IntraAlpha
Create free account Start free

iShares U.S. Pharmaceuticals ETF IHE

i

Market datapartial · fetched 2026-10-22T09:18:31.776Z

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 · 2026-10-22T00:00:00.143994648Z

FundamentalsAlpha Vantage · unavailable

Share price$102.78
1D+0.3%
AH$102.41$102.60$102.79$102.99$103.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIHE
Sold putSold callAH

iShares U.S. Pharmaceuticals ETF options

Live interpolated IHE call and put midpoint premiums by absolute delta.iShares U.S. Pharmaceuticals ETF$1.01$2.46$3.90$5.35$6.80$93.57$98.23$102.88$107.53$112.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IHE spot · $102.78IHE PRICE$1.16$1.32$1.51$1.73$1.92$2.14$2.50$2.86$3.22$3.66$4.51$4.93$5.97$1.29$1.46$1.70$1.83$2.09$2.42$2.75$3.03$3.55$4.41$4.88$5.94$6.38
PutsExpensive1.13×
CallsFair0.96×
SkewBearish+0.36 pp
Implied moveBearish±$5.25
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.7337.9%11.8%94.8137.6%9.0%
25Δ110.0631.7%8.4%97.4032.0%6.7%
30Δ107.9528.3%6.5%99.0829.3%5.3%
35Δ106.4726.2%5.3%100.5525.6%4.0%
40Δ105.2124.0%4.2%101.5824.2%3.2%
45Δ104.1622.6%3.4%102.4623.6%2.7%
50Δ103.3122.5%2.9%103.3022.8%2.2%
55Δ102.5022.1%2.5%104.0921.6%1.7%
60Δ101.7221.5%2.1%104.9221.8%1.4%
65Δ100.9321.2%1.8%105.9823.4%1.2%
70Δ99.8922.8%1.6%106.7922.4%0.8%
75Δ99.1321.6%1.2%108.0723.6%0.6%
80Δ97.8822.8%1.0%108.8121.9%0.3%

20Δ

Calls
Pseudo strike
113.73
IV
37.9%
B/E move
11.8%
Puts
Pseudo strike
94.81
IV
37.6%
B/E move
9.0%

25Δ

Calls
Pseudo strike
110.06
IV
31.7%
B/E move
8.4%
Puts
Pseudo strike
97.40
IV
32.0%
B/E move
6.7%

30Δ

Calls
Pseudo strike
107.95
IV
28.3%
B/E move
6.5%
Puts
Pseudo strike
99.08
IV
29.3%
B/E move
5.3%

35Δ

Calls
Pseudo strike
106.47
IV
26.2%
B/E move
5.3%
Puts
Pseudo strike
100.55
IV
25.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
105.21
IV
24.0%
B/E move
4.2%
Puts
Pseudo strike
101.58
IV
24.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
104.16
IV
22.6%
B/E move
3.4%
Puts
Pseudo strike
102.46
IV
23.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
103.31
IV
22.5%
B/E move
2.9%
Puts
Pseudo strike
103.30
IV
22.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
102.50
IV
22.1%
B/E move
2.5%
Puts
Pseudo strike
104.09
IV
21.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
101.72
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
104.92
IV
21.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
100.93
IV
21.2%
B/E move
1.8%
Puts
Pseudo strike
105.98
IV
23.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
99.89
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
106.79
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
99.13
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
108.07
IV
23.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
97.88
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
108.81
IV
21.9%
B/E move
0.3%

Options history

No recorded observations