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iShares Global Infrastructure ETF IGF

i

Market dataready · fetched 2026-10-23T02:58:06.902Z

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 · 2026-10-22T20:00:00.369033388Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:58:05.712604+00:00

Share price$64.62
1D+0.3%
AH$64.04$64.21$64.39$64.56$64.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGF
Sold putSold callAH

iShares Global Infrastructure ETF options

Live interpolated IGF call and put midpoint premiums by absolute delta.iShares Global Infrastructure ETF$0.96$1.35$1.73$2.12$2.51$59.53$61.98$64.43$66.88$69.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGF spot · $64.62IGF PRICE$1.00$1.00$1.04$1.12$1.22$1.32$1.45$1.59$1.73$1.88$2.03$2.27$1.00$1.05$1.11$1.17$1.26$1.35$1.44$1.56$1.68$1.81$2.00$2.20$2.40
PutsExpensive1.31×
CallsExpensive1.28×
SkewBearish+2.07 pp
Implied moveBearish±$2.76
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.6046.5%10.9%
25Δ70.2639.1%10.3%60.8136.7%7.5%
30Δ68.0630.3%6.9%62.1930.8%5.5%
35Δ66.8425.4%5.1%63.1826.4%4.0%
40Δ66.0322.5%3.9%63.9023.6%3.1%
45Δ65.4720.6%3.2%64.4321.3%2.4%
50Δ64.9518.8%2.5%64.9319.2%1.7%
55Δ64.5617.8%2.2%65.3117.9%1.3%
60Δ64.1716.8%1.8%65.6616.7%1.0%
65Δ63.8215.9%1.4%66.0115.5%0.6%
70Δ63.5114.9%1.2%66.3314.8%0.5%
75Δ63.2013.9%0.9%66.6414.1%0.3%
80Δ62.8213.3%0.7%66.9613.3%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.60
IV
46.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
70.26
IV
39.1%
B/E move
10.3%
Puts
Pseudo strike
60.81
IV
36.7%
B/E move
7.5%

30Δ

Calls
Pseudo strike
68.06
IV
30.3%
B/E move
6.9%
Puts
Pseudo strike
62.19
IV
30.8%
B/E move
5.5%

35Δ

Calls
Pseudo strike
66.84
IV
25.4%
B/E move
5.1%
Puts
Pseudo strike
63.18
IV
26.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
66.03
IV
22.5%
B/E move
3.9%
Puts
Pseudo strike
63.90
IV
23.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
65.47
IV
20.6%
B/E move
3.2%
Puts
Pseudo strike
64.43
IV
21.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
64.95
IV
18.8%
B/E move
2.5%
Puts
Pseudo strike
64.93
IV
19.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
64.56
IV
17.8%
B/E move
2.2%
Puts
Pseudo strike
65.31
IV
17.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
64.17
IV
16.8%
B/E move
1.8%
Puts
Pseudo strike
65.66
IV
16.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
63.82
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
66.01
IV
15.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
63.51
IV
14.9%
B/E move
1.2%
Puts
Pseudo strike
66.33
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
63.20
IV
13.9%
B/E move
0.9%
Puts
Pseudo strike
66.64
IV
14.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
62.82
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
66.96
IV
13.3%
B/E move
0.1%

Options history

No recorded observations