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iShares S&P Mid-Cap 400 Growth ETF IJK

i

Market dataready · fetched 2026-11-11T15:10:35.071Z

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 · 2026-11-11T15:10:03.474331931Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:10:34.329766+00:00

Share price$109.54
1D-0.6%
$109.44$109.65$109.85$110.06$110.275:30 AM6:30 AM9:00 AM1:00 PMIJK
Sold putSold call

iShares S&P Mid-Cap 400 Growth ETF options

Live interpolated IJK call and put midpoint premiums by absolute delta.iShares S&P Mid-Cap 400 Growth ETF$0.23$1.53$2.83$4.12$5.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIJK PRICE$1.43$2.01$2.58$3.16$5.05$0.38$0.43$0.51$0.59$0.67$0.76$0.84$0.92$1.03$1.13$1.24$1.35$1.46
PutsCheap0.51×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.9419.1%2.7%
25Δ107.7516.5%2.0%
30Δ108.2315.2%1.7%
35Δ108.5614.4%1.4%
40Δ108.8913.6%1.2%
45Δ109.2312.9%1.0%
50Δ109.5612.1%0.7%
55Δ109.9011.3%0.5%
60Δ108.9915.7%0.8%110.1410.7%0.4%
65Δ108.3518.0%0.7%110.3410.2%0.3%
70Δ107.7220.4%0.7%110.539.7%0.2%
75Δ107.0822.7%0.6%110.739.2%0.1%
80Δ105.2331.5%0.7%110.938.8%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.94
IV
19.1%
B/E move
2.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.75
IV
16.5%
B/E move
2.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.23
IV
15.2%
B/E move
1.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.56
IV
14.4%
B/E move
1.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.89
IV
13.6%
B/E move
1.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.23
IV
12.9%
B/E move
1.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.56
IV
12.1%
B/E move
0.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.90
IV
11.3%
B/E move
0.5%

60Δ

Calls
Pseudo strike
108.99
IV
15.7%
B/E move
0.8%
Puts
Pseudo strike
110.14
IV
10.7%
B/E move
0.4%

65Δ

Calls
Pseudo strike
108.35
IV
18.0%
B/E move
0.7%
Puts
Pseudo strike
110.34
IV
10.2%
B/E move
0.3%

70Δ

Calls
Pseudo strike
107.72
IV
20.4%
B/E move
0.7%
Puts
Pseudo strike
110.53
IV
9.7%
B/E move
0.2%

75Δ

Calls
Pseudo strike
107.08
IV
22.7%
B/E move
0.6%
Puts
Pseudo strike
110.73
IV
9.2%
B/E move
0.1%

80Δ

Calls
Pseudo strike
105.23
IV
31.5%
B/E move
0.7%
Puts
Pseudo strike
110.93
IV
8.8%
B/E move
0.1%

Options history

IV · four-Friday blend18.54%
Daily close
IJK13.8%19.4%25.0%2026-08-13: 15.84%2026-08-14: 17.00%2026-08-17: 17.36%2026-08-18: 19.32%2026-08-19: 19.31%2026-08-20: 21.15%2026-08-21: 16.61%2026-08-24: 16.31%2026-08-25: 15.69%2026-08-26: 15.24%2026-08-27: 16.52%2026-08-28: 15.34%2026-08-31: 15.65%2026-09-01: 16.63%2026-09-02: 15.12%2026-09-03: 16.49%2026-09-04: 15.44%2026-09-08: 16.66%2026-09-09: 18.29%2026-09-10: 17.74%2026-09-11: 15.35%2026-09-14: 20.12%2026-09-15: 19.04%2026-09-16: 21.71%2026-09-17: 24.26%2026-09-18: 15.64%2026-09-21: 15.37%2026-09-22: 15.33%2026-09-23: 16.20%2026-09-24: 15.39%2026-09-25: 14.56%2026-09-28: 16.54%2026-09-29: 16.20%2026-09-30: 14.86%2026-10-01: 16.21%2026-10-02: 16.31%2026-10-05: 17.48%2026-10-06: 15.57%2026-10-07: 16.62%2026-10-08: 15.17%2026-10-09: 17.78%2026-10-12: 18.78%2026-10-13: 16.45%2026-10-14: 20.36%2026-10-15: 21.47%2026-10-16: 16.55%2026-10-19: 15.56%2026-10-20: 17.02%2026-10-21: 16.19%2026-10-22: 15.75%2026-10-23: 17.59%2026-10-26: 17.45%2026-10-27: 16.91%2026-10-28: 17.08%2026-10-29: 16.22%2026-10-30: 18.54%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.84%
17.00%
17.36%
19.32%
19.31%
21.15%
16.61%
16.31%
15.69%
15.24%
16.52%
15.34%
15.65%
16.63%
15.12%
16.49%
15.44%
16.66%
18.29%
17.74%
15.35%
20.12%
19.04%
21.71%
24.26%
15.64%
15.37%
15.33%
16.20%
15.39%
14.56%
16.54%
16.20%
14.86%
16.21%
16.31%
17.48%
15.57%
16.62%
15.17%
17.78%
18.78%
16.45%
20.36%
21.47%
16.55%
15.56%
17.02%
16.19%
15.75%
17.59%
17.45%
16.91%
17.08%
16.22%
18.54%