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iShares Core S&P Mid-Cap ETF IJH

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Market datapartial · fetched 2026-10-22T21:27:25.460Z

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 · 2026-10-22T20:15:12.737401424Z

FundamentalsAlpha Vantage · unavailable

Share price$72.74
1D-0.1%
AH$72.15$72.33$72.50$72.68$72.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIJH
Sold putSold callAH

iShares Core S&P Mid-Cap ETF options

Live interpolated IJH call and put midpoint premiums by absolute delta.iShares Core S&P Mid-Cap ETF$0.28$1.55$2.82$4.09$5.36$68.32$70.46$72.60$74.74$76.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJH spot · $72.74IJH PRICE$0.42$0.50$0.60$0.73$0.86$1.01$1.16$1.42$1.69$2.02$2.44$2.89$3.35$0.47$0.50$0.67$0.86$1.05$1.19$1.35$1.58$1.80$2.12$2.48$3.72$4.99
PutsExpensive1.07×
CallsExpensive1.13×
SkewBearish+1.37 pp
Implied moveBearish±$2.51
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.5218.9%5.8%69.6919.9%4.8%
25Δ75.5517.0%4.6%70.8116.2%3.4%
30Δ74.7815.8%3.6%71.3416.1%2.8%
35Δ74.2915.4%3.1%71.7317.0%2.6%
40Δ73.8315.1%2.7%72.1417.4%2.3%
45Δ73.4314.8%2.3%72.5916.6%1.8%
50Δ73.0314.6%2.0%73.0416.0%1.4%
55Δ72.6215.0%1.8%73.4515.9%1.2%
60Δ72.2115.6%1.6%73.8715.8%0.9%
65Δ71.7416.2%1.4%74.3415.9%0.7%
70Δ71.2117.1%1.2%74.8316.2%0.5%
75Δ70.6317.3%1.1%76.0820.9%0.5%
80Δ70.0317.1%0.9%77.4523.8%0.4%

20Δ

Calls
Pseudo strike
76.52
IV
18.9%
B/E move
5.8%
Puts
Pseudo strike
69.69
IV
19.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
75.55
IV
17.0%
B/E move
4.6%
Puts
Pseudo strike
70.81
IV
16.2%
B/E move
3.4%

30Δ

Calls
Pseudo strike
74.78
IV
15.8%
B/E move
3.6%
Puts
Pseudo strike
71.34
IV
16.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
74.29
IV
15.4%
B/E move
3.1%
Puts
Pseudo strike
71.73
IV
17.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
73.83
IV
15.1%
B/E move
2.7%
Puts
Pseudo strike
72.14
IV
17.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
73.43
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
72.59
IV
16.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
73.03
IV
14.6%
B/E move
2.0%
Puts
Pseudo strike
73.04
IV
16.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
72.62
IV
15.0%
B/E move
1.8%
Puts
Pseudo strike
73.45
IV
15.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
72.21
IV
15.6%
B/E move
1.6%
Puts
Pseudo strike
73.87
IV
15.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
71.74
IV
16.2%
B/E move
1.4%
Puts
Pseudo strike
74.34
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
71.21
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
74.83
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
70.63
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
76.08
IV
20.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
70.03
IV
17.1%
B/E move
0.9%
Puts
Pseudo strike
77.45
IV
23.8%
B/E move
0.4%

Options history

No recorded observations