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iShares S&P Mid-Cap 400 Value ETF IJJ

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Market datapartial · fetched 2026-10-22T17:35:21.984Z

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 · 2026-10-22T17:21:57.447012843Z

FundamentalsAlpha Vantage · unavailable

Share price$143.44
1D+0.9%
$142.04$142.46$142.88$143.30$143.725:30 AM6:30 AM9:00 AM1:00 PMIJJ
Sold putSold call

iShares S&P Mid-Cap 400 Value ETF options

Live interpolated IJJ call and put midpoint premiums by absolute delta.iShares S&P Mid-Cap 400 Value ETF$3.01$4.62$6.22$7.83$9.44$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIJJ PRICE$7.10$3.18$3.77$4.36$4.95$5.57$6.77$8.98
PutsExpensive1.26×
CallsExpensive1.23×
SkewNeutral+0.11 pp
Implied move——
TiltBearish68.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ144.1019.0%1.8%
55Δ145.0918.9%1.5%
60Δ146.0818.7%1.2%
65Δ147.0718.6%0.9%
70Δ148.0918.5%0.6%
75Δ149.5419.3%0.5%
80Δ137.6519.2%0.9%151.9222.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
144.10
IV
19.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
145.09
IV
18.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.08
IV
18.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
147.07
IV
18.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
148.09
IV
18.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
149.54
IV
19.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
137.65
IV
19.2%
B/E move
0.9%
Puts
Pseudo strike
151.92
IV
22.1%
B/E move
0.3%

Options history

No recorded observations