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iShares Core S&P 500 ETF IVV

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Market dataready · fetched 2026-10-15T20:33:28.918Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:31.871247648Z

FundamentalsAlpha Vantage · ready

Share price$774.96
1D+0.6%
AH$767$770$772$774$7775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVV
Sold putSold callAH

iShares Core S&P 500 ETF options

Live interpolated IVV call and put midpoint premiums by absolute delta.iShares Core S&P 500 ETF$0.60$2.61$4.62$6.63$8.64$765.37$769.78$774.19$778.60$783.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $774.96OPTION PRICELive IVV spot · $774.96IVV PRICE$0.87$0.82$0.97$1.23$1.62$1.99$2.25$2.74$3.23$3.94$5.30$6.75$8.06$2.50$1.38$2.00$1.89$2.20$2.58$2.83$2.93$2.99$3.04$3.65$4.09$4.51
PutsExpensive1.88×
CallsExpensive1.18×
SkewBearish+3.86 pp
Implied moveBearish±$5.08
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ781.7719.4%1.0%756.8655.3%2.7%
25Δ778.8113.6%0.6%768.9522.6%1.0%
30Δ777.7412.5%0.5%769.6225.8%0.9%
35Δ777.0812.9%0.4%772.0319.6%0.6%
40Δ776.4713.9%0.4%773.1318.9%0.5%
45Δ775.8114.5%0.4%774.1218.7%0.4%
50Δ775.0714.0%0.3%775.0617.4%0.4%
55Δ774.3114.5%0.3%775.8415.5%0.3%
60Δ773.5414.8%0.2%776.4113.8%0.2%
65Δ772.6115.7%0.2%776.9312.1%0.1%
70Δ771.1718.4%0.2%777.7212.5%0.1%
75Δ769.5420.4%0.2%778.3912.1%0.1%
80Δ767.9421.0%0.1%779.0211.6%0.1%

20Δ

Calls
Pseudo strike
781.77
IV
19.4%
B/E move
1.0%
Puts
Pseudo strike
756.86
IV
55.3%
B/E move
2.7%

25Δ

Calls
Pseudo strike
778.81
IV
13.6%
B/E move
0.6%
Puts
Pseudo strike
768.95
IV
22.6%
B/E move
1.0%

30Δ

Calls
Pseudo strike
777.74
IV
12.5%
B/E move
0.5%
Puts
Pseudo strike
769.62
IV
25.8%
B/E move
0.9%

35Δ

Calls
Pseudo strike
777.08
IV
12.9%
B/E move
0.4%
Puts
Pseudo strike
772.03
IV
19.6%
B/E move
0.6%

40Δ

Calls
Pseudo strike
776.47
IV
13.9%
B/E move
0.4%
Puts
Pseudo strike
773.13
IV
18.9%
B/E move
0.5%

45Δ

Calls
Pseudo strike
775.81
IV
14.5%
B/E move
0.4%
Puts
Pseudo strike
774.12
IV
18.7%
B/E move
0.4%

50Δ

Calls
Pseudo strike
775.07
IV
14.0%
B/E move
0.3%
Puts
Pseudo strike
775.06
IV
17.4%
B/E move
0.4%

55Δ

Calls
Pseudo strike
774.31
IV
14.5%
B/E move
0.3%
Puts
Pseudo strike
775.84
IV
15.5%
B/E move
0.3%

60Δ

Calls
Pseudo strike
773.54
IV
14.8%
B/E move
0.2%
Puts
Pseudo strike
776.41
IV
13.8%
B/E move
0.2%

65Δ

Calls
Pseudo strike
772.61
IV
15.7%
B/E move
0.2%
Puts
Pseudo strike
776.93
IV
12.1%
B/E move
0.1%

70Δ

Calls
Pseudo strike
771.17
IV
18.4%
B/E move
0.2%
Puts
Pseudo strike
777.72
IV
12.5%
B/E move
0.1%

75Δ

Calls
Pseudo strike
769.54
IV
20.4%
B/E move
0.2%
Puts
Pseudo strike
778.39
IV
12.1%
B/E move
0.1%

80Δ

Calls
Pseudo strike
767.94
IV
21.0%
B/E move
0.1%
Puts
Pseudo strike
779.02
IV
11.6%
B/E move
0.1%