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iShares U.S. Infrastructure ETF IFRA

i

Market dataready · fetched 2026-11-13T03:13:20.838Z

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 · 2026-11-13T01:00:03.820745069Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T03:13:20.429567+00:00

Share price$58.01
1D-0.5%
AH$57.94$58.09$58.25$58.40$58.555:30 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$1.18$1.72$2.26$2.80$3.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIFRA PRICE$1.48$2.45$2.73$2.97$3.19$1.48$1.48$1.23$1.51$1.60$1.84$1.99$2.03$2.09$2.21$2.32$2.46$2.67
PutsExpensive3.93×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.87141.4%16.6%
25Δ52.86108.0%11.4%
30Δ63.2898.8%11.6%55.2471.4%6.9%
35Δ56.0871.6%5.9%
40Δ56.9762.9%4.5%
45Δ57.6360.0%3.8%
50Δ58.2155.8%3.1%
55Δ58.6949.4%2.3%
60Δ59.1144.0%1.7%
65Δ56.6448.6%1.9%59.4440.3%1.3%
70Δ56.1346.8%1.5%59.7736.6%1.0%
75Δ55.7043.9%1.1%60.1033.3%0.6%
80Δ55.3040.7%0.8%60.4130.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.87
IV
141.4%
B/E move
16.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.86
IV
108.0%
B/E move
11.4%

30Δ

Calls
Pseudo strike
63.28
IV
98.8%
B/E move
11.6%
Puts
Pseudo strike
55.24
IV
71.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.08
IV
71.6%
B/E move
5.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.97
IV
62.9%
B/E move
4.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.63
IV
60.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.21
IV
55.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.69
IV
49.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.11
IV
44.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
56.64
IV
48.6%
B/E move
1.9%
Puts
Pseudo strike
59.44
IV
40.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
56.13
IV
46.8%
B/E move
1.5%
Puts
Pseudo strike
59.77
IV
36.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
55.70
IV
43.9%
B/E move
1.1%
Puts
Pseudo strike
60.10
IV
33.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
55.30
IV
40.7%
B/E move
0.8%
Puts
Pseudo strike
60.41
IV
30.9%
B/E move
0.5%

Options history

IV · four-Friday blend25.90%
Daily close
IFRA19.1%42.1%65.0%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 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
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%