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iShares Trust iShares Lithium Miners and Producers ETF ILIT

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Market datapartial · fetched 2026-10-23T19:01:58.015Z

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 · 2026-10-23T18:22:49.159306769Z

FundamentalsAlpha Vantage · unavailable

Share price$10.38
1D+0.4%
$10.29$10.32$10.34$10.36$10.385:30 AM6:30 AM9:00 AM1:00 PMILIT
Sold putSold call

iShares Trust iShares Lithium Miners and Producers ETF options

Live interpolated ILIT call and put midpoint premiums by absolute delta.iShares Trust iShares Lithium Miners and Producers ETF$0.59$0.60$0.61$0.62$0.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEILIT PRICE$0.60$0.60$0.60$0.62
PutsExpensive3.43×
CallsExpensive7.67×
SkewBullish-16.94 pp
Implied move——
TiltBullish48.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ16.30175.0%62.9%8.75122.3%21.7%
30Δ14.16138.7%42.2%
35Δ12.20103.9%23.4%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.30
IV
175.0%
B/E move
62.9%
Puts
Pseudo strike
8.75
IV
122.3%
B/E move
21.7%

30Δ

Calls
Pseudo strike
14.16
IV
138.7%
B/E move
42.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.20
IV
103.9%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations