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iShares U.S. Medical Devices ETF IHI

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Market datapartial · fetched 2026-10-22T21:22:34.155Z

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 · 2026-10-22T20:10:00.001166589Z

FundamentalsAlpha Vantage · unavailable

Share price$54.87
1D+2.4%
AH$53.51$53.88$54.25$54.62$54.995:30 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$0.23$2.00$3.78$5.55$7.32$49.32$51.97$54.61$57.26$59.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IHI spot · $54.87IHI PRICE$0.43$0.58$0.73$0.89$1.07$1.25$1.43$1.67$1.93$2.46$3.07$3.25$3.43$0.45$0.62$0.78$0.93$1.10$1.31$1.58$1.94$2.59$3.61$3.01$5.02$6.81
PutsExpensive1.18×
CallsFair0.98×
SkewBearish+2.48 pp
Implied moveBearish±$3.01
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.5524.8%7.5%51.9925.1%6.1%
25Δ57.9926.0%6.7%52.5625.5%5.3%
30Δ57.3325.5%5.8%53.1325.5%4.6%
35Δ56.7325.2%5.0%53.7024.5%3.8%
40Δ56.1825.1%4.3%54.2323.9%3.2%
45Δ55.6724.7%3.7%54.7023.9%2.7%
50Δ55.1824.2%3.2%55.1924.3%2.3%
55Δ54.7024.0%2.7%55.7125.5%2.0%
60Δ54.2224.1%2.3%56.4528.6%1.8%
65Δ53.5826.7%2.1%57.4934.2%1.8%
70Δ52.8929.6%2.0%57.3126.0%1.0%
75Δ52.4727.1%1.5%59.2936.0%1.1%
80Δ52.0524.6%1.1%61.2041.0%0.9%

20Δ

Calls
Pseudo strike
58.55
IV
24.8%
B/E move
7.5%
Puts
Pseudo strike
51.99
IV
25.1%
B/E move
6.1%

25Δ

Calls
Pseudo strike
57.99
IV
26.0%
B/E move
6.7%
Puts
Pseudo strike
52.56
IV
25.5%
B/E move
5.3%

30Δ

Calls
Pseudo strike
57.33
IV
25.5%
B/E move
5.8%
Puts
Pseudo strike
53.13
IV
25.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
56.73
IV
25.2%
B/E move
5.0%
Puts
Pseudo strike
53.70
IV
24.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
56.18
IV
25.1%
B/E move
4.3%
Puts
Pseudo strike
54.23
IV
23.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
55.67
IV
24.7%
B/E move
3.7%
Puts
Pseudo strike
54.70
IV
23.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
55.18
IV
24.2%
B/E move
3.2%
Puts
Pseudo strike
55.19
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
54.70
IV
24.0%
B/E move
2.7%
Puts
Pseudo strike
55.71
IV
25.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
54.22
IV
24.1%
B/E move
2.3%
Puts
Pseudo strike
56.45
IV
28.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
53.58
IV
26.7%
B/E move
2.1%
Puts
Pseudo strike
57.49
IV
34.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
52.89
IV
29.6%
B/E move
2.0%
Puts
Pseudo strike
57.31
IV
26.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
52.47
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
59.29
IV
36.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
52.05
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
61.20
IV
41.0%
B/E move
0.9%

Options history

No recorded observations