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iShares Expanded Tech-Software Sector ETF IGV

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Market dataready · fetched 2026-10-21T17:52:58.648Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:55.319332375Z

FundamentalsAlpha Vantage · ready

Share price$109.18
1D+2.1%
$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$0.72$3.99$7.27$10.55$13.82$95.86$102.37$108.88$115.39$121.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IGV spot · $109.18IGV PRICE$1.07$1.39$1.78$2.24$2.77$3.24$3.87$4.57$5.28$5.97$7.12$7.95$9.07$1.32$1.71$2.17$2.61$3.18$3.71$4.33$5.17$5.98$7.31$7.84$10.55$12.88
PutsExpensive1.15×
CallsExpensive1.09×
SkewBearish+1.91 pp
Implied moveBearish±$8.20
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.8131.8%9.8%100.9935.9%8.7%
25Δ116.7831.1%8.2%102.9134.8%7.3%
30Δ115.2331.2%7.2%104.5134.5%6.3%
35Δ113.9331.9%6.4%106.0433.5%5.3%
40Δ112.6532.6%5.7%107.3733.7%4.6%
45Δ111.3032.2%4.9%108.7332.9%3.8%
50Δ110.0232.8%4.3%110.0132.7%3.2%
55Δ108.7133.3%3.8%111.3633.3%2.7%
60Δ107.4033.4%3.2%112.7133.2%2.2%
65Δ106.1032.8%2.6%114.4035.0%1.9%
70Δ104.5434.2%2.3%115.5432.6%1.4%
75Δ103.1933.2%1.8%118.4537.4%1.2%
80Δ101.6332.8%1.4%121.1738.8%0.8%

20Δ

Calls
Pseudo strike
118.81
IV
31.8%
B/E move
9.8%
Puts
Pseudo strike
100.99
IV
35.9%
B/E move
8.7%

25Δ

Calls
Pseudo strike
116.78
IV
31.1%
B/E move
8.2%
Puts
Pseudo strike
102.91
IV
34.8%
B/E move
7.3%

30Δ

Calls
Pseudo strike
115.23
IV
31.2%
B/E move
7.2%
Puts
Pseudo strike
104.51
IV
34.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
113.93
IV
31.9%
B/E move
6.4%
Puts
Pseudo strike
106.04
IV
33.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
112.65
IV
32.6%
B/E move
5.7%
Puts
Pseudo strike
107.37
IV
33.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
111.30
IV
32.2%
B/E move
4.9%
Puts
Pseudo strike
108.73
IV
32.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
110.02
IV
32.8%
B/E move
4.3%
Puts
Pseudo strike
110.01
IV
32.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
108.71
IV
33.3%
B/E move
3.8%
Puts
Pseudo strike
111.36
IV
33.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
107.40
IV
33.4%
B/E move
3.2%
Puts
Pseudo strike
112.71
IV
33.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
106.10
IV
32.8%
B/E move
2.6%
Puts
Pseudo strike
114.40
IV
35.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
104.54
IV
34.2%
B/E move
2.3%
Puts
Pseudo strike
115.54
IV
32.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
103.19
IV
33.2%
B/E move
1.8%
Puts
Pseudo strike
118.45
IV
37.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
101.63
IV
32.8%
B/E move
1.4%
Puts
Pseudo strike
121.17
IV
38.8%
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%