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iShares Trust iShares Lithium Miners and Producers ETF ILIT

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Market dataready · fetched 2026-11-13T00:47:39.709Z

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 · 2026-11-12T21:37:27.254175167Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:39.337773+00:00

Share price$10.05
1D-0.6%
AH$9.93$9.99$10.05$10.10$10.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMILIT
Sold putSold callAH

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$0.49$0.81$1.12$1.43$1.75$7.68$9.02$10.36$11.70$13.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ILIT spot · $10.05ILIT PRICE$0.53$0.53$0.53$0.53$0.54$0.59$0.63$0.69$0.88$1.08$1.27$1.46$1.66$0.53$0.53$0.53$0.56$0.59$0.62$0.68$0.73$0.78$0.84$0.89$0.95$1.00
PutsExpensive1.57×
CallsExpensive4.09×
SkewBullish-41.65 pp
Implied moveBearish±$1.31
TiltBullish8.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.15413.9%105.8%7.81265.0%27.5%
25Δ14.73291.7%51.7%8.53209.3%20.3%
30Δ12.60220.9%30.6%9.08168.5%14.9%
35Δ11.54175.4%20.0%9.38150.0%12.2%
40Δ10.90145.8%13.8%9.68131.4%9.6%
45Δ10.59133.6%11.2%9.98112.9%6.9%
50Δ10.29121.5%8.6%10.13105.6%6.0%
55Δ9.98110.2%6.2%10.2698.9%5.1%
60Δ9.71111.2%5.4%10.4092.3%4.3%
65Δ9.45112.1%4.7%10.5385.7%3.5%
70Δ9.18113.1%4.0%10.6779.1%2.7%
75Δ8.91114.1%3.2%10.8172.5%1.9%
80Δ8.64115.0%2.5%10.9465.8%1.1%

20Δ

Calls
Pseudo strike
20.15
IV
413.9%
B/E move
105.8%
Puts
Pseudo strike
7.81
IV
265.0%
B/E move
27.5%

25Δ

Calls
Pseudo strike
14.73
IV
291.7%
B/E move
51.7%
Puts
Pseudo strike
8.53
IV
209.3%
B/E move
20.3%

30Δ

Calls
Pseudo strike
12.60
IV
220.9%
B/E move
30.6%
Puts
Pseudo strike
9.08
IV
168.5%
B/E move
14.9%

35Δ

Calls
Pseudo strike
11.54
IV
175.4%
B/E move
20.0%
Puts
Pseudo strike
9.38
IV
150.0%
B/E move
12.2%

40Δ

Calls
Pseudo strike
10.90
IV
145.8%
B/E move
13.8%
Puts
Pseudo strike
9.68
IV
131.4%
B/E move
9.6%

45Δ

Calls
Pseudo strike
10.59
IV
133.6%
B/E move
11.2%
Puts
Pseudo strike
9.98
IV
112.9%
B/E move
6.9%

50Δ

Calls
Pseudo strike
10.29
IV
121.5%
B/E move
8.6%
Puts
Pseudo strike
10.13
IV
105.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
9.98
IV
110.2%
B/E move
6.2%
Puts
Pseudo strike
10.26
IV
98.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
9.71
IV
111.2%
B/E move
5.4%
Puts
Pseudo strike
10.40
IV
92.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
9.45
IV
112.1%
B/E move
4.7%
Puts
Pseudo strike
10.53
IV
85.7%
B/E move
3.5%

70Δ

Calls
Pseudo strike
9.18
IV
113.1%
B/E move
4.0%
Puts
Pseudo strike
10.67
IV
79.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
8.91
IV
114.1%
B/E move
3.2%
Puts
Pseudo strike
10.81
IV
72.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
8.64
IV
115.0%
B/E move
2.5%
Puts
Pseudo strike
10.94
IV
65.8%
B/E move
1.1%

Options history

IV · four-Friday blend83.09%
Daily close
ILIT50.3%90.0%129.6%2026-08-14: 67.33%2026-08-17: 73.49%2026-08-18: 77.08%2026-08-19: 83.64%2026-08-20: 95.33%2026-08-21: 56.07%2026-08-24: 55.78%2026-08-25: 57.08%2026-08-26: 58.77%2026-08-27: 57.63%2026-08-28: 56.55%2026-08-31: 57.42%2026-09-01: 56.16%2026-09-02: 56.65%2026-09-03: 57.91%2026-09-04: 61.48%2026-09-08: 64.79%2026-09-09: 64.67%2026-09-10: 65.09%2026-09-11: 70.26%2026-09-14: 78.11%2026-09-15: 83.97%2026-09-16: 90.84%2026-09-17: 102.43%2026-09-18: 61.32%2026-09-21: 60.22%2026-09-22: 61.80%2026-09-23: 63.87%2026-09-24: 66.47%2026-09-25: 67.43%2026-09-28: 70.89%2026-09-29: 71.43%2026-09-30: 71.19%2026-10-01: 73.62%2026-10-02: 74.15%2026-10-05: 75.96%2026-10-06: 76.03%2026-10-07: 79.73%2026-10-08: 80.44%2026-10-09: 82.47%2026-10-12: 92.83%2026-10-13: 96.26%2026-10-14: 108.21%2026-10-15: 124.14%2026-10-16: 76.12%2026-10-19: 76.01%2026-10-20: 75.81%2026-10-21: 78.10%2026-10-22: 81.60%2026-10-23: 80.28%2026-10-26: 79.74%2026-10-27: 74.57%2026-10-28: 76.39%2026-10-29: 81.38%2026-10-30: 83.09%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
67.33%
73.49%
77.08%
83.64%
95.33%
56.07%
55.78%
57.08%
58.77%
57.63%
56.55%
57.42%
56.16%
56.65%
57.91%
61.48%
64.79%
64.67%
65.09%
70.26%
78.11%
83.97%
90.84%
102.43%
61.32%
60.22%
61.80%
63.87%
66.47%
67.43%
70.89%
71.43%
71.19%
73.62%
74.15%
75.96%
76.03%
79.73%
80.44%
82.47%
92.83%
96.26%
108.21%
124.14%
76.12%
76.01%
75.81%
78.10%
81.60%
80.28%
79.74%
74.57%
76.39%
81.38%
83.09%