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iShares Global 100 ETF IOO

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Market datapartial · fetched 2026-10-22T23:49:56.420Z

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 · 2026-10-22T22:30:00.002921517Z

FundamentalsAlpha Vantage · unavailable

Share price$143.32
1D-0.5%
AH$142.86$143.24$143.62$144.00$144.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIOO
Sold putSold callAH

iShares Global 100 ETF options

Live interpolated IOO call and put midpoint premiums by absolute delta.iShares Global 100 ETF$0.55$2.41$4.27$6.13$7.98$133.96$138.70$143.43$148.16$152.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IOO spot · $143.32IOO PRICE$0.75$0.91$1.07$1.34$1.68$2.06$2.50$2.97$3.51$4.22$5.04$6.07$7.45$1.05$1.24$1.50$1.81$2.09$2.23$2.44$3.04$3.34$3.47$3.90$5.30$6.57
PutsCheap0.89×
CallsCheap0.86×
SkewNeutral+0.15 pp
Implied moveBalanced±$4.94
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.9617.1%5.2%136.6122.6%5.4%
25Δ148.2915.5%4.1%138.6020.0%4.2%
30Δ147.0114.3%3.3%139.9919.0%3.4%
35Δ146.1714.4%2.9%141.1018.4%2.8%
40Δ145.4214.8%2.6%142.1317.7%2.3%
45Δ144.6815.3%2.4%143.1015.8%1.7%
50Δ143.9115.9%2.2%143.8814.8%1.3%
55Δ143.0916.3%1.9%144.7215.6%1.1%
60Δ142.2216.6%1.7%145.4015.0%0.9%
65Δ141.2417.4%1.5%145.9913.5%0.6%
70Δ140.1518.1%1.3%146.6813.1%0.4%
75Δ138.8619.0%1.1%148.1715.3%0.3%
80Δ137.2420.3%1.0%149.6416.4%0.2%

20Δ

Calls
Pseudo strike
149.96
IV
17.1%
B/E move
5.2%
Puts
Pseudo strike
136.61
IV
22.6%
B/E move
5.4%

25Δ

Calls
Pseudo strike
148.29
IV
15.5%
B/E move
4.1%
Puts
Pseudo strike
138.60
IV
20.0%
B/E move
4.2%

30Δ

Calls
Pseudo strike
147.01
IV
14.3%
B/E move
3.3%
Puts
Pseudo strike
139.99
IV
19.0%
B/E move
3.4%

35Δ

Calls
Pseudo strike
146.17
IV
14.4%
B/E move
2.9%
Puts
Pseudo strike
141.10
IV
18.4%
B/E move
2.8%

40Δ

Calls
Pseudo strike
145.42
IV
14.8%
B/E move
2.6%
Puts
Pseudo strike
142.13
IV
17.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
144.68
IV
15.3%
B/E move
2.4%
Puts
Pseudo strike
143.10
IV
15.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
143.91
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
143.88
IV
14.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
143.09
IV
16.3%
B/E move
1.9%
Puts
Pseudo strike
144.72
IV
15.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
142.22
IV
16.6%
B/E move
1.7%
Puts
Pseudo strike
145.40
IV
15.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
141.24
IV
17.4%
B/E move
1.5%
Puts
Pseudo strike
145.99
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
140.15
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
146.68
IV
13.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
138.86
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
148.17
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
137.24
IV
20.3%
B/E move
1.0%
Puts
Pseudo strike
149.64
IV
16.4%
B/E move
0.2%

Options history

No recorded observations