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iShares Morningstar Growth ETF ILCG

i

Market dataready · fetched 2026-11-12T14:59:21.861Z

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 · 2026-11-12T14:56:48.486672774Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:59:21.409089+00:00

Share price$108.53
1D+1.3%
$107.04$107.44$107.84$108.24$108.645:30 AM6:30 AM9:00 AM1:00 PMILCG
Sold putSold call

iShares Morningstar Growth ETF options

Live interpolated ILCG call and put midpoint premiums by absolute delta.iShares Morningstar Growth ETF$0.66$1.46$2.27$3.07$3.87$101.22$105.13$109.04$112.94$116.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ILCG spot · $108.53ILCG PRICE$1.08$1.36$1.57$1.72$2.11$2.70$3.01$3.33$3.64$0.75$0.90$1.06$1.21$1.45$1.70$1.98$2.32$2.71$2.86$3.00$3.34
Puts——
Calls——
Skew——
Implied moveBearish±$3.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.9741.3%5.8%
25Δ104.2238.0%4.8%
30Δ105.4634.7%3.8%
35Δ106.7131.5%2.8%
40Δ109.6323.6%2.0%107.4930.6%2.3%
45Δ109.1925.1%1.9%108.1230.4%1.9%
50Δ108.7225.0%1.6%108.7329.9%1.6%
55Δ108.2323.6%1.3%109.3529.9%1.4%
60Δ107.6624.6%1.1%109.9830.4%1.2%
65Δ107.0027.8%1.1%110.4228.0%0.9%
70Δ106.4926.6%0.9%110.8425.4%0.6%
75Δ105.9725.4%0.7%111.3924.4%0.4%
80Δ105.4624.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.97
IV
41.3%
B/E move
5.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.22
IV
38.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.46
IV
34.7%
B/E move
3.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.71
IV
31.5%
B/E move
2.8%

40Δ

Calls
Pseudo strike
109.63
IV
23.6%
B/E move
2.0%
Puts
Pseudo strike
107.49
IV
30.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
109.19
IV
25.1%
B/E move
1.9%
Puts
Pseudo strike
108.12
IV
30.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
108.72
IV
25.0%
B/E move
1.6%
Puts
Pseudo strike
108.73
IV
29.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
108.23
IV
23.6%
B/E move
1.3%
Puts
Pseudo strike
109.35
IV
29.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
107.66
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
109.98
IV
30.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
107.00
IV
27.8%
B/E move
1.1%
Puts
Pseudo strike
110.42
IV
28.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
106.49
IV
26.6%
B/E move
0.9%
Puts
Pseudo strike
110.84
IV
25.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
105.97
IV
25.4%
B/E move
0.7%
Puts
Pseudo strike
111.39
IV
24.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
105.46
IV
24.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.45%
Daily close
ILCG15.8%19.4%22.9%2026-08-14: 17.90%2026-08-17: 18.47%2026-08-18: 19.52%2026-08-19: 20.29%2026-08-20: 22.11%2026-08-21: 18.64%2026-08-24: 18.97%2026-08-25: 18.24%2026-08-26: 18.08%2026-08-27: 17.34%2026-08-28: 16.79%2026-08-31: 16.64%2026-09-01: 17.05%2026-09-02: 17.29%2026-09-03: 16.68%2026-09-04: 16.30%2026-09-08: 17.54%2026-09-09: 18.15%2026-09-10: 18.76%2026-09-11: 17.32%2026-09-14: 18.52%2026-09-15: 19.47%2026-09-16: 19.51%2026-09-17: 20.59%2026-09-18: 17.22%2026-09-23: 17.81%2026-09-28: 18.11%2026-09-29: 18.22%2026-09-30: 18.34%2026-10-08: 18.18%2026-10-09: 17.21%2026-10-12: 17.85%2026-10-13: 18.28%2026-10-14: 20.25%2026-10-15: 21.39%2026-10-16: 19.68%2026-10-19: 18.77%2026-10-20: 19.26%2026-10-21: 18.90%2026-10-22: 21.05%2026-10-23: 21.41%2026-10-26: 20.23%2026-10-27: 19.69%2026-10-28: 19.38%2026-10-29: 19.48%2026-10-30: 22.45%Aug 14Sep 16Oct 30
46 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
17.90%
18.47%
19.52%
20.29%
22.11%
18.64%
18.97%
18.24%
18.08%
17.34%
16.79%
16.64%
17.05%
17.29%
16.68%
16.30%
17.54%
18.15%
18.76%
17.32%
18.52%
19.47%
19.51%
20.59%
17.22%
17.81%
18.11%
18.22%
18.34%
18.18%
17.21%
17.85%
18.28%
20.25%
21.39%
19.68%
18.77%
19.26%
18.90%
21.05%
21.41%
20.23%
19.69%
19.38%
19.48%
22.45%