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iShares Expanded Tech Sector ETF IGM

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Market dataready · fetched 2026-11-13T19:01:55.813Z

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 · 2026-11-13T19:01:23.145270879Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:01:55.046977+00:00

Share price$148.01
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$0.56$2.51$4.46$6.41$8.37$138.11$143.32$148.52$153.72$158.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGM spot · $148.00IGM PRICE$0.77$0.95$1.18$1.44$1.75$2.20$2.65$3.10$3.55$4.00$4.48$5.27$6.05$1.02$1.32$1.62$1.95$2.37$2.78$3.19$3.60$4.08$4.89$5.70$6.53$7.80
PutsExpensive1.34×
CallsCheap0.72×
SkewBearish+7.25 pp
Implied moveBearish±$5.84
TiltBearish11.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.3934.4%4.8%140.9442.8%5.5%
25Δ152.7331.7%3.8%142.4241.5%4.7%
30Δ151.6330.8%3.2%143.8940.1%3.9%
35Δ150.7130.4%2.8%145.2539.0%3.2%
40Δ149.8230.2%2.4%146.2338.2%2.8%
45Δ149.0030.4%2.2%147.2137.5%2.4%
50Δ148.1830.6%1.9%148.1936.7%2.0%
55Δ147.3730.8%1.7%149.1736.0%1.6%
60Δ146.5531.1%1.4%150.1735.6%1.3%
65Δ145.7331.3%1.2%151.2736.9%1.1%
70Δ144.8931.4%0.9%152.4037.3%0.9%
75Δ143.8830.3%0.8%153.5437.0%0.7%
80Δ142.8629.3%0.6%155.0738.2%0.5%

20Δ

Calls
Pseudo strike
154.39
IV
34.4%
B/E move
4.8%
Puts
Pseudo strike
140.94
IV
42.8%
B/E move
5.5%

25Δ

Calls
Pseudo strike
152.73
IV
31.7%
B/E move
3.8%
Puts
Pseudo strike
142.42
IV
41.5%
B/E move
4.7%

30Δ

Calls
Pseudo strike
151.63
IV
30.8%
B/E move
3.2%
Puts
Pseudo strike
143.89
IV
40.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
150.71
IV
30.4%
B/E move
2.8%
Puts
Pseudo strike
145.25
IV
39.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
149.82
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
146.23
IV
38.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
149.00
IV
30.4%
B/E move
2.2%
Puts
Pseudo strike
147.21
IV
37.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
148.18
IV
30.6%
B/E move
1.9%
Puts
Pseudo strike
148.19
IV
36.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
147.37
IV
30.8%
B/E move
1.7%
Puts
Pseudo strike
149.17
IV
36.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
146.55
IV
31.1%
B/E move
1.4%
Puts
Pseudo strike
150.17
IV
35.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
145.73
IV
31.3%
B/E move
1.2%
Puts
Pseudo strike
151.27
IV
36.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
144.89
IV
31.4%
B/E move
0.9%
Puts
Pseudo strike
152.40
IV
37.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
143.88
IV
30.3%
B/E move
0.8%
Puts
Pseudo strike
153.54
IV
37.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
142.86
IV
29.3%
B/E move
0.6%
Puts
Pseudo strike
155.07
IV
38.2%
B/E move
0.5%

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%