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iShares U.S. Medical Devices ETF IHI

i

Market dataready · fetched 2026-11-11T15:36:56.064Z

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 · 2026-11-11T15:36:52.750750556Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:36:55.442861+00:00

Share price$57.92
1D+0.1%
$57.55$57.69$57.84$57.98$58.125:30 AM6:30 AM9:00 AM1:00 PMIHI
Sold putSold call

iShares U.S. Medical Devices ETF options

Live interpolated IHI call and put midpoint premiums by absolute delta.iShares U.S. Medical Devices ETF$0.68$1.30$1.93$2.55$3.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIHI PRICE$0.82$0.92$1.02$1.15$1.28$1.42$1.70$2.11$2.48$0.74$0.97$1.18$1.34$1.53$1.80$1.93$2.50$2.79$3.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.1968.5%9.4%
25Δ54.2167.2%8.1%
30Δ55.2264.9%6.7%
35Δ56.1659.4%5.3%
40Δ58.8332.5%3.0%56.9156.0%4.4%
45Δ58.4330.7%2.5%57.5555.1%3.7%
50Δ58.0328.8%2.0%
55Δ57.7327.7%1.7%
60Δ57.4326.7%1.4%
65Δ57.1325.7%1.1%59.2332.5%1.1%
70Δ56.7326.5%0.9%59.8636.5%1.0%
75Δ56.2628.7%0.8%60.2735.4%0.7%
80Δ55.8029.4%0.6%60.6232.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.19
IV
68.5%
B/E move
9.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.21
IV
67.2%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.22
IV
64.9%
B/E move
6.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.16
IV
59.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
58.83
IV
32.5%
B/E move
3.0%
Puts
Pseudo strike
56.91
IV
56.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
58.43
IV
30.7%
B/E move
2.5%
Puts
Pseudo strike
57.55
IV
55.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
58.03
IV
28.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
57.73
IV
27.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
57.43
IV
26.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
57.13
IV
25.7%
B/E move
1.1%
Puts
Pseudo strike
59.23
IV
32.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
56.73
IV
26.5%
B/E move
0.9%
Puts
Pseudo strike
59.86
IV
36.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
56.26
IV
28.7%
B/E move
0.8%
Puts
Pseudo strike
60.27
IV
35.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
55.80
IV
29.4%
B/E move
0.6%
Puts
Pseudo strike
60.62
IV
32.8%
B/E move
0.5%

Options history

IV · four-Friday blend24.46%
Daily EOD
IHI22.9%23.9%24.8%2026-10-19: 23.26%2026-10-20: 23.37%2026-10-21: 23.58%2026-10-22: 24.18%2026-10-23: 23.91%2026-10-26: 24.40%2026-10-27: 23.60%2026-10-28: 23.06%2026-10-29: 24.69%2026-10-30: 24.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.26%
23.37%
23.58%
24.18%
23.91%
24.40%
23.60%
23.06%
24.69%
24.46%