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iShares S&P 500 Growth ETF IVW

i

Market dataready · fetched 2026-10-22T23:45:43.851Z

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 · 2026-10-22T22:30:00.002870394Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:40.882841+00:00

Share price$137.20
1D-1.2%
AH$136.58$137.24$137.91$138.57$139.235:30 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$0.72$3.20$5.69$8.17$10.66$125.87$131.69$137.52$143.35$149.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVW spot · $137.20IVW PRICE$0.99$1.31$1.67$2.07$2.48$3.00$3.72$4.37$5.16$5.74$7.41$8.24$9.94$1.22$1.53$1.92$2.28$2.67$3.10$4.00$4.43$4.77$5.07$6.48$7.24$9.26
PutsExpensive1.31×
CallsExpensive1.52×
SkewBullish-1.66 pp
Implied moveBearish±$7.71
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.9723.6%7.1%129.3827.3%6.6%
25Δ144.2323.5%6.1%131.4625.4%5.3%
30Δ142.8123.5%5.3%132.9625.0%4.5%
35Δ141.4923.5%4.6%134.3724.1%3.7%
40Δ140.2523.3%4.0%135.6523.3%3.1%
45Δ139.1023.8%3.6%136.8022.7%2.6%
50Δ137.9725.2%3.3%137.9724.8%2.4%
55Δ136.7525.5%2.9%139.0823.6%1.9%
60Δ135.4426.0%2.5%140.0722.0%1.4%
65Δ134.2825.2%2.1%140.9120.3%1.0%
70Δ132.3828.4%1.9%142.5222.4%0.8%
75Δ131.0227.5%1.5%143.6821.6%0.6%
80Δ128.9528.8%1.2%145.9323.6%0.4%

20Δ

Calls
Pseudo strike
145.97
IV
23.6%
B/E move
7.1%
Puts
Pseudo strike
129.38
IV
27.3%
B/E move
6.6%

25Δ

Calls
Pseudo strike
144.23
IV
23.5%
B/E move
6.1%
Puts
Pseudo strike
131.46
IV
25.4%
B/E move
5.3%

30Δ

Calls
Pseudo strike
142.81
IV
23.5%
B/E move
5.3%
Puts
Pseudo strike
132.96
IV
25.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
141.49
IV
23.5%
B/E move
4.6%
Puts
Pseudo strike
134.37
IV
24.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
140.25
IV
23.3%
B/E move
4.0%
Puts
Pseudo strike
135.65
IV
23.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
139.10
IV
23.8%
B/E move
3.6%
Puts
Pseudo strike
136.80
IV
22.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
137.97
IV
25.2%
B/E move
3.3%
Puts
Pseudo strike
137.97
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
136.75
IV
25.5%
B/E move
2.9%
Puts
Pseudo strike
139.08
IV
23.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
135.44
IV
26.0%
B/E move
2.5%
Puts
Pseudo strike
140.07
IV
22.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
134.28
IV
25.2%
B/E move
2.1%
Puts
Pseudo strike
140.91
IV
20.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
132.38
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
142.52
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
131.02
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
143.68
IV
21.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
128.95
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
145.93
IV
23.6%
B/E move
0.4%

Options history

No recorded observations