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BlackRock ETF Trust iShares U.S. Industry Rotation Active ETF INRO

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Market dataready · fetched 2026-10-22T11:50:01.907Z

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 · 2026-10-21T20:00:00.311686725Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:50:00.519908+00:00

Share price$36.99
1D+0.1%
AH$36.75$36.82$36.90$36.98$37.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINRO
Sold putSold callAH

BlackRock ETF Trust iShares U.S. Industry Rotation Active ETF options

Live interpolated INRO call and put midpoint premiums by absolute delta.BlackRock ETF Trust iShares U.S. Industry Rotation Active ETF$0.36$0.95$1.53$2.11$2.70$34.36$35.76$37.16$38.56$39.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INRO spot · $36.99INRO PRICE$0.42$0.42$0.45$0.48$0.53$0.59$0.65$0.80$1.28$1.77$2.25$2.53$1.34$0.45$0.49$0.53$0.58$0.62$0.66$0.73$0.81$0.89$0.96$1.04$1.20$1.62
PutsExpensive1.19×
CallsExpensive1.42×
SkewBullish-3.19 pp
Implied moveBearish±$1.38
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.9238.2%11.8%34.1537.0%8.9%
25Δ39.3728.5%7.6%35.1530.0%6.3%
30Δ38.5923.5%5.5%35.7826.0%4.7%
35Δ38.0019.8%4.0%36.2323.0%3.6%
40Δ37.7418.6%3.5%36.5720.6%2.8%
45Δ37.4717.4%2.9%36.9118.2%2.0%
50Δ37.2116.2%2.4%37.1317.0%1.6%
55Δ36.9016.2%1.9%37.3116.1%1.3%
60Δ36.4120.8%1.9%37.5015.2%1.0%
65Δ35.9225.5%1.9%37.6814.4%0.7%
70Δ35.4330.1%1.9%37.8613.5%0.5%
75Δ35.1031.9%1.7%38.1013.3%0.2%
80Δ35.9414.2%0.8%38.5615.1%0.1%

20Δ

Calls
Pseudo strike
40.92
IV
38.2%
B/E move
11.8%
Puts
Pseudo strike
34.15
IV
37.0%
B/E move
8.9%

25Δ

Calls
Pseudo strike
39.37
IV
28.5%
B/E move
7.6%
Puts
Pseudo strike
35.15
IV
30.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
38.59
IV
23.5%
B/E move
5.5%
Puts
Pseudo strike
35.78
IV
26.0%
B/E move
4.7%

35Δ

Calls
Pseudo strike
38.00
IV
19.8%
B/E move
4.0%
Puts
Pseudo strike
36.23
IV
23.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
37.74
IV
18.6%
B/E move
3.5%
Puts
Pseudo strike
36.57
IV
20.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
37.47
IV
17.4%
B/E move
2.9%
Puts
Pseudo strike
36.91
IV
18.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
37.21
IV
16.2%
B/E move
2.4%
Puts
Pseudo strike
37.13
IV
17.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
36.90
IV
16.2%
B/E move
1.9%
Puts
Pseudo strike
37.31
IV
16.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
36.41
IV
20.8%
B/E move
1.9%
Puts
Pseudo strike
37.50
IV
15.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
35.92
IV
25.5%
B/E move
1.9%
Puts
Pseudo strike
37.68
IV
14.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
35.43
IV
30.1%
B/E move
1.9%
Puts
Pseudo strike
37.86
IV
13.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
35.10
IV
31.9%
B/E move
1.7%
Puts
Pseudo strike
38.10
IV
13.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
35.94
IV
14.2%
B/E move
0.8%
Puts
Pseudo strike
38.56
IV
15.1%
B/E move
0.1%

Options history

No recorded observations