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iShares IVV Premium Income+ ETF IVVW

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Market dataready · fetched 2026-10-23T05:35:35.688Z

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 · 2026-10-23T00:00:03.706605782Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T05:35:35.307546+00:00

Share price$44.77
1D-0.3%
AH$44.63$44.70$44.78$44.85$44.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVVW
Sold putSold callAH

iShares IVV Premium Income+ ETF options

Live interpolated IVVW call and put midpoint premiums by absolute delta.iShares IVV Premium Income+ ETF$0.46$0.58$0.70$0.82$0.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIVVW PRICE$0.47$0.47$0.47$0.49$0.54$0.59$0.63$0.68$0.72$0.77$0.81$0.86$0.91$0.56$0.60
PutsExpensive2.52×
CallsExpensive1.46×
SkewBearish+18.82 pp
Implied move——
TiltBullish75.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.1135.6%10.8%41.2938.0%9.0%
25Δ47.4826.9%7.1%42.5031.0%6.4%
30Δ46.4520.9%4.8%
35Δ45.8717.4%3.6%
40Δ45.5615.9%3.0%
45Δ45.2514.4%2.4%
50Δ44.9713.0%1.9%
55Δ44.8512.1%1.7%
60Δ44.7211.3%1.5%
65Δ44.5910.4%1.3%
70Δ44.469.5%1.1%
75Δ44.338.7%0.9%
80Δ44.207.8%0.7%

20Δ

Calls
Pseudo strike
49.11
IV
35.6%
B/E move
10.8%
Puts
Pseudo strike
41.29
IV
38.0%
B/E move
9.0%

25Δ

Calls
Pseudo strike
47.48
IV
26.9%
B/E move
7.1%
Puts
Pseudo strike
42.50
IV
31.0%
B/E move
6.4%

30Δ

Calls
Pseudo strike
46.45
IV
20.9%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
45.87
IV
17.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
45.56
IV
15.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
45.25
IV
14.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
44.97
IV
13.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.85
IV
12.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.72
IV
11.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
44.59
IV
10.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
44.46
IV
9.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.33
IV
8.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.20
IV
7.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations