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iShares Core S&P Mid-Cap ETF IJH

i

Market dataready · fetched 2026-11-12T03:21:46.224Z

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 · 2026-11-12T01:00:00.086845635Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:21:45.229321+00:00

Share price$74.73
1D+0.1%
AH$74.10$74.29$74.48$74.67$74.865:30 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$0.12$1.00$1.89$2.77$3.66$70.55$72.41$74.26$76.11$77.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJH spot · $74.73IJH PRICE$0.21$0.27$0.46$0.64$0.82$1.01$1.13$1.16$1.19$1.22$1.47$1.85$2.30$0.52$0.73$0.85$0.92$0.99$1.17$1.34$1.48$1.59$1.71$2.09$2.65$3.40
PutsExpensive1.42×
CallsCheap0.91×
SkewBearish+9.94 pp
Implied moveBearish±$2.48
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.5516.7%2.7%71.3037.6%5.3%
25Δ75.9514.6%2.0%71.8440.1%4.9%
30Δ75.7417.0%2.0%72.6537.1%3.9%
35Δ75.5419.5%1.9%73.4032.5%3.0%
40Δ75.3422.0%1.9%74.0328.7%2.3%
45Δ75.1324.4%1.9%74.4528.3%1.9%
50Δ74.9125.1%1.8%74.8727.9%1.6%
55Δ74.6422.5%1.4%75.2226.5%1.3%
60Δ74.3719.9%1.1%75.5524.7%1.0%
65Δ74.1017.2%0.8%75.8722.9%0.8%
70Δ73.7217.4%0.6%76.3823.8%0.6%
75Δ73.2919.1%0.5%77.0026.5%0.5%
80Δ72.7820.9%0.5%77.8429.1%0.4%

20Δ

Calls
Pseudo strike
76.55
IV
16.7%
B/E move
2.7%
Puts
Pseudo strike
71.30
IV
37.6%
B/E move
5.3%

25Δ

Calls
Pseudo strike
75.95
IV
14.6%
B/E move
2.0%
Puts
Pseudo strike
71.84
IV
40.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
75.74
IV
17.0%
B/E move
2.0%
Puts
Pseudo strike
72.65
IV
37.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
75.54
IV
19.5%
B/E move
1.9%
Puts
Pseudo strike
73.40
IV
32.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
75.34
IV
22.0%
B/E move
1.9%
Puts
Pseudo strike
74.03
IV
28.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
75.13
IV
24.4%
B/E move
1.9%
Puts
Pseudo strike
74.45
IV
28.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
74.91
IV
25.1%
B/E move
1.8%
Puts
Pseudo strike
74.87
IV
27.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
74.64
IV
22.5%
B/E move
1.4%
Puts
Pseudo strike
75.22
IV
26.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
74.37
IV
19.9%
B/E move
1.1%
Puts
Pseudo strike
75.55
IV
24.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
74.10
IV
17.2%
B/E move
0.8%
Puts
Pseudo strike
75.87
IV
22.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
73.72
IV
17.4%
B/E move
0.6%
Puts
Pseudo strike
76.38
IV
23.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
73.29
IV
19.1%
B/E move
0.5%
Puts
Pseudo strike
77.00
IV
26.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
72.78
IV
20.9%
B/E move
0.5%
Puts
Pseudo strike
77.84
IV
29.1%
B/E move
0.4%

Options history

IV · four-Friday blend17.74%
Daily close
IJH14.9%18.2%21.5%2026-08-13: 16.16%2026-08-14: 16.45%2026-08-17: 16.24%2026-08-18: 18.38%2026-08-19: 17.21%2026-08-21: 17.23%2026-08-24: 17.10%2026-08-25: 17.00%2026-08-26: 15.39%2026-08-27: 16.87%2026-08-28: 15.90%2026-08-31: 16.89%2026-09-01: 18.38%2026-09-02: 16.54%2026-09-03: 16.44%2026-09-04: 17.16%2026-09-08: 15.62%2026-09-09: 15.84%2026-09-10: 16.73%2026-09-11: 16.10%2026-09-14: 17.61%2026-09-15: 19.30%2026-09-16: 18.96%2026-09-17: 21.01%2026-09-18: 16.57%2026-09-21: 17.48%2026-09-22: 15.55%2026-09-23: 16.00%2026-09-24: 16.73%2026-09-25: 16.78%2026-09-28: 18.26%2026-09-29: 17.59%2026-09-30: 16.90%2026-10-01: 18.21%2026-10-02: 16.81%2026-10-05: 16.37%2026-10-06: 16.42%2026-10-07: 17.23%2026-10-08: 17.26%2026-10-09: 16.66%2026-10-12: 17.54%2026-10-13: 18.40%2026-10-14: 20.13%2026-10-15: 19.67%2026-10-16: 17.70%2026-10-19: 17.96%2026-10-20: 17.32%2026-10-21: 16.55%2026-10-22: 16.84%2026-10-23: 18.49%2026-10-26: 18.19%2026-10-27: 17.71%2026-10-28: 16.39%2026-10-29: 16.88%2026-10-30: 17.74%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.16%
16.45%
16.24%
18.38%
17.21%
17.23%
17.10%
17.00%
15.39%
16.87%
15.90%
16.89%
18.38%
16.54%
16.44%
17.16%
15.62%
15.84%
16.73%
16.10%
17.61%
19.30%
18.96%
21.01%
16.57%
17.48%
15.55%
16.00%
16.73%
16.78%
18.26%
17.59%
16.90%
18.21%
16.81%
16.37%
16.42%
17.23%
17.26%
16.66%
17.54%
18.40%
20.13%
19.67%
17.70%
17.96%
17.32%
16.55%
16.84%
18.49%
18.19%
17.71%
16.39%
16.88%
17.74%