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iShares S&P 500 Value ETF IVE

i

Market dataready · fetched 2026-10-22T07:51:27.065Z

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 · 2026-10-22T00:00:00.146580812Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:51:24.802113+00:00

Share price$238.05
1D+0.3%
AH$236.88$237.27$237.66$238.05$238.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVE
Sold putSold callAH

iShares S&P 500 Value ETF options

Live interpolated IVE call and put midpoint premiums by absolute delta.iShares S&P 500 Value ETF$0.61$4.03$7.46$10.89$14.31$225.06$230.82$236.58$242.35$248.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVE spot · $238.05IVE PRICE$0.98$1.17$1.47$1.76$2.05$2.40$2.98$3.55$4.12$4.69$5.29$6.97$8.64$1.15$1.61$2.06$2.51$2.82$3.14$3.46$3.78$4.62$5.51$6.40$7.28$13.32
PutsExpensive1.36×
CallsExpensive1.12×
SkewBearish+2.21 pp
Implied moveBearish±$6.43
TiltBearish11.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.0913.5%4.2%231.2113.8%3.4%
25Δ244.4911.8%3.2%232.4814.4%3.0%
30Δ243.3011.5%2.8%233.7615.0%2.7%
35Δ242.1111.2%2.4%235.0315.5%2.3%
40Δ240.9210.8%2.1%236.2514.6%1.9%
45Δ239.7810.6%1.7%237.4713.7%1.6%
50Δ238.8210.7%1.6%238.6912.8%1.2%
55Δ237.8610.9%1.4%239.9111.8%0.8%
60Δ236.9011.0%1.2%241.1412.0%0.6%
65Δ235.9411.1%1.1%242.3712.2%0.5%
70Δ234.9511.3%0.9%243.6112.5%0.4%
75Δ233.0512.4%0.8%244.8412.7%0.2%
80Δ231.1413.6%0.7%250.9618.2%0.2%

20Δ

Calls
Pseudo strike
247.09
IV
13.5%
B/E move
4.2%
Puts
Pseudo strike
231.21
IV
13.8%
B/E move
3.4%

25Δ

Calls
Pseudo strike
244.49
IV
11.8%
B/E move
3.2%
Puts
Pseudo strike
232.48
IV
14.4%
B/E move
3.0%

30Δ

Calls
Pseudo strike
243.30
IV
11.5%
B/E move
2.8%
Puts
Pseudo strike
233.76
IV
15.0%
B/E move
2.7%

35Δ

Calls
Pseudo strike
242.11
IV
11.2%
B/E move
2.4%
Puts
Pseudo strike
235.03
IV
15.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
240.92
IV
10.8%
B/E move
2.1%
Puts
Pseudo strike
236.25
IV
14.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
239.78
IV
10.6%
B/E move
1.7%
Puts
Pseudo strike
237.47
IV
13.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
238.82
IV
10.7%
B/E move
1.6%
Puts
Pseudo strike
238.69
IV
12.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
237.86
IV
10.9%
B/E move
1.4%
Puts
Pseudo strike
239.91
IV
11.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
236.90
IV
11.0%
B/E move
1.2%
Puts
Pseudo strike
241.14
IV
12.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
235.94
IV
11.1%
B/E move
1.1%
Puts
Pseudo strike
242.37
IV
12.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
234.95
IV
11.3%
B/E move
0.9%
Puts
Pseudo strike
243.61
IV
12.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
233.05
IV
12.4%
B/E move
0.8%
Puts
Pseudo strike
244.84
IV
12.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
231.14
IV
13.6%
B/E move
0.7%
Puts
Pseudo strike
250.96
IV
18.2%
B/E move
0.2%

Options history

No recorded observations