%59.1545.5%2.1%
65Δ57.1719.8%0.8%59.5941.0%1.5%
70Δ56.7720.9%0.7%60.0336.6%0.9%
75Δ56.3722.0%0.6%60.3734.1%0.7%
80Δ55.9723.1%0.5%60.7131.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
63.39
IV
92.7%
B/E move
11.6%
Puts
Pseudo strike
55.29
IV
67.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.09
IV
64.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.89
IV
61.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.69
IV
58.4%
B/E move
4.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.27
IV
54.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
57.98
IV
17.6%
B/E move
1.1%
Puts
Pseudo strike
58.71
IV
50.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
57.57
IV
18.7%
B/E move
0.9%
Puts
Pseudo strike
59.15
IV
45.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
57.17
IV
19.8%
B/E move
0.8%
Puts
Pseudo strike
59.59
IV
41.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
56.77
IV
20.9%
B/E move
0.7%
Puts
Pseudo strike
60.03
IV
36.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
56.37
IV
22.0%
B/E move
0.6%
Puts
Pseudo strike
60.37
IV
34.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
55.97
IV
23.1%
B/E move
0.5%
Puts
Pseudo strike
60.71
IV
31.6%
B/E move
0.5%

Options history

IV · four-Friday blend25.90%
Daily close
IFRA19.1%42.1%65.0%2026-08-13: 32.24%2026-08-14: 28.03%2026-08-17: 33.69%2026-08-18: 39.42%2026-08-19: 43.14%2026-08-20: 57.20%2026-08-21: 26.43%2026-08-24: 26.31%2026-08-25: 24.84%2026-08-26: 27.15%2026-08-27: 27.45%2026-08-28: 26.21%2026-08-31: 29.09%2026-09-01: 27.83%2026-09-02: 29.95%2026-09-03: 26.71%2026-09-04: 28.47%2026-09-08: 31.81%2026-09-09: 30.42%2026-09-10: 34.14%2026-09-11: 35.07%2026-09-14: 41.31%2026-09-15: 46.08%2026-09-16: 50.25%2026-09-17: 61.81%2026-09-18: 25.03%2026-09-21: 26.11%2026-09-22: 25.95%2026-09-23: 26.24%2026-09-24: 26.45%2026-09-25: 26.37%2026-09-28: 26.98%2026-09-29: 27.62%2026-09-30: 27.87%2026-10-01: 27.99%2026-10-02: 28.94%2026-10-05: 29.18%2026-10-06: 28.61%2026-10-07: 30.56%2026-10-08: 31.49%2026-10-09: 31.70%2026-10-12: 35.78%2026-10-13: 37.94%2026-10-14: 43.09%2026-10-15: 54.09%2026-10-16: 25.06%2026-10-19: 24.76%2026-10-20: 25.17%2026-10-21: 25.52%2026-10-22: 25.85%2026-10-23: 25.71%2026-10-26: 26.52%2026-10-27: 22.31%2026-10-28: 24.87%2026-10-29: 25.92%2026-10-30: 25.90%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.24%
28.03%
33.69%
39.42%
43.14%
57.20%
26.43%
26.31%
24.84%
27.15%
27.45%
26.21%
29.09%
27.83%
29.95%
26.71%
28.47%
31.81%
30.42%
34.14%
35.07%
41.31%
46.08%
50.25%
61.81%
25.03%
26.11%
25.95%
26.24%
26.45%
26.37%
26.98%
27.62%
27.87%
27.99%
28.94%
29.18%
28.61%
30.56%
31.49%
31.70%
35.78%
37.94%
43.09%
54.09%
25.06%
24.76%
25.17%
25.52%
25.85%
25.71%
26.52%
22.31%
24.87%
25.92%
25.90%