IntraAlpha
Create free account Start free

iShares Expanded Tech-Software Sector ETF IGV

i

Market dataready · fetched 2026-11-10T22:21:14.380Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:37.913791917Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:21:13.494889+00:00

Share price$100.30
1D-0.2%
AH$98.51$99.17$99.83$100.49$101.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGV
Sold putSold callAH

iShares Expanded Tech-Software Sector ETF options

Live interpolated IGV call and put midpoint premiums by absolute delta.iShares Expanded Tech-Software Sector ETF$0.28$1.16$2.04$2.92$3.80$96.82$98.47$100.12$101.77$103.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IGV spot · $100.30IGV PRICE$0.38$0.50$0.62$0.73$0.94$1.16$1.36$1.57$1.74$1.91$3.32$3.55$0.45$0.54$0.72$0.91$1.07$1.23$1.44$1.72$1.93
Puts——
Calls——
Skew——
Implied moveBearish±$2.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.3137.5%3.4%97.1143.7%3.6%
25Δ102.7137.2%2.9%98.0139.3%2.8%
30Δ102.1536.6%2.5%98.4940.3%2.5%
35Δ101.6134.7%2.0%98.9641.3%2.2%
40Δ101.2236.4%1.8%99.4540.2%1.9%
45Δ100.8338.2%1.7%99.9538.9%1.6%
50Δ100.3938.3%1.5%100.3938.8%1.3%
55Δ99.9638.0%1.2%100.8539.6%1.2%
60Δ99.5836.2%1.0%101.2838.5%0.9%
65Δ99.1934.5%0.8%
70Δ
75Δ97.6745.6%0.7%
80Δ97.2442.1%0.5%

20Δ

Calls
Pseudo strike
103.31
IV
37.5%
B/E move
3.4%
Puts
Pseudo strike
97.11
IV
43.7%
B/E move
3.6%

25Δ

Calls
Pseudo strike
102.71
IV
37.2%
B/E move
2.9%
Puts
Pseudo strike
98.01
IV
39.3%
B/E move
2.8%

30Δ

Calls
Pseudo strike
102.15
IV
36.6%
B/E move
2.5%
Puts
Pseudo strike
98.49
IV
40.3%
B/E move
2.5%

35Δ

Calls
Pseudo strike
101.61
IV
34.7%
B/E move
2.0%
Puts
Pseudo strike
98.96
IV
41.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
101.22
IV
36.4%
B/E move
1.8%
Puts
Pseudo strike
99.45
IV
40.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
100.83
IV
38.2%
B/E move
1.7%
Puts
Pseudo strike
99.95
IV
38.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
100.39
IV
38.3%
B/E move
1.5%
Puts
Pseudo strike
100.39
IV
38.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
99.96
IV
38.0%
B/E move
1.2%
Puts
Pseudo strike
100.85
IV
39.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
99.58
IV
36.2%
B/E move
1.0%
Puts
Pseudo strike
101.28
IV
38.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
99.19
IV
34.5%
B/E move
0.8%
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
97.67
IV
45.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
97.24
IV
42.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.01%
Daily close
IGV27.7%32.7%37.7%2026-08-12: 32.45%2026-08-13: 35.31%2026-08-14: 29.60%2026-08-17: 33.61%2026-08-18: 33.22%2026-08-19: 32.91%2026-08-20: 30.96%2026-08-21: 31.23%2026-08-24: 32.05%2026-08-25: 33.07%2026-08-26: 35.77%2026-08-27: 34.38%2026-08-28: 29.52%2026-08-31: 31.72%2026-09-01: 32.51%2026-09-02: 31.72%2026-09-03: 30.82%2026-09-04: 28.40%2026-09-08: 33.01%2026-09-09: 34.61%2026-09-10: 32.71%2026-09-11: 29.52%2026-09-14: 33.35%2026-09-15: 33.88%2026-09-16: 35.40%2026-09-17: 29.23%2026-09-18: 29.23%2026-09-21: 32.04%2026-09-22: 31.16%2026-09-23: 32.28%2026-09-24: 33.03%2026-09-25: 31.15%2026-09-28: 33.81%2026-09-29: 34.42%2026-09-30: 32.96%2026-10-01: 34.24%2026-10-02: 29.50%2026-10-05: 31.53%2026-10-06: 31.02%2026-10-07: 31.90%2026-10-08: 32.81%2026-10-09: 29.40%2026-10-12: 31.57%2026-10-13: 31.95%2026-10-14: 33.07%2026-10-15: 31.89%2026-10-16: 33.96%2026-10-19: 35.46%2026-10-20: 34.60%2026-10-21: 34.47%2026-10-22: 36.14%2026-10-23: 33.65%2026-10-26: 36.22%2026-10-27: 34.87%2026-10-28: 36.72%2026-10-29: 36.99%2026-10-30: 35.01%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
32.45%
35.31%
29.60%
33.61%
33.22%
32.91%
30.96%
31.23%
32.05%
33.07%
35.77%
34.38%
29.52%
31.72%
32.51%
31.72%
30.82%
28.40%
33.01%
34.61%
32.71%
29.52%
33.35%
33.88%
35.40%
29.23%
29.23%
32.04%
31.16%
32.28%
33.03%
31.15%
33.81%
34.42%
32.96%
34.24%
29.50%
31.53%
31.02%
31.90%
32.81%
29.40%
31.57%
31.95%
33.07%
31.89%
33.96%
35.46%
34.60%
34.47%
36.14%
33.65%
36.22%
34.87%
36.72%
36.99%
35.01%