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iShares S&P Small-Cap 600 Value ETF IJS

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Market datapartial · fetched 2026-10-22T09:31:39.788Z

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 · 2026-10-22T09:30:13.912549255Z

FundamentalsAlpha Vantage · unavailable

Share price$129.06
1D
Price history unavailable.

iShares S&P Small-Cap 600 Value ETF options

Live interpolated IJS call and put midpoint premiums by absolute delta.iShares S&P Small-Cap 600 Value ETF$0.77$3.89$7.00$10.11$13.22$119.39$124.82$130.25$135.67$141.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJS spot · $129.06IJS PRICE$1.42$1.11$1.58$2.04$2.51$2.97$3.45$3.99$4.53$5.96$7.54$8.70$12.32$1.70$1.88$1.99$2.23$2.36$2.50$2.63$2.86$3.18$3.50$3.83$4.15$4.47
PutsExpensive1.33×
CallsExpensive1.87×
SkewBullish-6.47 pp
Implied moveBullish±$6.08
TiltBullish21.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ142.9937.7%11.9%118.6339.4%9.4%
25Δ134.9821.0%5.4%122.0933.0%6.9%
30Δ133.9421.8%5.0%124.7127.4%4.9%
35Δ132.9122.6%4.6%126.2125.2%3.9%
40Δ131.8723.4%4.1%127.2922.8%3.2%
45Δ130.8424.2%3.7%128.3620.3%2.5%
50Δ129.7924.8%3.2%129.4417.9%1.7%
55Δ128.6724.4%2.8%130.2816.2%1.3%
60Δ127.5624.1%2.3%130.8615.2%1.1%
65Δ125.9927.9%2.2%131.4314.3%0.9%
70Δ124.1530.9%2.0%132.0113.3%0.7%
75Δ122.5031.0%1.7%132.5912.3%0.5%
80Δ118.7838.9%1.6%133.1611.4%0.3%

20Δ

Calls
Pseudo strike
142.99
IV
37.7%
B/E move
11.9%
Puts
Pseudo strike
118.63
IV
39.4%
B/E move
9.4%

25Δ

Calls
Pseudo strike
134.98
IV
21.0%
B/E move
5.4%
Puts
Pseudo strike
122.09
IV
33.0%
B/E move
6.9%

30Δ

Calls
Pseudo strike
133.94
IV
21.8%
B/E move
5.0%
Puts
Pseudo strike
124.71
IV
27.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
132.91
IV
22.6%
B/E move
4.6%
Puts
Pseudo strike
126.21
IV
25.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
131.87
IV
23.4%
B/E move
4.1%
Puts
Pseudo strike
127.29
IV
22.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
130.84
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
128.36
IV
20.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
129.79
IV
24.8%
B/E move
3.2%
Puts
Pseudo strike
129.44
IV
17.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
128.67
IV
24.4%
B/E move
2.8%
Puts
Pseudo strike
130.28
IV
16.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
127.56
IV
24.1%
B/E move
2.3%
Puts
Pseudo strike
130.86
IV
15.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
125.99
IV
27.9%
B/E move
2.2%
Puts
Pseudo strike
131.43
IV
14.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
124.15
IV
30.9%
B/E move
2.0%
Puts
Pseudo strike
132.01
IV
13.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
122.50
IV
31.0%
B/E move
1.7%
Puts
Pseudo strike
132.59
IV
12.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
118.78
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
133.16
IV
11.4%
B/E move
0.3%

Options history

No recorded observations