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iShares S&P Mid-Cap 400 Value ETF IJJ

i

Market dataready · fetched 2026-11-12T03:23:24.947Z

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 · 2026-11-12T01:00:00.086995924Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:24.206385+00:00

Share price$147.71
1D+0.2%
AH$146.43$146.79$147.15$147.51$147.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIJJ
Sold putSold callAH

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$1.66$2.27$2.88$3.49$4.10$138.98$143.18$147.38$151.58$155.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IJJ spot · $147.71IJJ PRICE$1.84$1.88$2.04$2.20$2.37$2.53$2.70$2.83$2.94$3.05$1.73$1.83$1.86$2.00$2.17$2.28$2.45$2.70$2.92$3.11$3.30$3.50$3.92
PutsExpensive1.68×
Calls——
Skew——
Implied moveBearish±$4.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.6164.7%8.7%
25Δ140.5651.6%6.1%
30Δ143.2641.5%4.3%
35Δ151.2435.2%3.6%144.9536.0%3.2%
40Δ149.7829.7%2.7%146.1732.4%2.5%
45Δ148.8027.0%2.1%147.1728.7%1.9%
50Δ147.9824.8%1.7%147.9926.2%1.5%
55Δ147.3322.8%1.3%148.6724.5%1.2%
60Δ146.7521.0%1.1%149.2822.9%0.9%
65Δ146.2519.2%0.8%149.8221.1%0.7%
70Δ145.8417.5%0.6%150.2919.5%0.5%
75Δ145.5215.8%0.5%150.7217.9%0.3%
80Δ145.2014.1%0.4%151.3417.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.61
IV
64.7%
B/E move
8.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.56
IV
51.6%
B/E move
6.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
143.26
IV
41.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
151.24
IV
35.2%
B/E move
3.6%
Puts
Pseudo strike
144.95
IV
36.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
149.78
IV
29.7%
B/E move
2.7%
Puts
Pseudo strike
146.17
IV
32.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
148.80
IV
27.0%
B/E move
2.1%
Puts
Pseudo strike
147.17
IV
28.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
147.98
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
147.99
IV
26.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
147.33
IV
22.8%
B/E move
1.3%
Puts
Pseudo strike
148.67
IV
24.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
146.75
IV
21.0%
B/E move
1.1%
Puts
Pseudo strike
149.28
IV
22.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
146.25
IV
19.2%
B/E move
0.8%
Puts
Pseudo strike
149.82
IV
21.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
145.84
IV
17.5%
B/E move
0.6%
Puts
Pseudo strike
150.29
IV
19.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
145.52
IV
15.8%
B/E move
0.5%
Puts
Pseudo strike
150.72
IV
17.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
145.20
IV
14.1%
B/E move
0.4%
Puts
Pseudo strike
151.34
IV
17.2%
B/E move
0.2%

Options history

IV · four-Friday blend17.41%
Daily close
IJJ15.4%25.1%34.8%2026-08-17: 23.53%2026-08-18: 24.12%2026-08-19: 25.19%2026-08-20: 30.66%2026-08-21: 17.89%2026-08-24: 18.09%2026-08-25: 18.34%2026-08-26: 18.11%2026-08-27: 18.50%2026-08-28: 17.52%2026-08-31: 18.24%2026-09-01: 18.34%2026-09-02: 19.12%2026-09-03: 19.45%2026-09-04: 19.79%2026-09-08: 20.82%2026-09-09: 21.88%2026-09-10: 21.06%2026-09-11: 20.99%2026-09-14: 24.58%2026-09-15: 25.23%2026-09-16: 27.07%2026-09-17: 33.50%2026-09-18: 19.31%2026-09-21: 17.84%2026-09-22: 17.37%2026-09-23: 17.51%2026-09-24: 18.19%2026-09-25: 18.36%2026-09-28: 18.80%2026-09-29: 18.81%2026-09-30: 18.28%2026-10-01: 19.03%2026-10-02: 18.59%2026-10-05: 18.13%2026-10-06: 19.32%2026-10-07: 18.81%2026-10-08: 19.94%2026-10-09: 20.58%2026-10-12: 23.22%2026-10-13: 23.93%2026-10-14: 26.26%2026-10-15: 30.20%2026-10-16: 16.73%2026-10-19: 17.41%Aug 17Sep 17Oct 19
45 observations2026-08-17 — 2026-10-19
Table
DateIV (%)
23.53%
24.12%
25.19%
30.66%
17.89%
18.09%
18.34%
18.11%
18.50%
17.52%
18.24%
18.34%
19.12%
19.45%
19.79%
20.82%
21.88%
21.06%
20.99%
24.58%
25.23%
27.07%
33.50%
19.31%
17.84%
17.37%
17.51%
18.19%
18.36%
18.80%
18.81%
18.28%
19.03%
18.59%
18.13%
19.32%
18.81%
19.94%
20.58%
23.22%
23.93%
26.26%
30.20%
16.73%
17.41%