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iShares Global 100 ETF IOO

i

Market dataready · fetched 2026-11-12T02:17:37.974Z

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 · 2026-11-12T01:00:00.086644085Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:17:37.430095+00:00

Share price$140.93
1D+0.3%
AH$140.23$140.55$140.86$141.17$141.485:30 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$0.58$1.55$2.52$3.48$4.45$135.65$138.87$142.10$145.32$148.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IOO spot · $140.93IOO PRICE$0.68$0.73$0.81$0.91$1.00$1.11$1.22$1.45$1.75$2.03$2.30$4.17$0.78$0.84$0.93$1.02$1.11$1.22$1.33$1.43$1.53$1.69$1.94$2.18$3.44
PutsCheap0.93×
Calls——
Skew——
Implied moveBearish±$2.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ146.6328.7%4.5%135.6131.1%4.3%
25Δ144.6323.0%3.1%137.4825.3%3.0%
30Δ143.4920.0%2.4%138.6422.0%2.3%
35Δ142.7018.1%1.9%139.4619.6%1.8%
40Δ142.0416.2%1.5%140.1417.5%1.3%
45Δ141.5815.2%1.2%140.6316.1%1.1%
50Δ141.1314.2%1.0%141.0914.8%0.8%
55Δ140.7014.2%0.9%141.4313.8%0.7%
60Δ140.2614.7%0.8%141.7812.8%0.5%
65Δ139.8314.9%0.7%142.1312.0%0.3%
70Δ139.4114.6%0.5%142.5011.9%0.3%
75Δ142.8611.7%0.2%
80Δ137.4020.2%0.5%144.2014.1%0.1%

20Δ

Calls
Pseudo strike
146.63
IV
28.7%
B/E move
4.5%
Puts
Pseudo strike
135.61
IV
31.1%
B/E move
4.3%

25Δ

Calls
Pseudo strike
144.63
IV
23.0%
B/E move
3.1%
Puts
Pseudo strike
137.48
IV
25.3%
B/E move
3.0%

30Δ

Calls
Pseudo strike
143.49
IV
20.0%
B/E move
2.4%
Puts
Pseudo strike
138.64
IV
22.0%
B/E move
2.3%

35Δ

Calls
Pseudo strike
142.70
IV
18.1%
B/E move
1.9%
Puts
Pseudo strike
139.46
IV
19.6%
B/E move
1.8%

40Δ

Calls
Pseudo strike
142.04
IV
16.2%
B/E move
1.5%
Puts
Pseudo strike
140.14
IV
17.5%
B/E move
1.3%

45Δ

Calls
Pseudo strike
141.58
IV
15.2%
B/E move
1.2%
Puts
Pseudo strike
140.63
IV
16.1%
B/E move
1.1%

50Δ

Calls
Pseudo strike
141.13
IV
14.2%
B/E move
1.0%
Puts
Pseudo strike
141.09
IV
14.8%
B/E move
0.8%

55Δ

Calls
Pseudo strike
140.70
IV
14.2%
B/E move
0.9%
Puts
Pseudo strike
141.43
IV
13.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
140.26
IV
14.7%
B/E move
0.8%
Puts
Pseudo strike
141.78
IV
12.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
139.83
IV
14.9%
B/E move
0.7%
Puts
Pseudo strike
142.13
IV
12.0%
B/E move
0.3%

70Δ

Calls
Pseudo strike
139.41
IV
14.6%
B/E move
0.5%
Puts
Pseudo strike
142.50
IV
11.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
142.86
IV
11.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
137.40
IV
20.2%
B/E move
0.5%
Puts
Pseudo strike
144.20
IV
14.1%
B/E move
0.1%

Options history

IV · four-Friday blend17.63%
Daily close
IOO13.4%16.0%18.6%2026-08-13: 13.88%2026-08-14: 14.05%2026-08-17: 14.95%2026-08-18: 15.22%2026-08-19: 15.63%2026-08-20: 18.22%2026-08-21: 14.62%2026-08-24: 14.90%2026-08-25: 14.80%2026-08-26: 14.76%2026-08-27: 14.06%2026-08-28: 14.08%2026-08-31: 14.00%2026-09-01: 14.50%2026-09-02: 14.21%2026-09-03: 13.73%2026-09-04: 13.79%2026-09-08: 14.88%2026-09-09: 15.04%2026-09-10: 15.63%2026-09-11: 14.44%2026-09-14: 15.78%2026-09-15: 16.36%2026-09-16: 16.62%2026-09-17: 17.07%2026-09-18: 14.62%2026-09-21: 14.15%2026-09-22: 14.11%2026-09-23: 14.31%2026-09-24: 14.51%2026-09-25: 14.03%2026-09-28: 14.81%2026-09-29: 14.65%2026-09-30: 15.13%2026-10-01: 14.96%2026-10-02: 14.34%2026-10-05: 14.07%2026-10-06: 14.25%2026-10-07: 14.07%2026-10-08: 14.14%2026-10-09: 13.77%2026-10-12: 14.40%2026-10-13: 15.24%2026-10-14: 16.31%2026-10-15: 17.10%2026-10-16: 15.88%2026-10-19: 14.80%2026-10-20: 15.04%2026-10-21: 14.64%2026-10-22: 15.66%2026-10-23: 16.31%2026-10-26: 15.78%2026-10-27: 15.37%2026-10-28: 15.06%2026-10-29: 14.82%2026-10-30: 17.63%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.88%
14.05%
14.95%
15.22%
15.63%
18.22%
14.62%
14.90%
14.80%
14.76%
14.06%
14.08%
14.00%
14.50%
14.21%
13.73%
13.79%
14.88%
15.04%
15.63%
14.44%
15.78%
16.36%
16.62%
17.07%
14.62%
14.15%
14.11%
14.31%
14.51%
14.03%
14.81%
14.65%
15.13%
14.96%
14.34%
14.07%
14.25%
14.07%
14.14%
13.77%
14.40%
15.24%
16.31%
17.10%
15.88%
14.80%
15.04%
14.64%
15.66%
16.31%
15.78%
15.37%
15.06%
14.82%
17.63%