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iShares S&P 500 Growth ETF IVW

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Market dataready · fetched 2026-11-12T02:30:00.319Z

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: 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 · 2026-11-12T01:00:00.086039664Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:29:59.807889+00:00

Share price$134.17
1D+0.1%
AH$133.32$133.83$134.34$134.85$135.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVW
Sold putSold callAH

iShares S&P 500 Growth ETF options

Live interpolated IVW call and put midpoint premiums by absolute delta.iShares S&P 500 Growth ETF$0.48$1.94$3.41$4.87$6.34$126.12$130.23$134.35$138.46$142.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVW spot · $134.17IVW PRICE$0.64$0.77$0.89$1.16$1.46$1.80$2.13$2.51$2.99$3.60$4.48$5.26$5.92$0.77$0.91$1.10$1.30$1.50$1.79$2.04$2.27$2.61$2.94$3.24$3.58$3.99
PutsCheap0.77×
CallsCheap0.82×
SkewBullish-2.86 pp
Implied moveBullish±$4.17
TiltBullish9.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.4027.4%4.4%128.8832.1%4.5%
25Δ138.0325.1%3.5%130.4528.3%3.4%
30Δ136.9022.6%2.7%131.4826.7%2.8%
35Δ136.3223.6%2.5%132.3225.6%2.3%
40Δ135.7124.6%2.2%133.1024.3%1.9%
45Δ135.0925.7%2.0%133.7524.4%1.6%
50Δ134.4125.9%1.8%134.3823.7%1.4%
55Δ133.7126.2%1.5%134.9922.6%1.1%
60Δ132.9827.1%1.3%135.5922.4%0.9%
65Δ132.1428.3%1.2%136.1721.9%0.7%
70Δ131.0930.8%1.0%136.7020.9%0.5%
75Δ130.0531.5%0.9%137.2620.0%0.4%
80Δ129.1230.6%0.6%137.8419.3%0.2%

20Δ

Calls
Pseudo strike
139.40
IV
27.4%
B/E move
4.4%
Puts
Pseudo strike
128.88
IV
32.1%
B/E move
4.5%

25Δ

Calls
Pseudo strike
138.03
IV
25.1%
B/E move
3.5%
Puts
Pseudo strike
130.45
IV
28.3%
B/E move
3.4%

30Δ

Calls
Pseudo strike
136.90
IV
22.6%
B/E move
2.7%
Puts
Pseudo strike
131.48
IV
26.7%
B/E move
2.8%

35Δ

Calls
Pseudo strike
136.32
IV
23.6%
B/E move
2.5%
Puts
Pseudo strike
132.32
IV
25.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
135.71
IV
24.6%
B/E move
2.2%
Puts
Pseudo strike
133.10
IV
24.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
135.09
IV
25.7%
B/E move
2.0%
Puts
Pseudo strike
133.75
IV
24.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
134.41
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
134.38
IV
23.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
133.71
IV
26.2%
B/E move
1.5%
Puts
Pseudo strike
134.99
IV
22.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
132.98
IV
27.1%
B/E move
1.3%
Puts
Pseudo strike
135.59
IV
22.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
132.14
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
136.17
IV
21.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
131.09
IV
30.8%
B/E move
1.0%
Puts
Pseudo strike
136.70
IV
20.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
130.05
IV
31.5%
B/E move
0.9%
Puts
Pseudo strike
137.26
IV
20.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
129.12
IV
30.6%
B/E move
0.6%
Puts
Pseudo strike
137.84
IV
19.3%
B/E move
0.2%

Options history

IV · four-Friday blend23.85%
Daily close
IVW17.3%20.8%24.3%2026-08-13: 18.91%2026-08-14: 18.19%2026-08-17: 18.74%2026-08-18: 18.95%2026-08-19: 19.70%2026-08-20: 21.14%2026-08-21: 20.25%2026-08-24: 19.33%2026-08-25: 19.51%2026-08-26: 19.42%2026-08-27: 18.59%2026-08-28: 18.60%2026-08-31: 18.07%2026-09-01: 18.90%2026-09-02: 19.08%2026-09-03: 18.51%2026-09-04: 18.26%2026-09-08: 19.19%2026-09-09: 20.11%2026-09-10: 19.92%2026-09-11: 18.18%2026-09-14: 19.34%2026-09-15: 20.78%2026-09-16: 20.36%2026-09-17: 20.70%2026-09-18: 18.13%2026-09-21: 18.08%2026-09-22: 18.30%2026-09-23: 18.84%2026-09-24: 19.18%2026-09-25: 19.18%2026-09-28: 19.11%2026-09-29: 19.10%2026-09-30: 18.76%2026-10-01: 19.25%2026-10-02: 18.38%2026-10-05: 18.92%2026-10-07: 18.49%2026-10-08: 19.12%2026-10-09: 17.77%2026-10-12: 19.48%2026-10-16: 20.36%2026-10-19: 19.38%2026-10-20: 20.13%2026-10-21: 19.78%2026-10-22: 22.40%2026-10-23: 22.37%2026-10-26: 21.20%2026-10-27: 20.43%2026-10-28: 20.31%2026-10-29: 20.81%2026-10-30: 23.85%Aug 13Sep 18Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.91%
18.19%
18.74%
18.95%
19.70%
21.14%
20.25%
19.33%
19.51%
19.42%
18.59%
18.60%
18.07%
18.90%
19.08%
18.51%
18.26%
19.19%
20.11%
19.92%
18.18%
19.34%
20.78%
20.36%
20.70%
18.13%
18.08%
18.30%
18.84%
19.18%
19.18%
19.11%
19.10%
18.76%
19.25%
18.38%
18.92%
18.49%
19.12%
17.77%
19.48%
20.36%
19.38%
20.13%
19.78%
22.40%
22.37%
21.20%
20.43%
20.31%
20.81%
23.85%