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iShares S&P Mid-Cap 400 Value ETF IJJ

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Market datapartial · fetched 2026-10-22T23:11:15.968Z

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 · 2026-10-22T22:30:00.002951632Z

FundamentalsAlpha Vantage · unavailable

Share price$143.96
1D+1.3%
AH$142.02$142.54$143.06$143.58$144.105:30 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$1.77$3.61$5.45$7.29$9.12$132.49$137.64$142.78$147.93$153.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJJ spot · $143.96IJJ PRICE$1.97$2.07$2.19$2.43$2.76$3.09$3.39$3.47$3.71$4.22$5.98$2.15$2.34$2.45$2.76$3.04$3.40$3.92$4.53$5.29$6.38$8.59
PutsExpensive1.56×
CallsExpensive1.12×
SkewBearish+5.83 pp
Implied moveBearish±$6.16
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ136.0734.0%7.0%
30Δ150.6726.5%6.0%138.8729.0%5.2%
35Δ148.3522.5%4.5%141.0024.7%3.8%
40Δ146.7419.6%3.5%142.3223.1%3.1%
45Δ145.6318.2%2.9%143.5621.3%2.4%
50Δ144.7217.5%2.4%144.6420.2%1.9%
55Δ143.8016.8%2.0%145.6720.0%1.5%
60Δ142.9316.0%1.6%146.7119.9%1.2%
65Δ142.3614.3%1.3%147.8420.1%1.0%
70Δ141.7313.1%1.0%149.2321.0%0.8%
75Δ140.9813.0%0.9%151.6024.3%0.7%
80Δ139.1516.0%0.8%

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
136.07
IV
34.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
150.67
IV
26.5%
B/E move
6.0%
Puts
Pseudo strike
138.87
IV
29.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
148.35
IV
22.5%
B/E move
4.5%
Puts
Pseudo strike
141.00
IV
24.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
146.74
IV
19.6%
B/E move
3.5%
Puts
Pseudo strike
142.32
IV
23.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
145.63
IV
18.2%
B/E move
2.9%
Puts
Pseudo strike
143.56
IV
21.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
144.72
IV
17.5%
B/E move
2.4%
Puts
Pseudo strike
144.64
IV
20.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
143.80
IV
16.8%
B/E move
2.0%
Puts
Pseudo strike
145.67
IV
20.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
142.93
IV
16.0%
B/E move
1.6%
Puts
Pseudo strike
146.71
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
142.36
IV
14.3%
B/E move
1.3%
Puts
Pseudo strike
147.84
IV
20.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
141.73
IV
13.1%
B/E move
1.0%
Puts
Pseudo strike
149.23
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
140.98
IV
13.0%
B/E move
0.9%
Puts
Pseudo strike
151.60
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
139.15
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations