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iShares U.S. Medical Devices ETF IHI

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Market datapartial · fetched 2026-10-22T11:17:35.712Z

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 · 2026-10-22T00:00:00.132014207Z

FundamentalsAlpha Vantage · unavailable

Share price$53.42
1D+0.5%
AH$52.73$53.20$53.68$54.16$54.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIHI
Sold putSold callAH

iShares U.S. Medical Devices ETF options

Live interpolated IHI call and put midpoint premiums by absolute delta.iShares U.S. Medical Devices ETF$0.29$1.37$2.46$3.54$4.63$48.43$50.95$53.47$55.99$58.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IHI spot · $53.42IHI PRICE$0.40$0.54$0.67$0.80$0.99$1.20$1.53$1.95$2.26$2.51$3.32$4.31$3.60$0.69$0.58$0.74$0.86$0.97$1.19$1.47$1.89$2.57$2.90$3.19$3.49$3.79
PutsExpensive1.13×
CallsExpensive1.08×
SkewBullish-0.70 pp
Implied moveBullish±$3.00
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.9824.8%7.4%48.6541.8%10.2%
25Δ56.3124.6%6.4%51.2125.0%5.2%
30Δ55.6924.2%5.5%51.7824.7%4.5%
35Δ55.1023.4%4.6%52.3123.6%3.7%
40Δ54.6223.7%4.1%52.8421.8%2.9%
45Δ54.1724.2%3.7%53.3022.0%2.5%
50Δ53.6926.1%3.4%53.7223.1%2.2%
55Δ53.1929.0%3.2%54.2525.4%2.0%
60Δ52.6629.4%2.8%54.9429.8%2.0%
65Δ52.1328.4%2.3%55.4628.9%1.6%
70Δ51.2032.2%2.1%55.9727.5%1.2%
75Δ50.1537.5%1.9%56.4726.2%0.8%
80Δ50.4226.0%1.1%56.9824.8%0.4%

20Δ

Calls
Pseudo strike
56.98
IV
24.8%
B/E move
7.4%
Puts
Pseudo strike
48.65
IV
41.8%
B/E move
10.2%

25Δ

Calls
Pseudo strike
56.31
IV
24.6%
B/E move
6.4%
Puts
Pseudo strike
51.21
IV
25.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
55.69
IV
24.2%
B/E move
5.5%
Puts
Pseudo strike
51.78
IV
24.7%
B/E move
4.5%

35Δ

Calls
Pseudo strike
55.10
IV
23.4%
B/E move
4.6%
Puts
Pseudo strike
52.31
IV
23.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
54.62
IV
23.7%
B/E move
4.1%
Puts
Pseudo strike
52.84
IV
21.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
54.17
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
53.30
IV
22.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
53.69
IV
26.1%
B/E move
3.4%
Puts
Pseudo strike
53.72
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
53.19
IV
29.0%
B/E move
3.2%
Puts
Pseudo strike
54.25
IV
25.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
52.66
IV
29.4%
B/E move
2.8%
Puts
Pseudo strike
54.94
IV
29.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
52.13
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
55.46
IV
28.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
51.20
IV
32.2%
B/E move
2.1%
Puts
Pseudo strike
55.97
IV
27.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
50.15
IV
37.5%
B/E move
1.9%
Puts
Pseudo strike
56.47
IV
26.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
50.42
IV
26.0%
B/E move
1.1%
Puts
Pseudo strike
56.98
IV
24.8%
B/E move
0.4%

Options history

No recorded observations