IntraAlpha
Create free account Start free

iShares North American Natural Resources ETF IGE

i

Market dataready · fetched 2026-11-11T15:55:48.434Z

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 · 2026-11-11T15:53:03.798021639Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:47.599454+00:00

Share price$62.67
1D+0.6%
$62.14$62.31$62.48$62.65$62.825:30 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$0.53$1.22$1.91$2.60$3.29$58.79$60.87$62.96$65.05$67.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IGE spot · $62.67IGE PRICE$0.61$0.68$0.78$0.88$0.98$1.08$1.18$1.28$1.38$1.48$1.58$1.68$0.62$0.65$0.70$0.77$0.84$0.91$0.99$1.09$1.31$1.53$1.79$2.41$3.09
PutsExpensive1.11×
Calls——
Skew——
Implied moveBullish±$2.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.2955.9%8.0%
25Δ65.8342.5%6.0%60.0742.6%5.2%
30Δ64.9137.1%4.7%60.9935.8%3.8%
35Δ64.5735.2%4.3%61.5532.2%3.0%
40Δ64.2333.4%3.9%62.0628.9%2.3%
45Δ63.8931.5%3.5%62.4026.8%1.9%
50Δ63.5529.6%3.1%62.7324.8%1.5%
55Δ63.2127.8%2.7%63.0723.2%1.1%
60Δ62.8725.9%2.4%63.3923.5%0.9%
65Δ62.5324.0%2.0%63.7123.9%0.8%
70Δ62.1922.2%1.6%64.0824.6%0.6%
75Δ61.8520.3%1.2%64.7428.2%0.5%
80Δ61.5118.4%0.8%65.4931.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.29
IV
55.9%
B/E move
8.0%

25Δ

Calls
Pseudo strike
65.83
IV
42.5%
B/E move
6.0%
Puts
Pseudo strike
60.07
IV
42.6%
B/E move
5.2%

30Δ

Calls
Pseudo strike
64.91
IV
37.1%
B/E move
4.7%
Puts
Pseudo strike
60.99
IV
35.8%
B/E move
3.8%

35Δ

Calls
Pseudo strike
64.57
IV
35.2%
B/E move
4.3%
Puts
Pseudo strike
61.55
IV
32.2%
B/E move
3.0%

40Δ

Calls
Pseudo strike
64.23
IV
33.4%
B/E move
3.9%
Puts
Pseudo strike
62.06
IV
28.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
63.89
IV
31.5%
B/E move
3.5%
Puts
Pseudo strike
62.40
IV
26.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
63.55
IV
29.6%
B/E move
3.1%
Puts
Pseudo strike
62.73
IV
24.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
63.21
IV
27.8%
B/E move
2.7%
Puts
Pseudo strike
63.07
IV
23.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
62.87
IV
25.9%
B/E move
2.4%
Puts
Pseudo strike
63.39
IV
23.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
62.53
IV
24.0%
B/E move
2.0%
Puts
Pseudo strike
63.71
IV
23.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
62.19
IV
22.2%
B/E move
1.6%
Puts
Pseudo strike
64.08
IV
24.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
61.85
IV
20.3%
B/E move
1.2%
Puts
Pseudo strike
64.74
IV
28.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
61.51
IV
18.4%
B/E move
0.8%
Puts
Pseudo strike
65.49
IV
31.2%
B/E move
0.4%

Options history

IV · four-Friday blend21.21%
Daily close
IGE17.8%27.8%37.9%2026-08-13: 23.12%2026-08-14: 23.04%2026-08-17: 25.03%2026-08-18: 26.45%2026-08-19: 27.16%2026-08-20: 32.58%2026-08-21: 20.33%2026-08-24: 21.09%2026-08-25: 21.00%2026-08-26: 21.14%2026-08-27: 21.36%2026-08-28: 21.18%2026-08-31: 21.75%2026-09-01: 22.56%2026-09-02: 22.17%2026-09-03: 22.05%2026-09-04: 22.23%2026-09-08: 23.46%2026-09-09: 23.98%2026-09-10: 25.01%2026-09-11: 24.80%2026-09-14: 27.67%2026-09-15: 28.81%2026-09-16: 30.47%2026-09-17: 36.53%2026-09-18: 21.66%2026-09-21: 20.99%2026-09-22: 20.93%2026-09-23: 21.19%2026-09-24: 21.15%2026-09-25: 20.77%2026-09-28: 21.75%2026-09-29: 21.52%2026-09-30: 21.16%2026-10-01: 21.09%2026-10-02: 21.48%2026-10-05: 21.73%2026-10-06: 21.24%2026-10-07: 22.01%2026-10-08: 21.41%2026-10-09: 21.06%2026-10-12: 22.98%2026-10-13: 24.23%2026-10-14: 25.19%2026-10-15: 28.99%2026-10-16: 19.25%2026-10-19: 19.15%2026-10-20: 19.68%2026-10-21: 19.82%2026-10-22: 20.30%2026-10-23: 20.65%2026-10-26: 21.10%2026-10-27: 20.36%2026-10-28: 20.42%2026-10-29: 20.37%2026-10-30: 21.21%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.12%
23.04%
25.03%
26.45%
27.16%
32.58%
20.33%
21.09%
21.00%
21.14%
21.36%
21.18%
21.75%
22.56%
22.17%
22.05%
22.23%
23.46%
23.98%
25.01%
24.80%
27.67%
28.81%
30.47%
36.53%
21.66%
20.99%
20.93%
21.19%
21.15%
20.77%
21.75%
21.52%
21.16%
21.09%
21.48%
21.73%
21.24%
22.01%
21.41%
21.06%
22.98%
24.23%
25.19%
28.99%
19.25%
19.15%
19.68%
19.82%
20.30%
20.65%
21.10%
20.36%
20.42%
20.37%
21.21%