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iShares U.S. Pharmaceuticals ETF IHE

i

Market dataready · fetched 2026-11-11T14:57:17.388Z

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 · 2026-11-11T14:55:37.463781352Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:16.500982+00:00

Share price$109.86
1D+0.2%
$109.58$109.71$109.83$109.95$110.085:30 AM6:30 AM9:00 AM1:00 PMIHE
Sold putSold call

iShares U.S. Pharmaceuticals ETF options

Live interpolated IHE call and put midpoint premiums by absolute delta.iShares U.S. Pharmaceuticals ETF$1.08$1.90$2.71$3.53$4.35$99.01$104.41$109.81$115.22$120.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IHE spot · $109.86IHE PRICE$1.17$1.25$1.33$1.41$1.49$1.94$3.63$3.64$3.65$4.12$1.46$1.60$1.78$2.00$2.33
Puts——
Calls——
Skew——
Implied moveBearish±$3.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ114.1838.2%5.0%
35Δ113.1634.1%4.1%107.8434.3%3.2%
40Δ112.1530.1%3.3%108.7231.3%2.5%
45Δ111.1326.1%2.4%109.4429.2%2.0%
50Δ110.1122.0%1.6%110.0927.9%1.6%
55Δ109.4824.2%1.4%110.6928.0%1.4%
60Δ
65Δ107.8635.5%1.5%
70Δ107.4431.0%1.1%
75Δ107.0126.6%0.7%
80Δ106.3625.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
114.18
IV
38.2%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
113.16
IV
34.1%
B/E move
4.1%
Puts
Pseudo strike
107.84
IV
34.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
112.15
IV
30.1%
B/E move
3.3%
Puts
Pseudo strike
108.72
IV
31.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
111.13
IV
26.1%
B/E move
2.4%
Puts
Pseudo strike
109.44
IV
29.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
110.11
IV
22.0%
B/E move
1.6%
Puts
Pseudo strike
110.09
IV
27.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
109.48
IV
24.2%
B/E move
1.4%
Puts
Pseudo strike
110.69
IV
28.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
107.86
IV
35.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
107.44
IV
31.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
107.01
IV
26.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
106.36
IV
25.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.52%
Daily close
IHE17.1%24.1%31.2%2026-08-13: 22.14%2026-08-14: 22.58%2026-08-17: 24.69%2026-08-18: 23.51%2026-08-20: 27.23%2026-08-21: 19.56%2026-08-24: 19.75%2026-08-25: 19.81%2026-08-26: 19.70%2026-08-27: 18.35%2026-08-28: 19.15%2026-08-31: 19.26%2026-09-01: 19.17%2026-09-02: 19.08%2026-09-03: 18.70%2026-09-04: 19.46%2026-09-08: 20.71%2026-09-09: 20.86%2026-09-10: 20.93%2026-09-11: 20.84%2026-09-14: 23.39%2026-09-15: 23.79%2026-09-16: 25.57%2026-09-17: 30.19%2026-09-18: 18.09%2026-09-21: 18.04%2026-09-22: 18.36%2026-09-24: 18.72%2026-09-25: 19.29%2026-09-28: 19.87%2026-09-29: 20.35%2026-10-01: 20.20%2026-10-02: 19.85%2026-10-05: 20.42%2026-10-06: 20.08%2026-10-07: 19.90%2026-10-08: 21.33%2026-10-09: 18.92%2026-10-13: 24.73%2026-10-14: 23.57%2026-10-16: 19.57%2026-10-19: 19.43%2026-10-20: 20.03%2026-10-21: 19.89%2026-10-22: 20.02%2026-10-23: 21.31%2026-10-26: 21.28%2026-10-27: 20.94%2026-10-28: 20.50%2026-10-29: 21.55%2026-10-30: 22.52%Aug 13Sep 21Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.14%
22.58%
24.69%
23.51%
27.23%
19.56%
19.75%
19.81%
19.70%
18.35%
19.15%
19.26%
19.17%
19.08%
18.70%
19.46%
20.71%
20.86%
20.93%
20.84%
23.39%
23.79%
25.57%
30.19%
18.09%
18.04%
18.36%
18.72%
19.29%
19.87%
20.35%
20.20%
19.85%
20.42%
20.08%
19.90%
21.33%
18.92%
24.73%
23.57%
19.57%
19.43%
20.03%
19.89%
20.02%
21.31%
21.28%
20.94%
20.50%
21.55%
22.52%