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iShares IVV Premium Income+ ETF IVVW

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Market datapartial · fetched 2026-11-12T15:00:01.196Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T14:53:39.578614487Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:59:59.575799+00:00

Share price$43.94
1D+0.4%
$43.73$43.78$43.84$43.90$43.965:30 AM6:30 AM9:00 AM1:00 PMIVVW
Sold putSold call

iShares IVV Premium Income+ ETF options

Live interpolated IVVW call and put midpoint premiums by absolute delta.iShares IVV Premium Income+ ETF$0.73$1.22$1.71$2.20$2.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIVVW PRICE$0.78$0.89$0.99$1.23$1.55$1.87$2.19$2.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ43.0323.0%3.9%
40Δ43.4421.7%3.2%
45Δ43.8520.3%2.4%
50Δ44.2820.4%2.0%
55Δ44.7121.3%1.8%
60Δ45.1522.2%1.5%
65Δ45.5823.2%1.3%
70Δ46.0524.3%1.0%
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.03
IV
23.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.44
IV
21.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.85
IV
20.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.28
IV
20.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.71
IV
21.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.15
IV
22.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.58
IV
23.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.05
IV
24.3%
B/E move
1.0%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend16.67%
Daily close
IVVW14.4%21.3%28.2%2026-08-14: 17.57%2026-08-17: 19.33%2026-08-18: 20.56%2026-08-19: 22.43%2026-08-20: 27.24%2026-08-21: 18.19%2026-08-24: 18.72%2026-08-25: 18.92%2026-08-26: 19.09%2026-08-27: 18.26%2026-08-28: 17.83%2026-09-01: 17.36%2026-09-02: 16.91%2026-09-03: 17.24%2026-09-04: 17.09%2026-09-08: 18.41%2026-09-09: 17.91%2026-09-10: 19.11%2026-09-11: 19.28%2026-09-14: 20.43%2026-09-15: 22.14%2026-09-16: 23.37%2026-09-18: 17.25%2026-09-21: 17.40%2026-09-22: 17.73%2026-09-23: 17.43%2026-09-24: 17.67%2026-09-25: 18.25%2026-09-28: 18.19%2026-09-30: 18.37%2026-10-01: 17.57%2026-10-02: 16.83%2026-10-05: 17.74%2026-10-06: 17.72%2026-10-07: 17.53%2026-10-08: 15.51%2026-10-09: 16.73%2026-10-12: 18.11%2026-10-13: 20.63%2026-10-15: 25.59%2026-10-16: 15.31%2026-10-19: 16.57%2026-10-20: 16.80%2026-10-22: 16.90%2026-10-23: 17.54%2026-10-27: 18.12%2026-10-28: 17.94%2026-10-29: 18.18%2026-10-30: 16.67%Aug 14Sep 22Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
17.57%
19.33%
20.56%
22.43%
27.24%
18.19%
18.72%
18.92%
19.09%
18.26%
17.83%
17.36%
16.91%
17.24%
17.09%
18.41%
17.91%
19.11%
19.28%
20.43%
22.14%
23.37%
17.25%
17.40%
17.73%
17.43%
17.67%
18.25%
18.19%
18.37%
17.57%
16.83%
17.74%
17.72%
17.53%
15.51%
16.73%
18.11%
20.63%
25.59%
15.31%
16.57%
16.80%
16.90%
17.54%
18.12%
17.94%
18.18%
16.67%