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iShares Global Infrastructure ETF IGF

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Market datapartial · fetched 2026-11-12T15:28:17.364Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T15:27:26.98134131Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:14.721306+00:00

Share price$66.88
1D-0.2%
$66.77$66.83$66.90$66.96$67.025:30 AM6:30 AM9:00 AM1:00 PMIGF
Sold putSold call

iShares Global Infrastructure ETF options

Live interpolated IGF call and put midpoint premiums by absolute delta.iShares Global Infrastructure ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIGF PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.50%
Daily close
IGF16.5%28.7%40.9%2026-08-14: 23.65%2026-08-17: 25.76%2026-08-18: 26.39%2026-08-19: 30.13%2026-08-20: 35.96%2026-08-21: 18.72%2026-08-24: 18.15%2026-08-25: 18.77%2026-08-26: 18.94%2026-08-27: 18.17%2026-08-28: 19.44%2026-08-31: 19.56%2026-09-01: 20.52%2026-09-02: 20.48%2026-09-03: 19.57%2026-09-04: 20.93%2026-09-08: 22.20%2026-09-09: 23.18%2026-09-10: 23.85%2026-09-11: 23.91%2026-09-14: 27.43%2026-09-15: 30.15%2026-09-16: 32.27%2026-09-17: 39.24%2026-09-18: 20.03%2026-09-21: 20.23%2026-09-22: 20.23%2026-09-23: 19.97%2026-09-24: 20.47%2026-09-25: 19.57%2026-09-28: 20.48%2026-09-29: 19.58%2026-09-30: 19.80%2026-10-01: 20.53%2026-10-02: 20.47%2026-10-05: 21.53%2026-10-06: 20.86%2026-10-07: 21.84%2026-10-08: 21.95%2026-10-09: 21.48%2026-10-12: 24.81%2026-10-13: 25.83%2026-10-14: 28.47%2026-10-15: 35.60%2026-10-16: 18.66%2026-10-19: 18.56%2026-10-20: 18.44%2026-10-21: 18.71%2026-10-22: 19.00%2026-10-23: 19.08%2026-10-26: 20.27%2026-10-27: 20.28%2026-10-28: 20.44%2026-10-29: 20.10%2026-10-30: 20.50%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.65%
25.76%
26.39%
30.13%
35.96%
18.72%
18.15%
18.77%
18.94%
18.17%
19.44%
19.56%
20.52%
20.48%
19.57%
20.93%
22.20%
23.18%
23.85%
23.91%
27.43%
30.15%
32.27%
39.24%
20.03%
20.23%
20.23%
19.97%
20.47%
19.57%
20.48%
19.58%
19.80%
20.53%
20.47%
21.53%
20.86%
21.84%
21.95%
21.48%
24.81%
25.83%
28.47%
35.60%
18.66%
18.56%
18.44%
18.71%
19.00%
19.08%
20.27%
20.28%
20.44%
20.10%
20.50%