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iShares S&P SmallCap 600 Growth ETF IJT

i

Market dataready · fetched 2026-11-11T14:59:48.067Z

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 · 2026-11-11T14:52:47.773789995Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:59:46.766145+00:00

Share price$166.63
1D+0.1%
$166.00$166.18$166.36$166.53$166.715:30 AM6:30 AM9:00 AM1:00 PMIJT
Sold putSold call

iShares S&P SmallCap 600 Growth ETF options

Live interpolated IJT call and put midpoint premiums by absolute delta.iShares S&P SmallCap 600 Growth ETF$0.63$2.28$3.92$5.57$7.22$157.91$162.15$166.39$170.63$174.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IJT spot · $166.63IJT PRICE$1.11$1.29$1.57$1.86$2.23$2.64$3.07$3.48$3.99$4.67$0.81$0.94$1.08$1.31$1.54$1.80$2.11$2.46$2.85$3.30$4.37$5.56$6.74
PutsFair1.03×
Calls——
Skew——
Implied moveBearish±$3.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.9727.0%3.9%
25Δ162.6823.6%2.9%
30Δ164.0121.0%2.2%
35Δ168.7418.4%1.9%164.7820.8%1.9%
40Δ168.0317.6%1.6%165.5220.3%1.6%
45Δ167.4417.8%1.4%166.2219.9%1.3%
50Δ166.8518.1%1.3%166.8719.8%1.1%
55Δ166.2418.6%1.1%167.5219.7%0.9%
60Δ165.6019.0%1.0%168.1919.7%0.8%
65Δ164.9319.3%0.8%168.8919.9%0.6%
70Δ164.2719.0%0.7%170.1521.0%0.5%
75Δ163.5518.9%0.5%171.5122.3%0.4%
80Δ162.6818.9%0.4%172.8723.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
160.97
IV
27.0%
B/E move
3.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
162.68
IV
23.6%
B/E move
2.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
164.01
IV
21.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
168.74
IV
18.4%
B/E move
1.9%
Puts
Pseudo strike
164.78
IV
20.8%
B/E move
1.9%

40Δ

Calls
Pseudo strike
168.03
IV
17.6%
B/E move
1.6%
Puts
Pseudo strike
165.52
IV
20.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
167.44
IV
17.8%
B/E move
1.4%
Puts
Pseudo strike
166.22
IV
19.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
166.85
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
166.87
IV
19.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
166.24
IV
18.6%
B/E move
1.1%
Puts
Pseudo strike
167.52
IV
19.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
165.60
IV
19.0%
B/E move
1.0%
Puts
Pseudo strike
168.19
IV
19.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
164.93
IV
19.3%
B/E move
0.8%
Puts
Pseudo strike
168.89
IV
19.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
164.27
IV
19.0%
B/E move
0.7%
Puts
Pseudo strike
170.15
IV
21.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
163.55
IV
18.9%
B/E move
0.5%
Puts
Pseudo strike
171.51
IV
22.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
162.68
IV
18.9%
B/E move
0.4%
Puts
Pseudo strike
172.87
IV
23.7%
B/E move
0.3%

Options history

IV · four-Friday blend20.77%
Daily close
IJT16.7%19.1%21.6%2026-08-13: 17.47%2026-08-14: 17.05%2026-08-17: 17.52%2026-08-18: 18.18%2026-08-19: 18.30%2026-08-20: 20.17%2026-08-21: 18.52%2026-08-24: 18.77%2026-08-25: 18.59%2026-08-26: 18.64%2026-08-27: 17.95%2026-08-28: 17.81%2026-08-31: 18.08%2026-09-01: 18.53%2026-09-02: 18.46%2026-09-03: 17.83%2026-09-04: 17.55%2026-09-08: 18.55%2026-09-09: 19.17%2026-09-10: 20.10%2026-09-11: 19.10%2026-09-14: 20.05%2026-09-15: 21.23%2026-09-16: 20.67%2026-09-17: 20.18%2026-09-18: 18.86%2026-09-21: 18.38%2026-09-22: 18.08%2026-09-23: 18.22%2026-09-24: 19.19%2026-09-25: 18.98%2026-09-28: 18.96%2026-09-29: 19.36%2026-09-30: 19.16%2026-10-01: 19.81%2026-10-02: 19.16%2026-10-05: 18.48%2026-10-06: 18.81%2026-10-07: 19.19%2026-10-08: 19.25%2026-10-09: 18.32%2026-10-12: 19.10%2026-10-13: 19.67%2026-10-14: 20.28%2026-10-15: 20.68%2026-10-16: 19.70%2026-10-19: 19.20%2026-10-20: 19.63%2026-10-21: 19.14%2026-10-22: 19.68%2026-10-23: 20.50%2026-10-26: 19.90%2026-10-27: 19.27%2026-10-28: 18.87%2026-10-29: 18.49%2026-10-30: 20.77%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.47%
17.05%
17.52%
18.18%
18.30%
20.17%
18.52%
18.77%
18.59%
18.64%
17.95%
17.81%
18.08%
18.53%
18.46%
17.83%
17.55%
18.55%
19.17%
20.10%
19.10%
20.05%
21.23%
20.67%
20.18%
18.86%
18.38%
18.08%
18.22%
19.19%
18.98%
18.96%
19.36%
19.16%
19.81%
19.16%
18.48%
18.81%
19.19%
19.25%
18.32%
19.10%
19.67%
20.28%
20.68%
19.70%
19.20%
19.63%
19.14%
19.68%
20.50%
19.90%
19.27%
18.87%
18.49%
20.77%