IntraAlpha
Create free account Start free

iShares U.S. Home Construction ETF ITB

i

Market dataready · fetched 2026-10-20T06:07:28.705Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:03.998887552Z

FundamentalsAlpha Vantage · ready

Share price$84.94
1D-1.6%
AH$84.81$85.29$85.78$86.27$86.755:30 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$0.72$2.93$5.15$7.36$9.57$74.59$80.05$85.52$90.98$96.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITB spot · $84.94ITB PRICE$0.96$1.24$1.60$2.00$2.34$3.13$3.15$3.85$4.44$5.18$6.82$8.94$8.41$1.04$1.38$1.82$2.09$2.56$2.81$3.33$4.90$4.94$4.95$4.95$5.94$8.23
PutsExpensive1.09×
CallsExpensive1.32×
SkewBullish-4.63 pp
Implied moveBearish±$6.47
TiltBullish3.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.5936.0%11.3%78.5035.6%8.8%
25Δ91.8035.1%9.5%79.9135.4%7.5%
30Δ90.5135.7%8.4%81.0636.5%6.7%
35Δ89.2636.3%7.4%82.5033.5%5.3%
40Δ87.9035.1%6.2%83.4934.3%4.7%
45Δ87.0539.8%6.2%84.5831.7%3.7%
50Δ85.6033.6%4.5%85.6031.7%3.1%
55Δ84.5835.7%4.1%87.0339.4%3.3%
60Δ83.4535.6%3.5%87.8534.6%2.4%
65Δ82.2836.3%3.0%88.4530.4%1.7%
70Δ80.5142.1%2.8%88.9926.4%1.1%
75Δ78.1948.7%2.6%90.2227.3%0.8%
80Δ77.9339.1%1.6%92.6232.0%0.6%

20Δ

Calls
Pseudo strike
93.59
IV
36.0%
B/E move
11.3%
Puts
Pseudo strike
78.50
IV
35.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
91.80
IV
35.1%
B/E move
9.5%
Puts
Pseudo strike
79.91
IV
35.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
90.51
IV
35.7%
B/E move
8.4%
Puts
Pseudo strike
81.06
IV
36.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
89.26
IV
36.3%
B/E move
7.4%
Puts
Pseudo strike
82.50
IV
33.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
87.90
IV
35.1%
B/E move
6.2%
Puts
Pseudo strike
83.49
IV
34.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
87.05
IV
39.8%
B/E move
6.2%
Puts
Pseudo strike
84.58
IV
31.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
85.60
IV
33.6%
B/E move
4.5%
Puts
Pseudo strike
85.60
IV
31.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
84.58
IV
35.7%
B/E move
4.1%
Puts
Pseudo strike
87.03
IV
39.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
83.45
IV
35.6%
B/E move
3.5%
Puts
Pseudo strike
87.85
IV
34.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
82.28
IV
36.3%
B/E move
3.0%
Puts
Pseudo strike
88.45
IV
30.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
80.51
IV
42.1%
B/E move
2.8%
Puts
Pseudo strike
88.99
IV
26.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
78.19
IV
48.7%
B/E move
2.6%
Puts
Pseudo strike
90.22
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
77.93
IV
39.1%
B/E move
1.6%
Puts
Pseudo strike
92.62
IV
32.0%
B/E move
0.6%

Options history

ITB32.0832.1132.142026-10-19T19:59:59.564000+00:00: 32.11%Oct 19Oct 19
Table
ObservationIVSkewImplied move
32.11%0.34 pp7.62%