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iShares S&P Mid-Cap 400 Growth ETF IJK

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Market datapartial · fetched 2026-10-22T10:07:48.251Z

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 · 2026-10-22T00:00:00.034859073Z

FundamentalsAlpha Vantage · unavailable

Share price$109.87
1D+0.0%
AH$109.47$109.68$109.88$110.08$110.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIJK
Sold putSold callAH

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$0.36$2.32$4.28$6.23$8.19$102.62$106.21$109.81$113.41$117.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJK spot · $109.87IJK PRICE$0.59$0.85$1.00$0.96$1.24$1.55$2.12$2.54$2.82$3.43$4.77$5.95$7.63$0.57$0.73$0.97$1.06$1.20$1.48$1.92$2.50$2.45$2.41$2.36$4.17$4.77
PutsCheap0.77×
CallsExpensive1.12×
SkewBullish-3.89 pp
Implied moveBullish±$4.03
TiltBullish14.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.6616.1%4.9%106.2116.1%3.9%
25Δ114.2418.0%4.8%107.1915.2%3.1%
30Δ113.3117.3%4.0%107.7615.9%2.8%
35Δ111.9713.4%2.8%108.5614.4%2.2%
40Δ111.4614.1%2.6%109.2713.1%1.6%
45Δ110.9414.9%2.4%109.7713.6%1.4%
50Δ110.3217.4%2.3%110.3514.9%1.3%
55Δ109.6618.2%2.1%111.0016.8%1.2%
60Δ108.9817.5%1.8%111.3214.7%0.9%
65Δ108.1618.4%1.6%111.6312.6%0.6%
70Δ106.8022.5%1.5%111.9510.5%0.3%
75Δ105.4224.4%1.4%113.6915.7%0.3%
80Δ103.5527.5%1.2%114.4515.5%0.2%

20Δ

Calls
Pseudo strike
114.66
IV
16.1%
B/E move
4.9%
Puts
Pseudo strike
106.21
IV
16.1%
B/E move
3.9%

25Δ

Calls
Pseudo strike
114.24
IV
18.0%
B/E move
4.8%
Puts
Pseudo strike
107.19
IV
15.2%
B/E move
3.1%

30Δ

Calls
Pseudo strike
113.31
IV
17.3%
B/E move
4.0%
Puts
Pseudo strike
107.76
IV
15.9%
B/E move
2.8%

35Δ

Calls
Pseudo strike
111.97
IV
13.4%
B/E move
2.8%
Puts
Pseudo strike
108.56
IV
14.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
111.46
IV
14.1%
B/E move
2.6%
Puts
Pseudo strike
109.27
IV
13.1%
B/E move
1.6%

45Δ

Calls
Pseudo strike
110.94
IV
14.9%
B/E move
2.4%
Puts
Pseudo strike
109.77
IV
13.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
110.32
IV
17.4%
B/E move
2.3%
Puts
Pseudo strike
110.35
IV
14.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
109.66
IV
18.2%
B/E move
2.1%
Puts
Pseudo strike
111.00
IV
16.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
108.98
IV
17.5%
B/E move
1.8%
Puts
Pseudo strike
111.32
IV
14.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
108.16
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
111.63
IV
12.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
106.80
IV
22.5%
B/E move
1.5%
Puts
Pseudo strike
111.95
IV
10.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
105.42
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
113.69
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
103.55
IV
27.5%
B/E move
1.2%
Puts
Pseudo strike
114.45
IV
15.5%
B/E move
0.2%

Options history

No recorded observations