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iShares Core S&P Small-Cap ETF IJR

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Market datapartial · fetched 2026-10-22T23:23:16.819Z

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 · 2026-10-22T22:30:00.003189436Z

FundamentalsAlpha Vantage · unavailable

Share price$138.65
1D+0.9%
AH$137.10$137.52$137.94$138.36$138.785:30 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$0.43$3.02$5.62$8.22$10.81$128.74$133.29$137.84$142.39$146.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJR spot · $138.65IJR PRICE$0.71$1.00$1.30$1.60$1.90$2.20$2.53$2.86$3.27$3.77$4.38$6.04$7.63$1.06$1.23$1.66$1.94$2.39$2.69$3.35$4.01$4.67$5.34$6.00$6.66$10.06
PutsExpensive1.40×
CallsExpensive1.09×
SkewBearish+4.16 pp
Implied moveBearish±$5.88
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.4015.1%4.7%131.8123.6%5.7%
25Δ143.5415.5%4.2%134.0020.4%4.2%
30Δ142.6715.9%3.8%134.9721.6%3.9%
35Δ141.8116.2%3.4%136.2820.3%3.1%
40Δ140.9516.6%3.0%137.2520.8%2.7%
45Δ140.0817.0%2.6%138.3719.4%2.1%
50Δ139.2716.6%2.3%139.3620.4%1.9%
55Δ138.4516.2%1.9%140.3821.0%1.6%
60Δ137.6415.9%1.6%141.4420.6%1.4%
65Δ136.8216.0%1.4%142.5020.3%1.1%
70Δ135.9216.2%1.2%143.5619.9%0.8%
75Δ134.2019.6%1.1%144.6219.6%0.5%
80Δ132.3620.9%1.0%148.2323.9%0.4%

20Δ

Calls
Pseudo strike
144.40
IV
15.1%
B/E move
4.7%
Puts
Pseudo strike
131.81
IV
23.6%
B/E move
5.7%

25Δ

Calls
Pseudo strike
143.54
IV
15.5%
B/E move
4.2%
Puts
Pseudo strike
134.00
IV
20.4%
B/E move
4.2%

30Δ

Calls
Pseudo strike
142.67
IV
15.9%
B/E move
3.8%
Puts
Pseudo strike
134.97
IV
21.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
141.81
IV
16.2%
B/E move
3.4%
Puts
Pseudo strike
136.28
IV
20.3%
B/E move
3.1%

40Δ

Calls
Pseudo strike
140.95
IV
16.6%
B/E move
3.0%
Puts
Pseudo strike
137.25
IV
20.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
140.08
IV
17.0%
B/E move
2.6%
Puts
Pseudo strike
138.37
IV
19.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
139.27
IV
16.6%
B/E move
2.3%
Puts
Pseudo strike
139.36
IV
20.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
138.45
IV
16.2%
B/E move
1.9%
Puts
Pseudo strike
140.38
IV
21.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
137.64
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
141.44
IV
20.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
136.82
IV
16.0%
B/E move
1.4%
Puts
Pseudo strike
142.50
IV
20.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
135.92
IV
16.2%
B/E move
1.2%
Puts
Pseudo strike
143.56
IV
19.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
134.20
IV
19.6%
B/E move
1.1%
Puts
Pseudo strike
144.62
IV
19.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
132.36
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
148.23
IV
23.9%
B/E move
0.4%

Options history

No recorded observations