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iShares Expanded Tech-Software Sector ETF IGV

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Market dataready · fetched 2026-10-21T16:59:57.501Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:51.576753417Z

FundamentalsAlpha Vantage · ready

Share price$109.31
1D+2.3%
$106.71$107.41$108.12$108.82$109.525:30 AM6:30 AM9:00 AM1:00 PMIGV
Sold putSold call

iShares Expanded Tech-Software Sector ETF options

Live interpolated IGV call and put midpoint premiums by absolute delta.iShares Expanded Tech-Software Sector ETF$0.09$2.26$4.42$6.59$8.76$104.16$106.56$108.95$111.34$113.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGV spot · $109.31IGV PRICE$0.32$0.44$0.56$0.70$0.85$1.03$1.24$1.45$1.71$1.97$2.32$2.71$3.20$0.39$0.50$0.60$0.74$0.91$1.08$1.27$1.47$1.69$1.95$2.21$5.46$8.13
PutsExpensive1.60×
CallsCheap0.92×
SkewBearish+7.88 pp
Implied moveBalanced±$2.51
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.8535.7%2.6%106.4942.5%2.9%
25Δ111.4036.2%2.3%107.1541.0%2.4%
30Δ110.9536.7%2.0%107.7238.7%2.0%
35Δ110.5536.9%1.8%108.2037.8%1.7%
40Δ110.1437.1%1.5%108.5938.2%1.5%
45Δ109.7537.7%1.3%108.9938.6%1.3%
50Δ109.3738.4%1.2%109.3738.3%1.1%
55Δ108.9839.2%1.0%109.7638.0%0.9%
60Δ108.5639.5%0.9%110.1637.7%0.8%
65Δ108.1439.8%0.7%110.5737.5%0.6%
70Δ107.6540.5%0.6%110.9737.4%0.5%
75Δ107.1341.4%0.5%113.8878.1%0.8%
80Δ106.5241.1%0.4%116.6098.8%0.8%

20Δ

Calls
Pseudo strike
111.85
IV
35.7%
B/E move
2.6%
Puts
Pseudo strike
106.49
IV
42.5%
B/E move
2.9%

25Δ

Calls
Pseudo strike
111.40
IV
36.2%
B/E move
2.3%
Puts
Pseudo strike
107.15
IV
41.0%
B/E move
2.4%

30Δ

Calls
Pseudo strike
110.95
IV
36.7%
B/E move
2.0%
Puts
Pseudo strike
107.72
IV
38.7%
B/E move
2.0%

35Δ

Calls
Pseudo strike
110.55
IV
36.9%
B/E move
1.8%
Puts
Pseudo strike
108.20
IV
37.8%
B/E move
1.7%

40Δ

Calls
Pseudo strike
110.14
IV
37.1%
B/E move
1.5%
Puts
Pseudo strike
108.59
IV
38.2%
B/E move
1.5%

45Δ

Calls
Pseudo strike
109.75
IV
37.7%
B/E move
1.3%
Puts
Pseudo strike
108.99
IV
38.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
109.37
IV
38.4%
B/E move
1.2%
Puts
Pseudo strike
109.37
IV
38.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
108.98
IV
39.2%
B/E move
1.0%
Puts
Pseudo strike
109.76
IV
38.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
108.56
IV
39.5%
B/E move
0.9%
Puts
Pseudo strike
110.16
IV
37.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
108.14
IV
39.8%
B/E move
0.7%
Puts
Pseudo strike
110.57
IV
37.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
107.65
IV
40.5%
B/E move
0.6%
Puts
Pseudo strike
110.97
IV
37.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
107.13
IV
41.4%
B/E move
0.5%
Puts
Pseudo strike
113.88
IV
78.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
106.52
IV
41.1%
B/E move
0.4%
Puts
Pseudo strike
116.60
IV
98.8%
B/E move
0.8%

Options history

IGV34.5035.0035.492026-10-19: 35.42%2026-10-20: 34.57%Oct 19Oct 20
Table
DateIV
35.42%
34.57%