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iShares North American Natural Resources ETF IGE

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Market datapartial · fetched 2026-10-23T01:40:59.651Z

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 · 2026-10-23T00:00:03.743752883Z

FundamentalsAlpha Vantage · unavailable

Share price$65.10
1D-1.0%
AH$64.14$64.58$65.02$65.46$65.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGE
Sold putSold callAH

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$1.81$3.03$4.24$5.46$59.42$62.14$64.86$67.57$70.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGE spot · $65.10IGE PRICE$0.73$0.81$0.87$0.96$1.11$1.27$1.39$1.52$1.79$2.05$2.50$2.93$3.12$0.75$0.83$0.89$0.99$1.14$1.31$1.72$2.16$2.53$3.03$3.74$4.39$5.11
PutsExpensive1.55×
CallsExpensive1.27×
SkewBearish+2.67 pp
Implied moveBearish±$3.11
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.8137.6%11.4%60.4235.0%8.3%
25Δ69.5631.0%8.1%62.0329.1%6.0%
30Δ68.0826.1%5.9%63.1324.7%4.4%
35Δ67.1523.1%4.6%63.8922.2%3.4%
40Δ66.5022.0%3.9%64.4321.1%2.8%
45Δ65.9221.2%3.2%64.9420.3%2.3%
50Δ65.4419.7%2.7%65.4822.1%2.1%
55Δ64.9618.4%2.1%66.0224.2%1.9%
60Δ64.5218.5%1.9%66.6124.3%1.6%
65Δ64.0818.6%1.6%67.2925.1%1.3%
70Δ63.5019.6%1.4%68.1526.9%1.1%
75Δ62.9420.3%1.2%68.9827.3%0.8%
80Δ62.6018.5%1.0%69.8927.3%0.5%

20Δ

Calls
Pseudo strike
71.81
IV
37.6%
B/E move
11.4%
Puts
Pseudo strike
60.42
IV
35.0%
B/E move
8.3%

25Δ

Calls
Pseudo strike
69.56
IV
31.0%
B/E move
8.1%
Puts
Pseudo strike
62.03
IV
29.1%
B/E move
6.0%

30Δ

Calls
Pseudo strike
68.08
IV
26.1%
B/E move
5.9%
Puts
Pseudo strike
63.13
IV
24.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
67.15
IV
23.1%
B/E move
4.6%
Puts
Pseudo strike
63.89
IV
22.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
66.50
IV
22.0%
B/E move
3.9%
Puts
Pseudo strike
64.43
IV
21.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
65.92
IV
21.2%
B/E move
3.2%
Puts
Pseudo strike
64.94
IV
20.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
65.44
IV
19.7%
B/E move
2.7%
Puts
Pseudo strike
65.48
IV
22.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
64.96
IV
18.4%
B/E move
2.1%
Puts
Pseudo strike
66.02
IV
24.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
64.52
IV
18.5%
B/E move
1.9%
Puts
Pseudo strike
66.61
IV
24.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
64.08
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
67.29
IV
25.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
63.50
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
68.15
IV
26.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
62.94
IV
20.3%
B/E move
1.2%
Puts
Pseudo strike
68.98
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
62.60
IV
18.5%
B/E move
1.0%
Puts
Pseudo strike
69.89
IV
27.3%
B/E move
0.5%

Options history

No recorded observations