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iShares U.S. Home Construction ETF ITB

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Market dataready · fetched 2026-10-15T20:04:35.881Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.239917247Z

FundamentalsAlpha Vantage · ready

Share price$86.84
1D+2.6%
AH$84.47$85.17$85.87$86.57$87.275:30 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$0.00$5.44$10.87$16.31$21.75$81.55$85.94$90.33$94.73$99.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $86.84OPTION PRICELive ITB spot · $86.84ITB PRICE$1.12$1.41$0.72$1.37$2.75$1.81$2.08$4.47$6.78$8.87$1.65$12.90$20.18$0.59$0.85$1.12$1.38$0.81$0.95$1.10$1.38$1.73$2.06$2.36$2.67$3.35
PutsExpensive4.29×
CallsExpensive4.61×
SkewBullish-154.43 pp
Implied moveBullish±$3.18
TiltBullish52.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.91229.0%12.9%83.5493.7%4.5%
25Δ94.71223.4%10.7%84.00103.4%4.2%
30Δ89.7496.1%4.2%84.46113.0%4.0%
35Δ88.61115.6%3.6%84.93122.7%3.8%
40Δ89.56214.3%6.3%86.1960.5%1.7%
45Δ88.28133.5%3.7%86.5459.9%1.4%
50Δ86.48104.4%2.0%86.8959.3%1.2%
55Δ85.62213.1%3.7%87.2962.6%1.1%
60Δ84.35303.9%4.9%87.7367.7%1.0%
65Δ82.03348.6%4.7%88.1670.4%0.9%
70Δ85.6351.7%0.5%88.6069.2%0.7%
75Δ76.90404.4%3.4%89.0567.9%0.5%
80Δ70.17593.6%4.0%89.8473.6%0.4%

20Δ

Calls
Pseudo strike
96.91
IV
229.0%
B/E move
12.9%
Puts
Pseudo strike
83.54
IV
93.7%
B/E move
4.5%

25Δ

Calls
Pseudo strike
94.71
IV
223.4%
B/E move
10.7%
Puts
Pseudo strike
84.00
IV
103.4%
B/E move
4.2%

30Δ

Calls
Pseudo strike
89.74
IV
96.1%
B/E move
4.2%
Puts
Pseudo strike
84.46
IV
113.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
88.61
IV
115.6%
B/E move
3.6%
Puts
Pseudo strike
84.93
IV
122.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
89.56
IV
214.3%
B/E move
6.3%
Puts
Pseudo strike
86.19
IV
60.5%
B/E move
1.7%

45Δ

Calls
Pseudo strike
88.28
IV
133.5%
B/E move
3.7%
Puts
Pseudo strike
86.54
IV
59.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
86.48
IV
104.4%
B/E move
2.0%
Puts
Pseudo strike
86.89
IV
59.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
85.62
IV
213.1%
B/E move
3.7%
Puts
Pseudo strike
87.29
IV
62.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
84.35
IV
303.9%
B/E move
4.9%
Puts
Pseudo strike
87.73
IV
67.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
82.03
IV
348.6%
B/E move
4.7%
Puts
Pseudo strike
88.16
IV
70.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
85.63
IV
51.7%
B/E move
0.5%
Puts
Pseudo strike
88.60
IV
69.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
76.90
IV
404.4%
B/E move
3.4%
Puts
Pseudo strike
89.05
IV
67.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
70.17
IV
593.6%
B/E move
4.0%
Puts
Pseudo strike
89.84
IV
73.6%
B/E move
0.4%