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iShares Morningstar Mid-Cap Growth ETF IMCG

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Market dataready · fetched 2026-11-12T02:13:03.175Z

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 · 2026-11-12T01:00:00.085498363Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:13:02.742621+00:00

Share price$94.72
1D+0.8%
AH$93.10$93.63$94.16$94.70$95.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMCG
Sold putSold callAH

iShares Morningstar Mid-Cap Growth ETF options

Live interpolated IMCG call and put midpoint premiums by absolute delta.iShares Morningstar Mid-Cap Growth ETF$0.71$1.58$2.45$3.32$4.19$88.61$91.40$94.20$97.00$99.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMCG spot · $94.72IMCG PRICE$0.80$0.83$0.86$0.92$1.00$1.06$1.19$1.44$1.69$1.83$1.94$2.06$2.30$0.87$0.93$0.98$1.05$1.14$1.23$1.32$1.50$1.73$2.01$2.53$3.15$3.94
PutsExpensive1.19×
CallsCheap0.94×
SkewBearish+2.71 pp
Implied moveBearish±$2.51
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.6350.7%8.1%88.9651.3%7.0%
25Δ98.9438.9%5.3%91.0340.9%4.9%
30Δ97.4631.8%3.8%92.3334.1%3.5%
35Δ96.5227.5%2.9%93.2229.8%2.7%
40Δ95.8424.4%2.2%93.9026.6%2.1%
45Δ95.3321.9%1.8%94.3924.2%1.6%
50Δ94.8620.4%1.4%94.8421.9%1.3%
55Δ94.4621.0%1.2%95.2621.0%1.0%
60Δ94.0521.6%1.1%95.6620.9%0.8%
65Δ93.7520.3%0.9%96.0921.1%0.7%
70Δ93.4518.7%0.7%96.7122.9%0.6%
75Δ93.1617.2%0.5%97.4324.7%0.5%
80Δ92.7916.3%0.4%98.3226.7%0.4%

20Δ

Calls
Pseudo strike
101.63
IV
50.7%
B/E move
8.1%
Puts
Pseudo strike
88.96
IV
51.3%
B/E move
7.0%

25Δ

Calls
Pseudo strike
98.94
IV
38.9%
B/E move
5.3%
Puts
Pseudo strike
91.03
IV
40.9%
B/E move
4.9%

30Δ

Calls
Pseudo strike
97.46
IV
31.8%
B/E move
3.8%
Puts
Pseudo strike
92.33
IV
34.1%
B/E move
3.5%

35Δ

Calls
Pseudo strike
96.52
IV
27.5%
B/E move
2.9%
Puts
Pseudo strike
93.22
IV
29.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
95.84
IV
24.4%
B/E move
2.2%
Puts
Pseudo strike
93.90
IV
26.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
95.33
IV
21.9%
B/E move
1.8%
Puts
Pseudo strike
94.39
IV
24.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
94.86
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
94.84
IV
21.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
94.46
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
95.26
IV
21.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
94.05
IV
21.6%
B/E move
1.1%
Puts
Pseudo strike
95.66
IV
20.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
93.75
IV
20.3%
B/E move
0.9%
Puts
Pseudo strike
96.09
IV
21.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
93.45
IV
18.7%
B/E move
0.7%
Puts
Pseudo strike
96.71
IV
22.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
93.16
IV
17.2%
B/E move
0.5%
Puts
Pseudo strike
97.43
IV
24.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
92.79
IV
16.3%
B/E move
0.4%
Puts
Pseudo strike
98.32
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend21.38%
Daily close
IMCG16.4%22.2%28.0%2026-08-13: 19.31%2026-08-14: 20.89%2026-08-17: 22.84%2026-08-18: 22.83%2026-08-19: 23.56%2026-08-20: 25.98%2026-08-21: 17.70%2026-08-24: 18.14%2026-08-25: 18.14%2026-08-26: 17.46%2026-08-27: 17.82%2026-08-28: 17.20%2026-08-31: 18.18%2026-09-01: 18.05%2026-09-02: 18.52%2026-09-03: 17.44%2026-09-04: 17.98%2026-09-08: 19.53%2026-09-09: 19.98%2026-09-10: 20.66%2026-09-11: 20.68%2026-09-14: 22.71%2026-09-15: 23.54%2026-09-16: 23.82%2026-09-17: 27.24%2026-09-18: 18.82%2026-09-21: 17.96%2026-09-22: 17.50%2026-09-23: 17.65%2026-09-24: 18.15%2026-09-25: 17.95%2026-09-28: 18.62%2026-09-29: 19.12%2026-09-30: 20.91%2026-10-01: 21.06%2026-10-02: 20.84%2026-10-05: 21.12%2026-10-06: 19.63%2026-10-07: 21.26%2026-10-08: 21.84%2026-10-09: 21.78%2026-10-12: 22.95%2026-10-13: 23.18%2026-10-14: 25.45%2026-10-15: 26.91%2026-10-16: 19.28%2026-10-19: 20.28%2026-10-20: 19.03%2026-10-21: 19.44%2026-10-22: 20.17%2026-10-23: 20.65%2026-10-26: 20.38%2026-10-27: 19.17%2026-10-28: 20.00%2026-10-29: 18.59%2026-10-30: 21.38%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.31%
20.89%
22.84%
22.83%
23.56%
25.98%
17.70%
18.14%
18.14%
17.46%
17.82%
17.20%
18.18%
18.05%
18.52%
17.44%
17.98%
19.53%
19.98%
20.66%
20.68%
22.71%
23.54%
23.82%
27.24%
18.82%
17.96%
17.50%
17.65%
18.15%
17.95%
18.62%
19.12%
20.91%
21.06%
20.84%
21.12%
19.63%
21.26%
21.84%
21.78%
22.95%
23.18%
25.45%
26.91%
19.28%
20.28%
19.03%
19.44%
20.17%
20.65%
20.38%
19.17%
20.00%
18.59%
21.38%