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iShares U.S. Infrastructure ETF IFRA

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Market datapartial · fetched 2026-10-22T23:49:56.055Z

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 · 2026-10-22T22:30:03.662228474Z

FundamentalsAlpha Vantage · unavailable

Share price$57.10
1D+0.5%
AH$56.41$56.59$56.78$56.97$57.155:30 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$1.08$2.36$3.63$4.90$6.18$48.98$52.74$56.50$60.26$64.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IFRA spot · $57.10IFRA PRICE$1.48$1.51$1.61$1.71$1.22$1.73$2.17$2.27$2.41$2.69$2.93$3.05$1.48$1.58$1.68$1.85$2.00$2.09$2.82$3.08$3.02$3.15$3.38$3.87$5.81
PutsExpensive2.33×
CallsExpensive1.94×
SkewBearish+7.50 pp
Implied moveBearish±$4.55
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.1174.4%16.6%
25Δ66.3367.6%18.7%51.8260.6%12.0%
30Δ62.7353.5%12.5%53.6851.1%8.9%
35Δ60.7445.8%9.2%55.0045.5%6.9%
40Δ59.3640.0%7.0%56.0240.9%5.4%
45Δ57.7322.0%3.2%56.8536.1%4.1%
50Δ57.3327.1%3.4%57.7040.4%3.9%
55Δ56.9130.8%3.5%58.3338.8%3.2%
60Δ56.4027.8%2.8%58.8432.9%2.2%
65Δ55.8925.4%2.1%59.3429.7%1.6%
70Δ55.3924.5%1.7%59.8427.7%1.1%
75Δ54.9423.3%1.3%60.5327.3%0.8%
80Δ54.6720.8%1.1%62.5134.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.11
IV
74.4%
B/E move
16.6%

25Δ

Calls
Pseudo strike
66.33
IV
67.6%
B/E move
18.7%
Puts
Pseudo strike
51.82
IV
60.6%
B/E move
12.0%

30Δ

Calls
Pseudo strike
62.73
IV
53.5%
B/E move
12.5%
Puts
Pseudo strike
53.68
IV
51.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
60.74
IV
45.8%
B/E move
9.2%
Puts
Pseudo strike
55.00
IV
45.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
59.36
IV
40.0%
B/E move
7.0%
Puts
Pseudo strike
56.02
IV
40.9%
B/E move
5.4%

45Δ

Calls
Pseudo strike
57.73
IV
22.0%
B/E move
3.2%
Puts
Pseudo strike
56.85
IV
36.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
57.33
IV
27.1%
B/E move
3.4%
Puts
Pseudo strike
57.70
IV
40.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
56.91
IV
30.8%
B/E move
3.5%
Puts
Pseudo strike
58.33
IV
38.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
56.40
IV
27.8%
B/E move
2.8%
Puts
Pseudo strike
58.84
IV
32.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
55.89
IV
25.4%
B/E move
2.1%
Puts
Pseudo strike
59.34
IV
29.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
55.39
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
59.84
IV
27.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
54.94
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
60.53
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
54.67
IV
20.8%
B/E move
1.1%
Puts
Pseudo strike
62.51
IV
34.7%
B/E move
0.7%

Options history

No recorded observations