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iShares Core S&P Small-Cap ETF IJR

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Market datapartial · fetched 2026-10-23T17:35:53.794Z

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 · 2026-10-23T17:35:46.543693112Z

FundamentalsAlpha Vantage · unavailable

Share price$138.12
1D+0.1%
$137.01$137.41$137.81$138.21$138.615:30 AM6:30 AM9:00 AM1:00 PMIJR
Sold putSold call

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$0.54$2.53$4.52$6.51$8.50$128.48$133.10$137.72$142.34$146.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJR spot · $138.12IJR PRICE$0.75$1.05$1.35$1.65$1.94$2.33$2.82$3.28$3.67$4.26$5.14$6.09$6.68$1.08$1.18$1.57$1.97$2.31$2.74$3.19$3.63$4.31$5.12$5.93$6.75$7.93
PutsExpensive1.36×
CallsExpensive1.21×
SkewBearish+2.07 pp
Implied moveBearish±$6.00
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.4217.0%5.1%131.1224.5%5.8%
25Δ143.4417.2%4.6%133.6320.1%4.1%
30Δ142.4717.5%4.1%134.6620.7%3.6%
35Δ141.4917.7%3.6%135.6621.2%3.2%
40Δ140.5117.9%3.1%136.7720.5%2.6%
45Δ139.5818.3%2.7%137.7720.4%2.2%
50Δ138.7018.8%2.5%138.7320.1%1.9%
55Δ137.8119.1%2.2%139.6819.6%1.5%
60Δ136.9318.4%1.8%140.7519.5%1.2%
65Δ135.9918.6%1.5%141.8819.7%1.0%
70Δ134.8419.6%1.3%143.0219.8%0.7%
75Δ133.6320.2%1.2%144.1619.9%0.5%
80Δ132.6719.1%0.9%145.6320.4%0.3%

20Δ

Calls
Pseudo strike
144.42
IV
17.0%
B/E move
5.1%
Puts
Pseudo strike
131.12
IV
24.5%
B/E move
5.8%

25Δ

Calls
Pseudo strike
143.44
IV
17.2%
B/E move
4.6%
Puts
Pseudo strike
133.63
IV
20.1%
B/E move
4.1%

30Δ

Calls
Pseudo strike
142.47
IV
17.5%
B/E move
4.1%
Puts
Pseudo strike
134.66
IV
20.7%
B/E move
3.6%

35Δ

Calls
Pseudo strike
141.49
IV
17.7%
B/E move
3.6%
Puts
Pseudo strike
135.66
IV
21.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
140.51
IV
17.9%
B/E move
3.1%
Puts
Pseudo strike
136.77
IV
20.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
139.58
IV
18.3%
B/E move
2.7%
Puts
Pseudo strike
137.77
IV
20.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
138.70
IV
18.8%
B/E move
2.5%
Puts
Pseudo strike
138.73
IV
20.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
137.81
IV
19.1%
B/E move
2.2%
Puts
Pseudo strike
139.68
IV
19.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
136.93
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
140.75
IV
19.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
135.99
IV
18.6%
B/E move
1.5%
Puts
Pseudo strike
141.88
IV
19.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
134.84
IV
19.6%
B/E move
1.3%
Puts
Pseudo strike
143.02
IV
19.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
133.63
IV
20.2%
B/E move
1.2%
Puts
Pseudo strike
144.16
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
132.67
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
145.63
IV
20.4%
B/E move
0.3%

Options history

No recorded observations