IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-11-11T14:01:29.496Z

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 · 2026-11-10T21:00:00.215262408Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:29.118922+00:00

Share price$35.67
1D+0.0%
AH$35.39$35.50$35.61$35.72$35.835:30 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$0.45$0.70$0.95$1.20$1.45$33.06$34.16$35.25$36.35$37.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INRO spot · $35.67INRO PRICE$0.47$0.47$0.47$0.50$0.53$0.56$0.61$0.66$0.72$0.77$0.82$0.49$0.52$0.53$0.55$0.63$0.72$0.82$0.91$1.00$1.10$1.19$1.29$1.38
PutsExpensive1.70×
Calls——
Skew——
Implied moveBearish±$1.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.0479.3%13.6%32.5673.3%10.1%
25Δ38.2358.9%8.5%33.6458.7%7.1%
30Δ37.2446.0%5.7%34.3448.4%5.2%
35Δ36.7239.2%4.3%34.8939.8%3.7%
40Δ36.3334.3%3.3%35.1736.9%3.1%
45Δ35.9729.8%2.4%35.3935.4%2.8%
50Δ35.8128.0%2.1%35.6133.9%2.5%
55Δ35.6526.3%1.8%35.8232.4%2.1%
60Δ35.4824.5%1.5%36.0430.9%1.8%
65Δ35.3222.7%1.2%36.2529.3%1.4%
70Δ35.1620.9%0.9%36.4727.8%1.1%
75Δ36.6926.3%0.8%
80Δ36.9024.8%0.4%

20Δ

Calls
Pseudo strike
40.04
IV
79.3%
B/E move
13.6%
Puts
Pseudo strike
32.56
IV
73.3%
B/E move
10.1%

25Δ

Calls
Pseudo strike
38.23
IV
58.9%
B/E move
8.5%
Puts
Pseudo strike
33.64
IV
58.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
37.24
IV
46.0%
B/E move
5.7%
Puts
Pseudo strike
34.34
IV
48.4%
B/E move
5.2%

35Δ

Calls
Pseudo strike
36.72
IV
39.2%
B/E move
4.3%
Puts
Pseudo strike
34.89
IV
39.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
36.33
IV
34.3%
B/E move
3.3%
Puts
Pseudo strike
35.17
IV
36.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
35.97
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
35.39
IV
35.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
35.81
IV
28.0%
B/E move
2.1%
Puts
Pseudo strike
35.61
IV
33.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
35.65
IV
26.3%
B/E move
1.8%
Puts
Pseudo strike
35.82
IV
32.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
35.48
IV
24.5%
B/E move
1.5%
Puts
Pseudo strike
36.04
IV
30.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
35.32
IV
22.7%
B/E move
1.2%
Puts
Pseudo strike
36.25
IV
29.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
35.16
IV
20.9%
B/E move
0.9%
Puts
Pseudo strike
36.47
IV
27.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.69
IV
26.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.90
IV
24.8%
B/E move
0.4%

Options history

IV · four-Friday blend17.49%
Daily close
INRO14.2%22.7%31.1%2026-08-13: 17.39%2026-08-14: 17.63%2026-08-17: 19.67%2026-08-18: 20.95%2026-08-19: 23.12%2026-08-20: 29.92%2026-08-21: 15.94%2026-08-24: 16.58%2026-08-25: 16.32%2026-08-26: 16.40%2026-08-27: 16.01%2026-08-28: 15.66%2026-08-31: 16.59%2026-09-01: 16.54%2026-09-02: 16.60%2026-09-03: 16.50%2026-09-04: 16.75%2026-09-08: 17.67%2026-09-09: 18.80%2026-09-10: 19.55%2026-09-11: 19.23%2026-09-14: 21.54%2026-09-15: 23.17%2026-09-16: 24.38%2026-09-17: 29.41%2026-09-18: 15.82%2026-09-21: 15.53%2026-09-22: 15.76%2026-09-23: 16.08%2026-09-24: 16.02%2026-09-25: 16.76%2026-09-28: 16.26%2026-09-29: 16.37%2026-09-30: 16.37%2026-10-01: 16.86%2026-10-02: 16.98%2026-10-05: 17.02%2026-10-06: 17.16%2026-10-07: 17.75%2026-10-08: 18.04%2026-10-09: 18.14%2026-10-12: 20.53%2026-10-13: 21.57%2026-10-14: 22.66%2026-10-16: 15.84%2026-10-19: 15.77%2026-10-20: 15.41%2026-10-21: 15.94%2026-10-22: 16.92%2026-10-23: 17.25%2026-10-26: 16.63%2026-10-27: 16.21%2026-10-28: 16.36%2026-10-29: 16.29%2026-10-30: 17.49%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.39%
17.63%
19.67%
20.95%
23.12%
29.92%
15.94%
16.58%
16.32%
16.40%
16.01%
15.66%
16.59%
16.54%
16.60%
16.50%
16.75%
17.67%
18.80%
19.55%
19.23%
21.54%
23.17%
24.38%
29.41%
15.82%
15.53%
15.76%
16.08%
16.02%
16.76%
16.26%
16.37%
16.37%
16.86%
16.98%
17.02%
17.16%
17.75%
18.04%
18.14%
20.53%
21.57%
22.66%
15.84%
15.77%
15.41%
15.94%
16.92%
17.25%
16.63%
16.21%
16.36%
16.29%
17.49%