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iShares North American Natural Resources ETF IGE

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Market datapartial · fetched 2026-10-22T14:52:50.637Z

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 · 2026-10-22T14:51:26.034150774Z

FundamentalsAlpha Vantage · unavailable

Share price$64.72
1D-1.6%
$64.58$64.90$65.23$65.55$65.875:30 AM6:30 AM9:00 AM1:00 PMIGE
Sold putSold call

iShares North American Natural Resources ETF options

Live interpolated IGE call and put midpoint premiums by absolute delta.iShares North American Natural Resources ETF$0.60$1.88$3.16$4.44$5.72$59.91$62.69$65.48$68.27$71.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGE spot · $64.72IGE PRICE$0.74$0.83$0.93$1.04$1.23$1.48$1.76$2.15$2.57$2.99$3.61$4.54$5.35$0.76$0.81$0.89$0.98$1.07$1.16$1.25$1.41$1.58$1.76$1.99$2.22$3.08
PutsExpensive1.25×
CallsExpensive1.62×
SkewBullish-8.32 pp
Implied moveBullish±$3.01
TiltBullish21.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.6538.3%11.8%59.3038.0%9.5%
25Δ69.4132.1%8.5%61.5029.3%6.2%
30Δ68.0528.2%6.6%62.4825.6%4.8%
35Δ66.9325.1%5.0%63.1123.4%4.0%
40Δ66.2524.6%4.3%63.7421.2%3.2%
45Δ65.6524.7%3.7%64.3618.9%2.3%
50Δ65.0825.2%3.3%64.9916.7%1.5%
55Δ64.4526.0%2.9%65.3516.1%1.2%
60Δ63.8126.8%2.6%65.7015.5%0.9%
65Δ63.1727.6%2.2%66.0515.0%0.7%
70Δ62.3729.2%1.9%66.4014.6%0.5%
75Δ61.2932.3%1.7%66.7514.1%0.3%
80Δ60.2633.1%1.4%67.6916.7%0.2%

20Δ

Calls
Pseudo strike
71.65
IV
38.3%
B/E move
11.8%
Puts
Pseudo strike
59.30
IV
38.0%
B/E move
9.5%

25Δ

Calls
Pseudo strike
69.41
IV
32.1%
B/E move
8.5%
Puts
Pseudo strike
61.50
IV
29.3%
B/E move
6.2%

30Δ

Calls
Pseudo strike
68.05
IV
28.2%
B/E move
6.6%
Puts
Pseudo strike
62.48
IV
25.6%
B/E move
4.8%

35Δ

Calls
Pseudo strike
66.93
IV
25.1%
B/E move
5.0%
Puts
Pseudo strike
63.11
IV
23.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
66.25
IV
24.6%
B/E move
4.3%
Puts
Pseudo strike
63.74
IV
21.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
65.65
IV
24.7%
B/E move
3.7%
Puts
Pseudo strike
64.36
IV
18.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
65.08
IV
25.2%
B/E move
3.3%
Puts
Pseudo strike
64.99
IV
16.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
64.45
IV
26.0%
B/E move
2.9%
Puts
Pseudo strike
65.35
IV
16.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
63.81
IV
26.8%
B/E move
2.6%
Puts
Pseudo strike
65.70
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
63.17
IV
27.6%
B/E move
2.2%
Puts
Pseudo strike
66.05
IV
15.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
62.37
IV
29.2%
B/E move
1.9%
Puts
Pseudo strike
66.40
IV
14.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
61.29
IV
32.3%
B/E move
1.7%
Puts
Pseudo strike
66.75
IV
14.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
60.26
IV
33.1%
B/E move
1.4%
Puts
Pseudo strike
67.69
IV
16.7%
B/E move
0.2%

Options history

No recorded observations