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iShares U.S. Aerospace & Defense ETF ITA

i

Market dataready · fetched 2026-10-23T02:29:35.434Z

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 · 2026-10-23T00:00:03.944303547Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:29:34.833734+00:00

Share price$204.48
1D-0.5%
AH$202$203$204$205$2075:30 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$1.13$6.03$10.94$15.84$20.74$184.80$194.43$204.06$213.69$223.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITA spot · $204.48ITA PRICE$1.66$2.20$2.80$3.47$4.16$4.94$5.72$6.74$7.90$9.01$10.28$12.26$13.37$1.98$2.50$3.24$3.80$4.60$5.45$6.42$7.59$8.76$10.31$11.93$15.48$19.33
PutsExpensive1.12×
CallsExpensive1.11×
SkewBearish+1.47 pp
Implied moveBearish±$12.14
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.1826.6%8.0%191.8829.6%7.1%
25Δ216.4026.4%6.9%195.1128.0%5.8%
30Δ213.9226.3%6.0%197.3528.3%5.1%
35Δ211.7426.3%5.2%199.7926.8%4.2%
40Δ209.6026.3%4.5%201.8126.4%3.6%
45Δ207.6526.1%4.0%203.7526.4%3.0%
50Δ205.6925.9%3.4%205.7126.4%2.5%
55Δ203.7426.1%2.9%207.6926.6%2.1%
60Δ201.7826.4%2.5%209.6726.7%1.7%
65Δ199.8526.5%2.1%211.9126.9%1.4%
70Δ197.8226.4%1.8%214.2027.1%1.1%
75Δ195.2827.4%1.5%218.1730.1%0.9%
80Δ193.4325.8%1.1%222.5032.3%0.6%

20Δ

Calls
Pseudo strike
219.18
IV
26.6%
B/E move
8.0%
Puts
Pseudo strike
191.88
IV
29.6%
B/E move
7.1%

25Δ

Calls
Pseudo strike
216.40
IV
26.4%
B/E move
6.9%
Puts
Pseudo strike
195.11
IV
28.0%
B/E move
5.8%

30Δ

Calls
Pseudo strike
213.92
IV
26.3%
B/E move
6.0%
Puts
Pseudo strike
197.35
IV
28.3%
B/E move
5.1%

35Δ

Calls
Pseudo strike
211.74
IV
26.3%
B/E move
5.2%
Puts
Pseudo strike
199.79
IV
26.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
209.60
IV
26.3%
B/E move
4.5%
Puts
Pseudo strike
201.81
IV
26.4%
B/E move
3.6%

45Δ

Calls
Pseudo strike
207.65
IV
26.1%
B/E move
4.0%
Puts
Pseudo strike
203.75
IV
26.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
205.69
IV
25.9%
B/E move
3.4%
Puts
Pseudo strike
205.71
IV
26.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
203.74
IV
26.1%
B/E move
2.9%
Puts
Pseudo strike
207.69
IV
26.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
201.78
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
209.67
IV
26.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
199.85
IV
26.5%
B/E move
2.1%
Puts
Pseudo strike
211.91
IV
26.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
197.82
IV
26.4%
B/E move
1.8%
Puts
Pseudo strike
214.20
IV
27.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
195.28
IV
27.4%
B/E move
1.5%
Puts
Pseudo strike
218.17
IV
30.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
193.43
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
222.50
IV
32.3%
B/E move
0.6%

Options history

No recorded observations