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iShares S&P Mid-Cap 400 Growth ETF IJK

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Market datapartial · fetched 2026-10-22T23:11:26.341Z

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 · 2026-10-22T22:30:00.003390998Z

FundamentalsAlpha Vantage · unavailable

Share price$107.53
1D-1.3%
AH$106.71$107.33$107.94$108.55$109.175:30 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$1.68$3.00$4.32$5.64$99.73$103.56$107.38$111.21$115.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJK spot · $107.53IJK PRICE$0.50$0.66$0.81$0.98$1.17$1.54$1.91$2.18$2.60$3.31$4.21$4.49$5.06$0.63$0.78$1.07$1.44$1.16$1.36$1.57$2.09$2.60$2.96$3.33$3.72$5.26
PutsCheap0.74×
CallsFair0.97×
SkewBullish-0.68 pp
Implied moveBullish±$3.48
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.9815.2%4.6%103.4718.2%4.4%
25Δ111.1014.8%3.9%104.5817.0%3.5%
30Δ110.3314.3%3.4%105.3317.5%3.0%
35Δ109.6514.0%2.9%105.8519.4%2.9%
40Δ109.0213.8%2.5%106.9713.2%1.6%
45Δ108.5015.0%2.3%107.4612.8%1.3%
50Δ107.9816.2%2.2%107.9412.7%1.1%
55Δ107.3715.9%1.9%108.5414.2%1.0%
60Δ106.7016.3%1.7%109.1615.4%0.9%
65Δ105.8818.2%1.5%109.7615.2%0.7%
70Δ104.8620.3%1.4%110.3614.8%0.5%
75Δ104.2518.7%1.1%110.9614.4%0.3%
80Δ103.4218.2%0.9%112.5617.4%0.2%

20Δ

Calls
Pseudo strike
111.98
IV
15.2%
B/E move
4.6%
Puts
Pseudo strike
103.47
IV
18.2%
B/E move
4.4%

25Δ

Calls
Pseudo strike
111.10
IV
14.8%
B/E move
3.9%
Puts
Pseudo strike
104.58
IV
17.0%
B/E move
3.5%

30Δ

Calls
Pseudo strike
110.33
IV
14.3%
B/E move
3.4%
Puts
Pseudo strike
105.33
IV
17.5%
B/E move
3.0%

35Δ

Calls
Pseudo strike
109.65
IV
14.0%
B/E move
2.9%
Puts
Pseudo strike
105.85
IV
19.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
109.02
IV
13.8%
B/E move
2.5%
Puts
Pseudo strike
106.97
IV
13.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
108.50
IV
15.0%
B/E move
2.3%
Puts
Pseudo strike
107.46
IV
12.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
107.98
IV
16.2%
B/E move
2.2%
Puts
Pseudo strike
107.94
IV
12.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
107.37
IV
15.9%
B/E move
1.9%
Puts
Pseudo strike
108.54
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
106.70
IV
16.3%
B/E move
1.7%
Puts
Pseudo strike
109.16
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
105.88
IV
18.2%
B/E move
1.5%
Puts
Pseudo strike
109.76
IV
15.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
104.86
IV
20.3%
B/E move
1.4%
Puts
Pseudo strike
110.36
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
104.25
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
110.96
IV
14.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
103.42
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
112.56
IV
17.4%
B/E move
0.2%

Options history

No recorded observations