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iShares U.S. Medical Devices ETF IHI

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Market datapartial · fetched 2026-10-22T16:31:19.737Z

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 · 2026-10-22T16:31:17.93993429Z

FundamentalsAlpha Vantage · unavailable

Share price$54.71
1D+2.1%
$53.52$53.85$54.18$54.51$54.855:30 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$0.17$2.36$4.55$6.75$8.94$49.17$51.82$54.46$57.10$59.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IHI spot · $54.71IHI PRICE$0.41$0.54$0.68$0.84$1.00$1.22$1.44$1.71$1.98$2.33$2.68$2.72$2.76$0.45$0.60$0.76$0.92$1.09$1.32$1.56$1.85$2.14$3.45$3.66$6.62$8.31
PutsExpensive1.23×
CallsCheap0.92×
SkewBearish+5.22 pp
Implied moveBearish±$3.00
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.2924.3%7.3%51.8225.1%6.1%
25Δ57.6124.1%6.3%52.4524.9%5.2%
30Δ56.9923.9%5.4%53.0324.9%4.5%
35Δ56.4623.8%4.7%53.5624.2%3.8%
40Δ55.9423.6%4.1%54.0823.7%3.1%
45Δ55.4724.1%3.6%54.5424.0%2.7%
50Δ55.0124.5%3.2%55.0124.2%2.3%
55Δ54.5324.7%2.8%55.5024.4%1.9%
60Δ54.0424.9%2.4%55.9924.6%1.6%
65Δ53.5125.4%2.1%57.2332.6%1.7%
70Δ52.9925.7%1.7%57.7030.5%1.2%
75Δ52.8022.8%1.5%60.5246.5%1.5%
80Δ52.6120.0%1.2%62.4149.9%1.1%

20Δ

Calls
Pseudo strike
58.29
IV
24.3%
B/E move
7.3%
Puts
Pseudo strike
51.82
IV
25.1%
B/E move
6.1%

25Δ

Calls
Pseudo strike
57.61
IV
24.1%
B/E move
6.3%
Puts
Pseudo strike
52.45
IV
24.9%
B/E move
5.2%

30Δ

Calls
Pseudo strike
56.99
IV
23.9%
B/E move
5.4%
Puts
Pseudo strike
53.03
IV
24.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
56.46
IV
23.8%
B/E move
4.7%
Puts
Pseudo strike
53.56
IV
24.2%
B/E move
3.8%

40Δ

Calls
Pseudo strike
55.94
IV
23.6%
B/E move
4.1%
Puts
Pseudo strike
54.08
IV
23.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
55.47
IV
24.1%
B/E move
3.6%
Puts
Pseudo strike
54.54
IV
24.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
55.01
IV
24.5%
B/E move
3.2%
Puts
Pseudo strike
55.01
IV
24.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
54.53
IV
24.7%
B/E move
2.8%
Puts
Pseudo strike
55.50
IV
24.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
54.04
IV
24.9%
B/E move
2.4%
Puts
Pseudo strike
55.99
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
53.51
IV
25.4%
B/E move
2.1%
Puts
Pseudo strike
57.23
IV
32.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
52.99
IV
25.7%
B/E move
1.7%
Puts
Pseudo strike
57.70
IV
30.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
52.80
IV
22.8%
B/E move
1.5%
Puts
Pseudo strike
60.52
IV
46.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
52.61
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
62.41
IV
49.9%
B/E move
1.1%

Options history

No recorded observations