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iShares Core S&P Small-Cap ETF IJR

i

Market dataready · fetched 2026-11-13T02:10:36.316Z

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 · 2026-11-13T01:00:00.073902851Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:10:35.876982+00:00

Share price$140.64
1D-0.7%
AH$140.52$140.96$141.40$141.84$142.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIJR
Sold putSold callAH

iShares Core S&P Small-Cap ETF options

Live interpolated IJR call and put midpoint premiums by absolute delta.iShares Core S&P Small-Cap ETF$0.26$2.00$3.74$5.48$7.23$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIJR PRICE$0.56$0.79$1.03$1.26$1.50$1.73$1.97$2.20$2.58$3.06$3.53$4.34$6.72$0.45$0.53$0.64$0.74
Puts——
CallsExpensive1.32×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.2518.7%3.0%137.4719.2%2.6%
25Δ143.6719.2%2.7%138.3317.1%2.0%
30Δ143.1019.8%2.5%138.9216.1%1.7%
35Δ142.5320.4%2.2%139.5015.0%1.3%
40Δ141.9520.9%2.0%
45Δ141.3821.5%1.8%
50Δ140.8122.1%1.5%
55Δ140.2322.6%1.3%
60Δ139.5923.2%1.1%
65Δ138.9023.7%0.9%
70Δ138.2124.2%0.8%
75Δ137.2426.0%0.7%
80Δ134.9135.4%0.7%

20Δ

Calls
Pseudo strike
144.25
IV
18.7%
B/E move
3.0%
Puts
Pseudo strike
137.47
IV
19.2%
B/E move
2.6%

25Δ

Calls
Pseudo strike
143.67
IV
19.2%
B/E move
2.7%
Puts
Pseudo strike
138.33
IV
17.1%
B/E move
2.0%

30Δ

Calls
Pseudo strike
143.10
IV
19.8%
B/E move
2.5%
Puts
Pseudo strike
138.92
IV
16.1%
B/E move
1.7%

35Δ

Calls
Pseudo strike
142.53
IV
20.4%
B/E move
2.2%
Puts
Pseudo strike
139.50
IV
15.0%
B/E move
1.3%

40Δ

Calls
Pseudo strike
141.95
IV
20.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
141.38
IV
21.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
140.81
IV
22.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
140.23
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
139.59
IV
23.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
138.90
IV
23.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
138.21
IV
24.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
137.24
IV
26.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
134.91
IV
35.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.20%
Daily close
IJR15.1%18.2%21.3%2026-08-14: 16.47%2026-08-17: 16.01%2026-08-20: 18.44%2026-08-21: 16.73%2026-08-24: 16.21%2026-08-25: 15.82%2026-08-26: 16.01%2026-08-27: 15.75%2026-08-28: 15.92%2026-08-31: 16.53%2026-09-01: 16.96%2026-09-02: 15.83%2026-09-03: 15.55%2026-09-04: 15.64%2026-09-08: 16.31%2026-09-09: 16.65%2026-09-10: 17.23%2026-09-11: 17.51%2026-09-14: 19.37%2026-09-15: 20.86%2026-09-16: 18.72%2026-09-17: 18.49%2026-09-18: 16.90%2026-09-21: 16.70%2026-09-22: 15.64%2026-09-23: 16.56%2026-09-24: 16.21%2026-09-25: 16.14%2026-09-28: 16.47%2026-09-29: 16.74%2026-09-30: 16.92%2026-10-01: 17.84%2026-10-02: 16.76%2026-10-05: 16.49%2026-10-06: 16.68%2026-10-07: 17.16%2026-10-08: 17.77%2026-10-09: 16.91%2026-10-12: 17.84%2026-10-13: 18.33%2026-10-14: 18.75%2026-10-15: 19.36%2026-10-16: 17.86%2026-10-19: 17.93%2026-10-20: 17.75%2026-10-21: 17.09%2026-10-22: 17.37%2026-10-23: 18.13%2026-10-26: 17.62%2026-10-27: 17.88%2026-10-28: 17.15%2026-10-29: 16.92%2026-10-30: 18.20%Aug 14Sep 24Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
16.47%
16.01%
18.44%
16.73%
16.21%
15.82%
16.01%
15.75%
15.92%
16.53%
16.96%
15.83%
15.55%
15.64%
16.31%
16.65%
17.23%
17.51%
19.37%
20.86%
18.72%
18.49%
16.90%
16.70%
15.64%
16.56%
16.21%
16.14%
16.47%
16.74%
16.92%
17.84%
16.76%
16.49%
16.68%
17.16%
17.77%
16.91%
17.84%
18.33%
18.75%
19.36%
17.86%
17.93%
17.75%
17.09%
17.37%
18.13%
17.62%
17.88%
17.15%
16.92%
18.20%