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iShares Core S&P 500 ETF IVV

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Market dataready · fetched 2026-11-05T19:27:10.845Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T19:27:08.011114624Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T19:27:08.297485+00:00

Share price$738.54
1D-4.1%
$735$745$755$764$7745:30 AM6:30 AM9:00 AM1:00 PMIVV
Sold putSold call

iShares Core S&P 500 ETF options

Live interpolated IVV call and put midpoint premiums by absolute delta.iShares Core S&P 500 ETF$2.27$6.42$10.56$14.70$18.84$714.88$730.77$746.65$762.54$778.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IVV spot · $738.54IVV PRICE$2.72$3.52$4.40$5.54$6.46$7.48$8.52$10.34$14.55$17.64$3.12$3.44$3.58$4.19$5.12$5.78$6.30$7.23$7.74$8.53$9.26
Puts——
Calls——
Skew——
Implied moveBullish±$11.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ751.4447.7%2.1%
30Δ730.3641.9%1.5%
35Δ744.6739.2%1.3%733.2437.4%1.2%
40Δ742.7840.4%1.2%735.5932.2%0.9%
45Δ740.9242.8%1.1%737.2231.6%0.7%
50Δ738.8342.5%0.9%738.7632.8%0.7%
55Δ736.7742.2%0.8%740.3031.8%0.5%
60Δ734.7641.5%0.6%741.6630.0%0.4%
65Δ732.3443.8%0.6%743.1929.8%0.4%
70Δ744.3527.7%0.3%
75Δ726.8246.6%0.4%745.6726.5%0.2%
80Δ723.1148.6%0.3%746.8424.8%0.1%

20Δ

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

25Δ

Calls
Pseudo strike
751.44
IV
47.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
730.36
IV
41.9%
B/E move
1.5%

35Δ

Calls
Pseudo strike
744.67
IV
39.2%
B/E move
1.3%
Puts
Pseudo strike
733.24
IV
37.4%
B/E move
1.2%

40Δ

Calls
Pseudo strike
742.78
IV
40.4%
B/E move
1.2%
Puts
Pseudo strike
735.59
IV
32.2%
B/E move
0.9%

45Δ

Calls
Pseudo strike
740.92
IV
42.8%
B/E move
1.1%
Puts
Pseudo strike
737.22
IV
31.6%
B/E move
0.7%

50Δ

Calls
Pseudo strike
738.83
IV
42.5%
B/E move
0.9%
Puts
Pseudo strike
738.76
IV
32.8%
B/E move
0.7%

55Δ

Calls
Pseudo strike
736.77
IV
42.2%
B/E move
0.8%
Puts
Pseudo strike
740.30
IV
31.8%
B/E move
0.5%

60Δ

Calls
Pseudo strike
734.76
IV
41.5%
B/E move
0.6%
Puts
Pseudo strike
741.66
IV
30.0%
B/E move
0.4%

65Δ

Calls
Pseudo strike
732.34
IV
43.8%
B/E move
0.6%
Puts
Pseudo strike
743.19
IV
29.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
744.35
IV
27.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
726.82
IV
46.6%
B/E move
0.4%
Puts
Pseudo strike
745.67
IV
26.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
723.11
IV
48.6%
B/E move
0.3%
Puts
Pseudo strike
746.84
IV
24.8%
B/E move
0.1%

Options history

IV · four-Friday blend16.84%
Daily close
IVV10.0%14.1%18.1%2026-08-07: 11.75%2026-08-10: 12.51%2026-08-11: 12.02%2026-08-12: 11.83%2026-08-13: 11.92%2026-08-14: 10.62%2026-08-17: 11.08%2026-08-18: 12.10%2026-08-19: 11.73%2026-08-20: 13.33%2026-08-21: 11.93%2026-08-24: 13.05%2026-08-25: 12.69%2026-08-26: 13.02%2026-08-27: 11.92%2026-08-28: 11.13%2026-08-31: 11.42%2026-09-01: 13.57%2026-09-02: 12.63%2026-09-03: 11.43%2026-09-04: 10.91%2026-09-08: 13.04%2026-09-09: 14.25%2026-09-10: 16.18%2026-09-11: 12.15%2026-09-14: 13.55%2026-09-15: 15.33%2026-09-16: 15.37%2026-09-17: 13.21%2026-09-18: 10.89%2026-09-21: 11.44%2026-09-22: 10.66%2026-09-23: 11.81%2026-09-24: 13.24%2026-09-25: 11.46%2026-09-28: 13.63%2026-09-29: 13.40%2026-09-30: 13.66%2026-10-01: 14.83%2026-10-02: 12.06%2026-10-05: 11.82%2026-10-06: 11.83%2026-10-07: 11.78%2026-10-08: 12.73%2026-10-09: 10.58%2026-10-12: 11.61%2026-10-13: 11.69%2026-10-14: 14.01%2026-10-15: 12.69%2026-10-16: 15.06%2026-10-19: 14.33%2026-10-20: 14.50%2026-10-21: 13.78%2026-10-22: 17.53%2026-10-23: 16.18%2026-10-26: 15.62%2026-10-27: 14.97%2026-10-28: 14.72%2026-10-29: 14.20%2026-10-30: 16.84%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
11.75%
12.51%
12.02%
11.83%
11.92%
10.62%
11.08%
12.10%
11.73%
13.33%
11.93%
13.05%
12.69%
13.02%
11.92%
11.13%
11.42%
13.57%
12.63%
11.43%
10.91%
13.04%
14.25%
16.18%
12.15%
13.55%
15.33%
15.37%
13.21%
10.89%
11.44%
10.66%
11.81%
13.24%
11.46%
13.63%
13.40%
13.66%
14.83%
12.06%
11.82%
11.83%
11.78%
12.73%
10.58%
11.61%
11.69%
14.01%
12.69%
15.06%
14.33%
14.50%
13.78%
17.53%
16.18%
15.62%
14.97%
14.72%
14.20%
16.84%