IntraAlpha
Create free account Start free

iShares U.S. Healthcare Providers ETF IHF

i

Market dataready · fetched 2026-11-12T03:13:53.293Z

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 · 2026-11-12T01:00:00.13689738Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:13:52.600273+00:00

Share price$60.64
1D+2.5%
AH$59.33$59.76$60.18$60.60$61.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIHF
Sold putSold callAH

iShares U.S. Healthcare Providers ETF options

Live interpolated IHF call and put midpoint premiums by absolute delta.iShares U.S. Healthcare Providers ETF$0.44$1.05$1.66$2.27$2.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ 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 PRICEIHF PRICE$0.50$0.66$0.86$0.98$0.99$1.14$1.35$1.57$1.89$2.22$2.43$2.60$0.56$0.91$1.26$0.84$0.94$2.06$2.17$2.38$2.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.7447.6%7.6%57.0750.0%6.8%
25Δ57.4857.3%6.7%
30Δ62.6036.4%4.3%57.8964.6%6.6%
35Δ62.2339.0%4.0%59.4436.4%3.4%
40Δ61.7838.2%3.5%59.9733.8%2.7%
45Δ61.2032.2%2.6%
50Δ60.7630.4%2.1%
55Δ60.3931.0%1.8%61.3444.7%2.2%
60Δ60.0131.6%1.6%61.7840.7%1.7%
65Δ59.5632.7%1.3%62.2438.4%1.3%
70Δ59.1033.8%1.1%62.7337.7%1.0%
75Δ58.7632.1%0.9%
80Δ58.4629.5%0.7%

20Δ

Calls
Pseudo strike
64.74
IV
47.6%
B/E move
7.6%
Puts
Pseudo strike
57.07
IV
50.0%
B/E move
6.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.48
IV
57.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
62.60
IV
36.4%
B/E move
4.3%
Puts
Pseudo strike
57.89
IV
64.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
62.23
IV
39.0%
B/E move
4.0%
Puts
Pseudo strike
59.44
IV
36.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
61.78
IV
38.2%
B/E move
3.5%
Puts
Pseudo strike
59.97
IV
33.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
61.20
IV
32.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
60.76
IV
30.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
60.39
IV
31.0%
B/E move
1.8%
Puts
Pseudo strike
61.34
IV
44.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
60.01
IV
31.6%
B/E move
1.6%
Puts
Pseudo strike
61.78
IV
40.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
59.56
IV
32.7%
B/E move
1.3%
Puts
Pseudo strike
62.24
IV
38.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
59.10
IV
33.8%
B/E move
1.1%
Puts
Pseudo strike
62.73
IV
37.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
58.76
IV
32.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
58.46
IV
29.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.44%
Daily close
IHF19.2%27.2%35.2%2026-08-13: 20.29%2026-08-14: 23.86%2026-08-17: 23.69%2026-08-18: 26.23%2026-08-19: 26.23%2026-08-20: 27.47%2026-08-21: 20.38%2026-08-24: 20.90%2026-08-25: 21.86%2026-08-26: 21.52%2026-08-27: 21.26%2026-08-28: 22.98%2026-08-31: 22.44%2026-09-01: 21.52%2026-09-02: 20.89%2026-09-03: 22.63%2026-09-04: 23.61%2026-09-08: 24.28%2026-09-09: 24.12%2026-09-10: 24.30%2026-09-11: 25.14%2026-09-14: 28.65%2026-09-15: 26.46%2026-09-16: 31.62%2026-09-17: 34.05%2026-09-18: 24.72%2026-09-21: 24.75%2026-09-22: 22.55%2026-09-23: 23.26%2026-09-24: 24.54%2026-09-25: 23.13%2026-09-28: 23.74%2026-09-29: 23.64%2026-09-30: 24.13%2026-10-01: 23.40%2026-10-02: 24.28%2026-10-05: 23.82%2026-10-06: 24.78%2026-10-07: 24.21%2026-10-08: 23.65%2026-10-09: 24.55%2026-10-12: 28.40%2026-10-13: 26.01%2026-10-14: 27.00%2026-10-16: 22.91%2026-10-19: 22.61%2026-10-20: 23.78%2026-10-21: 22.39%2026-10-22: 21.66%2026-10-23: 23.02%2026-10-26: 23.48%2026-10-27: 22.53%2026-10-28: 24.57%2026-10-29: 23.90%2026-10-30: 25.44%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.29%
23.86%
23.69%
26.23%
26.23%
27.47%
20.38%
20.90%
21.86%
21.52%
21.26%
22.98%
22.44%
21.52%
20.89%
22.63%
23.61%
24.28%
24.12%
24.30%
25.14%
28.65%
26.46%
31.62%
34.05%
24.72%
24.75%
22.55%
23.26%
24.54%
23.13%
23.74%
23.64%
24.13%
23.40%
24.28%
23.82%
24.78%
24.21%
23.65%
24.55%
28.40%
26.01%
27.00%
22.91%
22.61%
23.78%
22.39%
21.66%
23.02%
23.48%
22.53%
24.57%
23.90%
25.44%