Share price$202.23
1D+0.3%
Sold putSold callAH
iShares U.S. Aerospace & Defense ETF ITA
i
Market datapartial · fetched 2026-10-23T21:08:15.899Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T20:10:03.868055043Z
FundamentalsAlpha Vantage · unavailable
iShares U.S. Aerospace & Defense ETF options
PutsExpensive1.17×
CallsExpensive1.22×
SkewBearish+0.80 pp
Implied moveBearish±$12.48
TiltBearish7.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 218.04 | 29.3% | 8.7% | 189.52 | 30.6% | 7.3% |
| 25Δ | 214.92 | 29.2% | 7.4% | 191.93 | 31.7% | 6.5% |
| 30Δ | 212.30 | 28.8% | 6.4% | 195.21 | 28.5% | 5.0% |
| 35Δ | 209.74 | 28.4% | 5.5% | 197.05 | 30.5% | 4.6% |
| 40Δ | 207.62 | 28.4% | 4.8% | 199.41 | 28.8% | 3.8% |
| 45Δ | 205.50 | 28.4% | 4.2% | 201.41 | 28.3% | 3.2% |
| 50Δ | 203.52 | 27.7% | 3.6% | 203.38 | 27.7% | 2.7% |
| 55Δ | 201.59 | 26.9% | 3.0% | 205.38 | 27.3% | 2.2% |
| 60Δ | 199.61 | 26.7% | 2.5% | 207.50 | 27.6% | 1.8% |
| 65Δ | 197.66 | 26.8% | 2.1% | 209.62 | 27.9% | 1.4% |
| 70Δ | 195.35 | 27.9% | 1.8% | 212.11 | 28.2% | 1.1% |
| 75Δ | 193.04 | 28.1% | 1.5% | 214.68 | 28.6% | 0.8% |
| 80Δ | 190.25 | 28.8% | 1.2% | 218.53 | 30.2% | 0.6% |
20Δ
- Pseudo strike
- 218.04
- IV
- 29.3%
- B/E move
- 8.7%
- Pseudo strike
- 189.52
- IV
- 30.6%
- B/E move
- 7.3%
25Δ
- Pseudo strike
- 214.92
- IV
- 29.2%
- B/E move
- 7.4%
- Pseudo strike
- 191.93
- IV
- 31.7%
- B/E move
- 6.5%
30Δ
- Pseudo strike
- 212.30
- IV
- 28.8%
- B/E move
- 6.4%
- Pseudo strike
- 195.21
- IV
- 28.5%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 209.74
- IV
- 28.4%
- B/E move
- 5.5%
- Pseudo strike
- 197.05
- IV
- 30.5%
- B/E move
- 4.6%
40Δ
- Pseudo strike
- 207.62
- IV
- 28.4%
- B/E move
- 4.8%
- Pseudo strike
- 199.41
- IV
- 28.8%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 205.50
- IV
- 28.4%
- B/E move
- 4.2%
- Pseudo strike
- 201.41
- IV
- 28.3%
- B/E move
- 3.2%
50Δ
- Pseudo strike
- 203.52
- IV
- 27.7%
- B/E move
- 3.6%
- Pseudo strike
- 203.38
- IV
- 27.7%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 201.59
- IV
- 26.9%
- B/E move
- 3.0%
- Pseudo strike
- 205.38
- IV
- 27.3%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 199.61
- IV
- 26.7%
- B/E move
- 2.5%
- Pseudo strike
- 207.50
- IV
- 27.6%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 197.66
- IV
- 26.8%
- B/E move
- 2.1%
- Pseudo strike
- 209.62
- IV
- 27.9%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 195.35
- IV
- 27.9%
- B/E move
- 1.8%
- Pseudo strike
- 212.11
- IV
- 28.2%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 193.04
- IV
- 28.1%
- B/E move
- 1.5%
- Pseudo strike
- 214.68
- IV
- 28.6%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 190.25
- IV
- 28.8%
- B/E move
- 1.2%
- Pseudo strike
- 218.53
- IV
- 30.2%
- B/E move
- 0.6%
Options history
No recorded observations