IntraAlpha
Create free account Start free

iShares U.S. Home Construction ETF ITB

i

Market dataready · fetched 2026-11-05T21:48:19.407Z

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 · 2026-11-05T21:29:24.643436615Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T21:48:18.086656+00:00

Share price$98.42
1D-2.9%
AH$98$99$100$101$1035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITB
Sold putSold callAH

iShares U.S. Home Construction ETF options

Live interpolated ITB call and put midpoint premiums by absolute delta.iShares U.S. Home Construction ETF$0.66$2.69$4.71$6.73$8.75$83.32$89.80$96.27$102.75$109.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ITB spot · $98.42ITB PRICE$1.12$1.39$1.86$2.93$3.40$3.94$4.58$4.91$8.17$0.88$1.17$1.56$3.36$3.79$4.07$4.55$5.04$5.55
Puts——
Calls——
Skew——
Implied moveBearish±$6.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.6638.0%6.7%
25Δ104.3639.1%7.2%93.8837.9%5.8%
30Δ102.9738.2%6.0%94.8539.3%5.2%
35Δ102.1541.3%5.7%
40Δ
45Δ
50Δ98.8838.6%3.4%98.9140.0%2.9%
55Δ97.9138.5%2.9%99.8638.8%2.4%
60Δ96.9338.7%2.5%100.6736.0%1.8%
65Δ95.9239.1%2.1%101.5534.8%1.4%
70Δ95.1136.3%1.6%102.3833.5%1.1%
75Δ103.2231.9%0.8%
80Δ91.5346.6%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.66
IV
38.0%
B/E move
6.7%

25Δ

Calls
Pseudo strike
104.36
IV
39.1%
B/E move
7.2%
Puts
Pseudo strike
93.88
IV
37.9%
B/E move
5.8%

30Δ

Calls
Pseudo strike
102.97
IV
38.2%
B/E move
6.0%
Puts
Pseudo strike
94.85
IV
39.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
102.15
IV
41.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
98.88
IV
38.6%
B/E move
3.4%
Puts
Pseudo strike
98.91
IV
40.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
97.91
IV
38.5%
B/E move
2.9%
Puts
Pseudo strike
99.86
IV
38.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
96.93
IV
38.7%
B/E move
2.5%
Puts
Pseudo strike
100.67
IV
36.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
95.92
IV
39.1%
B/E move
2.1%
Puts
Pseudo strike
101.55
IV
34.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
95.11
IV
36.3%
B/E move
1.6%
Puts
Pseudo strike
102.38
IV
33.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.22
IV
31.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
91.53
IV
46.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.88%
Daily close
ITB27.3%33.6%39.8%2026-08-07: 30.31%2026-08-10: 30.79%2026-08-11: 32.18%2026-08-12: 31.18%2026-08-13: 30.79%2026-08-14: 29.17%2026-08-17: 34.81%2026-08-18: 30.59%2026-08-19: 33.38%2026-08-20: 34.26%2026-08-21: 30.50%2026-08-24: 29.57%2026-08-25: 30.46%2026-08-26: 29.32%2026-08-27: 30.07%2026-08-28: 28.17%2026-08-31: 28.45%2026-09-01: 30.43%2026-09-02: 29.86%2026-09-03: 31.07%2026-09-04: 30.17%2026-09-08: 30.91%2026-09-09: 31.00%2026-09-10: 31.96%2026-09-11: 29.47%2026-09-14: 32.91%2026-09-15: 35.62%2026-09-16: 38.93%2026-09-17: 37.22%2026-09-18: 30.55%2026-09-21: 29.80%2026-09-22: 30.41%2026-09-23: 30.30%2026-09-24: 30.29%2026-09-25: 30.51%2026-09-28: 30.77%2026-09-29: 30.34%2026-09-30: 31.38%2026-10-01: 31.61%2026-10-02: 32.01%2026-10-05: 32.33%2026-10-06: 32.90%2026-10-07: 31.55%2026-10-08: 34.53%2026-10-09: 32.20%2026-10-12: 33.54%2026-10-13: 34.18%2026-10-14: 35.67%2026-10-15: 36.89%2026-10-16: 32.49%2026-10-19: 33.00%2026-10-20: 33.24%2026-10-21: 32.89%2026-10-22: 35.52%2026-10-23: 34.35%2026-10-26: 35.03%2026-10-27: 34.70%2026-10-28: 34.10%2026-10-29: 33.80%2026-10-30: 33.88%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
30.31%
30.79%
32.18%
31.18%
30.79%
29.17%
34.81%
30.59%
33.38%
34.26%
30.50%
29.57%
30.46%
29.32%
30.07%
28.17%
28.45%
30.43%
29.86%
31.07%
30.17%
30.91%
31.00%
31.96%
29.47%
32.91%
35.62%
38.93%
37.22%
30.55%
29.80%
30.41%
30.30%
30.29%
30.51%
30.77%
30.34%
31.38%
31.61%
32.01%
32.33%
32.90%
31.55%
34.53%
32.20%
33.54%
34.18%
35.67%
36.89%
32.49%
33.00%
33.24%
32.89%
35.52%
34.35%
35.03%
34.70%
34.10%
33.80%
33.88%