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iShares U.S. Healthcare Providers ETF IHF

i

Market dataready · fetched 2026-10-22T21:52:36.942Z

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 · 2026-10-22T20:30:00.535938105Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:52:36.469632+00:00

Share price$61.11
1D+2.0%
AH$59.84$60.18$60.52$60.86$61.205:30 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$0.51$1.67$2.83$3.99$5.16$52.56$56.67$60.79$64.90$69.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IHF spot · $61.11IHF PRICE$0.64$0.80$0.96$1.00$1.09$1.32$1.53$1.66$1.78$2.08$2.95$3.81$0.78$0.92$1.23$1.27$1.26$1.51$2.03$2.70$3.66$4.82
PutsFair0.97×
CallsCheap0.57×
SkewBearish+11.47 pp
Implied moveBearish±$3.35
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.1639.2%9.4%
25Δ64.6125.6%6.8%57.7333.9%7.0%
30Δ63.8825.1%5.8%58.4935.2%6.3%
35Δ63.1624.6%4.9%59.5130.1%4.7%
40Δ62.4321.3%3.8%60.3924.4%3.2%
45Δ61.8219.1%3.0%60.9224.7%2.8%
50Δ61.4019.6%2.6%61.5427.6%2.6%
55Δ60.9719.9%2.3%62.2631.5%2.5%
60Δ60.6218.6%1.9%63.2936.4%2.4%
65Δ60.2717.3%1.5%64.5841.0%2.2%
70Δ59.7717.0%1.2%
75Δ58.8420.0%1.1%
80Δ57.9123.0%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.16
IV
39.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
64.61
IV
25.6%
B/E move
6.8%
Puts
Pseudo strike
57.73
IV
33.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
63.88
IV
25.1%
B/E move
5.8%
Puts
Pseudo strike
58.49
IV
35.2%
B/E move
6.3%

35Δ

Calls
Pseudo strike
63.16
IV
24.6%
B/E move
4.9%
Puts
Pseudo strike
59.51
IV
30.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
62.43
IV
21.3%
B/E move
3.8%
Puts
Pseudo strike
60.39
IV
24.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
61.82
IV
19.1%
B/E move
3.0%
Puts
Pseudo strike
60.92
IV
24.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
61.40
IV
19.6%
B/E move
2.6%
Puts
Pseudo strike
61.54
IV
27.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
60.97
IV
19.9%
B/E move
2.3%
Puts
Pseudo strike
62.26
IV
31.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
60.62
IV
18.6%
B/E move
1.9%
Puts
Pseudo strike
63.29
IV
36.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
60.27
IV
17.3%
B/E move
1.5%
Puts
Pseudo strike
64.58
IV
41.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
59.77
IV
17.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
58.84
IV
20.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.91
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations