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iShares Expanded Tech Sector ETF IGM

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Market dataready · fetched 2026-11-13T18:50:08.896Z

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 · 2026-11-13T18:50:02.808178722Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:41:19.367818+00:00

Share price$148.06
1D-1.6%
$146$147$148$149$1515:30 AM6:30 AM9:00 AM1:00 PMIGM
Sold putSold call

iShares Expanded Tech Sector ETF options

Live interpolated IGM call and put midpoint premiums by absolute delta.iShares Expanded Tech Sector ETF$0.51$2.97$5.42$7.88$10.33$-0.15$0.18$0.50$0.82$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIGM PRICE$0.78$0.94$1.21$1.57$1.93$2.29$2.64$3.00$3.36$3.72$4.08$4.75$5.58$4.44$5.18$6.12$7.33$9.62
Puts——
CallsCheap0.69×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.5734.9%4.9%
25Δ152.7531.5%3.8%
30Δ151.7030.6%3.3%
35Δ150.8930.3%3.0%
40Δ150.0930.0%2.7%
45Δ149.2929.7%2.4%
50Δ148.4829.4%2.1%
55Δ147.6829.1%1.8%
60Δ146.8828.8%1.5%150.4138.7%1.4%
65Δ146.0728.5%1.2%151.5239.1%1.2%
70Δ145.2728.2%0.9%152.7739.9%0.9%
75Δ144.3027.6%0.7%154.2741.4%0.8%
80Δ143.2526.7%0.5%156.7646.6%0.6%

20Δ

Calls
Pseudo strike
154.57
IV
34.9%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
152.75
IV
31.5%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
151.70
IV
30.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
150.89
IV
30.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
150.09
IV
30.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
149.29
IV
29.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
148.48
IV
29.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
147.68
IV
29.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
146.88
IV
28.8%
B/E move
1.5%
Puts
Pseudo strike
150.41
IV
38.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
146.07
IV
28.5%
B/E move
1.2%
Puts
Pseudo strike
151.52
IV
39.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
145.27
IV
28.2%
B/E move
0.9%
Puts
Pseudo strike
152.77
IV
39.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
144.30
IV
27.6%
B/E move
0.7%
Puts
Pseudo strike
154.27
IV
41.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
143.25
IV
26.7%
B/E move
0.5%
Puts
Pseudo strike
156.76
IV
46.6%
B/E move
0.6%

Options history

IV · four-Friday blend28.11%
Daily close
IGM21.2%24.9%28.6%2026-08-17: 24.10%2026-08-18: 25.01%2026-08-19: 25.05%2026-08-20: 25.89%2026-08-21: 25.21%2026-08-24: 25.37%2026-08-25: 24.73%2026-08-26: 24.16%2026-08-27: 22.87%2026-08-28: 22.94%2026-08-31: 22.88%2026-09-01: 23.47%2026-09-02: 23.84%2026-09-03: 22.86%2026-09-04: 22.48%2026-09-08: 23.95%2026-09-09: 23.85%2026-09-10: 24.45%2026-09-11: 22.51%2026-09-15: 25.62%2026-09-16: 26.24%2026-09-18: 22.62%2026-09-22: 22.24%2026-09-23: 22.33%2026-09-24: 22.68%2026-09-25: 22.40%2026-09-28: 22.87%2026-09-29: 22.83%2026-09-30: 22.69%2026-10-01: 23.25%2026-10-02: 22.30%2026-10-05: 22.43%2026-10-06: 21.69%2026-10-07: 22.35%2026-10-08: 22.80%2026-10-09: 22.10%2026-10-13: 23.32%2026-10-14: 25.42%2026-10-15: 25.21%2026-10-16: 25.22%2026-10-19: 24.31%2026-10-20: 24.73%2026-10-21: 24.17%2026-10-22: 27.15%2026-10-23: 26.74%2026-10-26: 25.69%2026-10-27: 24.97%2026-10-28: 24.63%2026-10-29: 25.13%2026-10-30: 28.11%Aug 17Sep 24Oct 30
50 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
24.10%
25.01%
25.05%
25.89%
25.21%
25.37%
24.73%
24.16%
22.87%
22.94%
22.88%
23.47%
23.84%
22.86%
22.48%
23.95%
23.85%
24.45%
22.51%
25.62%
26.24%
22.62%
22.24%
22.33%
22.68%
22.40%
22.87%
22.83%
22.69%
23.25%
22.30%
22.43%
21.69%
22.35%
22.80%
22.10%
23.32%
25.42%
25.21%
25.22%
24.31%
24.73%
24.17%
27.15%
26.74%
25.69%
24.97%
24.63%
25.13%
28.11%