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iShares U.S. Aerospace & Defense ETF ITA

i

Market dataready · fetched 2026-11-13T02:10:06.169Z

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 · 2026-11-13T01:00:03.775803073Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:10:04.422392+00:00

Share price$71.73
1D-2.2%
AH$71.39$71.88$72.37$72.86$73.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITA
Sold putSold callAH

iShares U.S. Aerospace & Defense ETF options

Live interpolated ITA call and put midpoint premiums by absolute delta.iShares U.S. Aerospace & Defense ETF$0.37$1.03$1.70$2.36$3.03$66.52$68.92$71.31$73.70$76.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ITA spot · $71.73ITA PRICE$0.44$0.52$0.67$0.81$0.96$1.10$1.31$1.58$1.86$2.13$2.44$2.84$0.44$0.57$0.71$0.84$0.98$1.23$1.58$1.93$2.27
Puts——
Calls——
Skew——
Implied moveBearish±$2.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ74.0428.7%3.8%69.8927.4%3.2%
30Δ73.3426.5%3.0%70.3326.8%2.7%
35Δ72.9726.4%2.7%70.7226.6%2.4%
40Δ72.6026.4%2.3%71.1026.5%2.1%
45Δ72.2326.3%2.0%71.4826.3%1.7%
50Δ71.8626.3%1.7%71.9027.2%1.5%
55Δ71.4726.6%1.5%72.3529.2%1.3%
60Δ71.0627.1%1.3%72.8131.1%1.2%
65Δ70.6627.7%1.1%73.2633.0%1.0%
70Δ70.2628.3%0.9%
75Δ69.8128.4%0.7%
80Δ69.3127.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
74.04
IV
28.7%
B/E move
3.8%
Puts
Pseudo strike
69.89
IV
27.4%
B/E move
3.2%

30Δ

Calls
Pseudo strike
73.34
IV
26.5%
B/E move
3.0%
Puts
Pseudo strike
70.33
IV
26.8%
B/E move
2.7%

35Δ

Calls
Pseudo strike
72.97
IV
26.4%
B/E move
2.7%
Puts
Pseudo strike
70.72
IV
26.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
72.60
IV
26.4%
B/E move
2.3%
Puts
Pseudo strike
71.10
IV
26.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
72.23
IV
26.3%
B/E move
2.0%
Puts
Pseudo strike
71.48
IV
26.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
71.86
IV
26.3%
B/E move
1.7%
Puts
Pseudo strike
71.90
IV
27.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
71.47
IV
26.6%
B/E move
1.5%
Puts
Pseudo strike
72.35
IV
29.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
71.06
IV
27.1%
B/E move
1.3%
Puts
Pseudo strike
72.81
IV
31.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
70.66
IV
27.7%
B/E move
1.1%
Puts
Pseudo strike
73.26
IV
33.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
70.26
IV
28.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
69.81
IV
28.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
69.31
IV
27.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.16%
Daily close
ITA21.2%24.4%27.6%2026-08-14: 23.64%2026-08-17: 24.65%2026-08-18: 23.71%2026-08-21: 24.10%2026-08-24: 23.71%2026-08-25: 23.53%2026-08-26: 23.36%2026-08-27: 22.91%2026-08-28: 23.42%2026-08-31: 23.58%2026-09-01: 23.82%2026-09-02: 23.51%2026-09-03: 23.91%2026-09-04: 23.45%2026-09-08: 24.31%2026-09-09: 24.52%2026-09-10: 24.48%2026-09-11: 24.08%2026-09-14: 25.65%2026-09-15: 25.41%2026-09-16: 25.91%2026-09-17: 27.17%2026-09-18: 23.88%2026-09-21: 23.63%2026-09-22: 23.55%2026-09-23: 23.01%2026-09-24: 23.19%2026-09-25: 22.65%2026-09-28: 23.16%2026-09-29: 22.47%2026-09-30: 21.96%2026-10-01: 22.43%2026-10-02: 22.19%2026-10-05: 21.65%2026-10-06: 21.86%2026-10-07: 22.51%2026-10-08: 25.26%2026-10-09: 23.95%2026-10-13: 24.84%2026-10-14: 26.69%2026-10-16: 24.30%2026-10-19: 24.42%2026-10-20: 24.81%2026-10-21: 24.52%2026-10-22: 25.36%2026-10-23: 26.78%2026-10-26: 27.05%2026-10-27: 26.53%2026-10-28: 25.14%2026-10-29: 25.06%2026-10-30: 26.16%Aug 14Sep 23Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.64%
24.65%
23.71%
24.10%
23.71%
23.53%
23.36%
22.91%
23.42%
23.58%
23.82%
23.51%
23.91%
23.45%
24.31%
24.52%
24.48%
24.08%
25.65%
25.41%
25.91%
27.17%
23.88%
23.63%
23.55%
23.01%
23.19%
22.65%
23.16%
22.47%
21.96%
22.43%
22.19%
21.65%
21.86%
22.51%
25.26%
23.95%
24.84%
26.69%
24.30%
24.42%
24.81%
24.52%
25.36%
26.78%
27.05%
26.53%
25.14%
25.06%
26.16%