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iShares Trust iShares Lithium Miners and Producers ETF ILIT

i

Market dataready · fetched 2026-10-24T19:20:27.538Z

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 · 2026-10-23T20:00:00.376729572Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T19:20:27.942523+00:00

Share price$10.37
1D+0.4%
AH$10.29$10.32$10.34$10.36$10.385:30 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$0.57$0.82$1.06$1.31$1.56$7.55$9.10$10.65$12.20$13.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ILIT spot · $10.37ILIT PRICE$0.60$0.60$0.60$0.60$0.64$0.68$0.75$0.82$0.89$0.97$1.07$1.16$1.25$0.60$0.62$0.65$0.69$0.74$0.79$0.85$0.90$0.96$1.07$1.21$1.35$1.48
PutsExpensive2.22×
CallsExpensive5.34×
SkewBullish-19.95 pp
Implied moveBearish±$1.60
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.78255.2%135.1%7.98153.6%28.8%
25Δ16.24178.1%62.4%8.74124.6%21.7%
30Δ13.49133.9%35.9%9.27105.9%16.9%
35Δ12.12105.0%22.6%9.6992.5%13.2%
40Δ11.5091.9%17.0%10.0681.1%10.1%
45Δ10.9781.0%12.4%10.2875.1%8.6%
50Δ10.6976.1%10.3%10.4969.0%7.0%
55Δ10.4171.1%8.3%10.7163.0%5.4%
60Δ10.1366.2%6.3%10.9256.9%3.9%
65Δ9.9161.9%4.9%11.1353.5%2.9%
70Δ9.7358.0%4.1%11.3351.5%2.4%
75Δ9.5554.2%3.3%11.5349.4%1.8%
80Δ9.3850.3%2.5%11.7347.4%1.2%

20Δ

Calls
Pseudo strike
23.78
IV
255.2%
B/E move
135.1%
Puts
Pseudo strike
7.98
IV
153.6%
B/E move
28.8%

25Δ

Calls
Pseudo strike
16.24
IV
178.1%
B/E move
62.4%
Puts
Pseudo strike
8.74
IV
124.6%
B/E move
21.7%

30Δ

Calls
Pseudo strike
13.49
IV
133.9%
B/E move
35.9%
Puts
Pseudo strike
9.27
IV
105.9%
B/E move
16.9%

35Δ

Calls
Pseudo strike
12.12
IV
105.0%
B/E move
22.6%
Puts
Pseudo strike
9.69
IV
92.5%
B/E move
13.2%

40Δ

Calls
Pseudo strike
11.50
IV
91.9%
B/E move
17.0%
Puts
Pseudo strike
10.06
IV
81.1%
B/E move
10.1%

45Δ

Calls
Pseudo strike
10.97
IV
81.0%
B/E move
12.4%
Puts
Pseudo strike
10.28
IV
75.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
10.69
IV
76.1%
B/E move
10.3%
Puts
Pseudo strike
10.49
IV
69.0%
B/E move
7.0%

55Δ

Calls
Pseudo strike
10.41
IV
71.1%
B/E move
8.3%
Puts
Pseudo strike
10.71
IV
63.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
10.13
IV
66.2%
B/E move
6.3%
Puts
Pseudo strike
10.92
IV
56.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
9.91
IV
61.9%
B/E move
4.9%
Puts
Pseudo strike
11.13
IV
53.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
9.73
IV
58.0%
B/E move
4.1%
Puts
Pseudo strike
11.33
IV
51.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
9.55
IV
54.2%
B/E move
3.3%
Puts
Pseudo strike
11.53
IV
49.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
9.38
IV
50.3%
B/E move
2.5%
Puts
Pseudo strike
11.73
IV
47.4%
B/E move
1.2%

Options history

ILIT50.3189.96129.612026-07-27: 61.67%2026-07-28: 59.47%2026-07-29: 63.80%2026-07-30: 62.08%2026-07-31: 63.99%2026-08-03: 63.37%2026-08-04: 63.45%2026-08-05: 62.06%2026-08-06: 60.44%2026-08-07: 58.02%2026-08-10: 59.75%2026-08-11: 59.62%2026-08-12: 63.35%2026-08-13: 65.86%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%Jul 27Oct 23
Table
DateIV
61.67%
59.47%
63.80%
62.08%
63.99%
63.37%
63.45%
62.06%
60.44%
58.02%
59.75%
59.62%
63.35%
65.86%
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%