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iShares U.S. Home Construction ETF ITB

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Market dataready · fetched 2026-10-15T20:35:56.806Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:25:41.89050238Z

FundamentalsAlpha Vantage · ready

Share price$86.92
1D+2.7%
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$0.02$5.38$10.74$16.10$21.46$81.34$85.91$90.49$95.06$99.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $86.92OPTION PRICELive ITB spot · $86.92ITB PRICE$1.11$1.42$0.79$1.21$2.67$2.28$1.35$4.09$6.68$8.76$9.81$8.75$19.91$0.60$0.87$1.13$1.40$0.83$0.99$1.14$1.48$1.83$2.16$2.48$2.80$5.69
PutsExpensive4.75×
CallsExpensive4.76×
SkewBullish-158.87 pp
Implied moveBullish±$2.49
TiltBullish49.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.94230.3%12.8%83.5696.1%4.6%
25Δ94.82227.1%10.7%84.03105.8%4.3%
30Δ90.24108.2%4.7%84.49115.4%4.1%
35Δ88.51102.8%3.2%84.96125.1%3.9%
40Δ89.50206.5%6.0%86.2562.3%1.7%
45Δ88.79169.4%4.8%86.6161.8%1.5%
50Δ86.7469.3%1.3%86.9761.4%1.2%
55Δ85.76193.2%3.4%87.4166.4%1.1%
60Δ84.47299.3%4.9%87.8571.9%1.0%
65Δ82.15345.6%4.6%88.3173.3%0.9%
70Δ80.56355.3%4.0%88.7872.5%0.7%
75Δ80.12273.2%2.2%89.2471.8%0.5%
80Δ70.44588.9%3.9%92.07120.0%0.6%

20Δ

Calls
Pseudo strike
96.94
IV
230.3%
B/E move
12.8%
Puts
Pseudo strike
83.56
IV
96.1%
B/E move
4.6%

25Δ

Calls
Pseudo strike
94.82
IV
227.1%
B/E move
10.7%
Puts
Pseudo strike
84.03
IV
105.8%
B/E move
4.3%

30Δ

Calls
Pseudo strike
90.24
IV
108.2%
B/E move
4.7%
Puts
Pseudo strike
84.49
IV
115.4%
B/E move
4.1%

35Δ

Calls
Pseudo strike
88.51
IV
102.8%
B/E move
3.2%
Puts
Pseudo strike
84.96
IV
125.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
89.50
IV
206.5%
B/E move
6.0%
Puts
Pseudo strike
86.25
IV
62.3%
B/E move
1.7%

45Δ

Calls
Pseudo strike
88.79
IV
169.4%
B/E move
4.8%
Puts
Pseudo strike
86.61
IV
61.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
86.74
IV
69.3%
B/E move
1.3%
Puts
Pseudo strike
86.97
IV
61.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
85.76
IV
193.2%
B/E move
3.4%
Puts
Pseudo strike
87.41
IV
66.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
84.47
IV
299.3%
B/E move
4.9%
Puts
Pseudo strike
87.85
IV
71.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
82.15
IV
345.6%
B/E move
4.6%
Puts
Pseudo strike
88.31
IV
73.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
80.56
IV
355.3%
B/E move
4.0%
Puts
Pseudo strike
88.78
IV
72.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
80.12
IV
273.2%
B/E move
2.2%
Puts
Pseudo strike
89.24
IV
71.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
70.44
IV
588.9%
B/E move
3.9%
Puts
Pseudo strike
92.07
IV
120.0%
B/E move
0.6%