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iShares Expanded Tech-Software Sector ETF IGV

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Market dataready · fetched 2026-10-21T17:48:04.436Z

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

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 · 2026-10-21T17:48:02.343693828Z

FundamentalsAlpha Vantage · ready

Share price$109.27
1D+2.2%
$106.70$107.43$108.15$108.88$109.605:30 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$0.19$1.47$2.75$4.04$5.32$104.18$106.53$108.89$111.25$113.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGV spot · $109.27IGV PRICE$0.33$0.44$0.56$0.71$0.85$1.03$1.21$1.41$1.70$1.99$2.34$2.70$3.09$0.38$0.49$0.62$0.76$0.91$1.06$1.24$1.43$1.63$1.89$2.14$2.94$4.95
PutsExpensive1.38×
CallsCheap0.93×
SkewBearish+1.76 pp
Implied moveBalanced±$2.45
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.8436.1%2.6%106.5641.0%2.8%
25Δ111.3736.5%2.3%107.1839.7%2.4%
30Δ110.9237.0%2.0%107.6639.3%2.0%
35Δ110.5237.2%1.8%108.1338.9%1.7%
40Δ110.1137.5%1.6%108.5438.3%1.5%
45Δ109.7237.6%1.4%108.9537.8%1.3%
50Δ109.3437.8%1.2%109.3337.4%1.1%
55Δ108.9538.1%1.0%109.7137.0%0.9%
60Δ108.5139.2%0.9%110.0936.7%0.7%
65Δ108.0840.4%0.7%110.4936.4%0.6%
70Δ107.6040.9%0.6%110.8836.1%0.5%
75Δ107.1041.4%0.5%111.7342.7%0.4%
80Δ106.5940.1%0.4%113.7061.5%0.5%

20Δ

Calls
Pseudo strike
111.84
IV
36.1%
B/E move
2.6%
Puts
Pseudo strike
106.56
IV
41.0%
B/E move
2.8%

25Δ

Calls
Pseudo strike
111.37
IV
36.5%
B/E move
2.3%
Puts
Pseudo strike
107.18
IV
39.7%
B/E move
2.4%

30Δ

Calls
Pseudo strike
110.92
IV
37.0%
B/E move
2.0%
Puts
Pseudo strike
107.66
IV
39.3%
B/E move
2.0%

35Δ

Calls
Pseudo strike
110.52
IV
37.2%
B/E move
1.8%
Puts
Pseudo strike
108.13
IV
38.9%
B/E move
1.7%

40Δ

Calls
Pseudo strike
110.11
IV
37.5%
B/E move
1.6%
Puts
Pseudo strike
108.54
IV
38.3%
B/E move
1.5%

45Δ

Calls
Pseudo strike
109.72
IV
37.6%
B/E move
1.4%
Puts
Pseudo strike
108.95
IV
37.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
109.34
IV
37.8%
B/E move
1.2%
Puts
Pseudo strike
109.33
IV
37.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
108.95
IV
38.1%
B/E move
1.0%
Puts
Pseudo strike
109.71
IV
37.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
108.51
IV
39.2%
B/E move
0.9%
Puts
Pseudo strike
110.09
IV
36.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
108.08
IV
40.4%
B/E move
0.7%
Puts
Pseudo strike
110.49
IV
36.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
107.60
IV
40.9%
B/E move
0.6%
Puts
Pseudo strike
110.88
IV
36.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
107.10
IV
41.4%
B/E move
0.5%
Puts
Pseudo strike
111.73
IV
42.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
106.59
IV
40.1%
B/E move
0.4%
Puts
Pseudo strike
113.70
IV
61.5%
B/E move
0.5%

Options history

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