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iShares Core S&P Mid-Cap ETF IJH

i

Market dataready · fetched 2026-10-22T23:59:10.534Z

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 · 2026-10-22T22:30:00.002780265Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:59:10.130147+00:00

Share price$72.80
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$0.27$1.62$2.98$4.34$5.69$68.28$70.42$72.56$74.70$76.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJH spot · $72.80IJH PRICE$0.41$0.50$0.60$0.72$0.85$0.99$1.14$1.37$1.63$1.93$2.34$2.76$3.20$0.48$0.50$0.68$0.88$1.06$1.21$1.38$1.62$1.85$2.20$2.57$4.02$5.30
PutsExpensive1.10×
CallsExpensive1.09×
SkewBearish+2.32 pp
Implied moveBearish±$2.52
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.5518.8%5.7%69.7120.1%4.9%
25Δ75.6016.9%4.5%70.8816.1%3.3%
30Δ74.8215.6%3.6%71.3616.5%2.9%
35Δ74.3315.1%3.1%71.7617.4%2.6%
40Δ73.8714.8%2.6%72.1917.6%2.3%
45Δ73.4814.5%2.3%72.6516.9%1.9%
50Δ73.0914.3%2.0%73.1116.3%1.5%
55Δ72.6914.5%1.7%73.5316.3%1.2%
60Δ72.2915.0%1.5%73.9516.2%1.0%
65Δ71.8615.5%1.4%74.4516.5%0.8%
70Δ71.3316.3%1.2%74.9616.9%0.6%
75Δ70.7916.7%1.0%76.4022.3%0.6%
80Δ70.2316.2%0.9%77.7825.3%0.4%

20Δ

Calls
Pseudo strike
76.55
IV
18.8%
B/E move
5.7%
Puts
Pseudo strike
69.71
IV
20.1%
B/E move
4.9%

25Δ

Calls
Pseudo strike
75.60
IV
16.9%
B/E move
4.5%
Puts
Pseudo strike
70.88
IV
16.1%
B/E move
3.3%

30Δ

Calls
Pseudo strike
74.82
IV
15.6%
B/E move
3.6%
Puts
Pseudo strike
71.36
IV
16.5%
B/E move
2.9%

35Δ

Calls
Pseudo strike
74.33
IV
15.1%
B/E move
3.1%
Puts
Pseudo strike
71.76
IV
17.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
73.87
IV
14.8%
B/E move
2.6%
Puts
Pseudo strike
72.19
IV
17.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
73.48
IV
14.5%
B/E move
2.3%
Puts
Pseudo strike
72.65
IV
16.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
73.09
IV
14.3%
B/E move
2.0%
Puts
Pseudo strike
73.11
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
72.69
IV
14.5%
B/E move
1.7%
Puts
Pseudo strike
73.53
IV
16.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
72.29
IV
15.0%
B/E move
1.5%
Puts
Pseudo strike
73.95
IV
16.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
71.86
IV
15.5%
B/E move
1.4%
Puts
Pseudo strike
74.45
IV
16.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
71.33
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
74.96
IV
16.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
70.79
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
76.40
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
70.23
IV
16.2%
B/E move
0.9%
Puts
Pseudo strike
77.78
IV
25.3%
B/E move
0.4%

Options history

No recorded observations