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iShares S&P 500 Growth ETF IVW

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Market datapartial · fetched 2026-10-23T04:10:57.164Z

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 · 2026-10-23T00:00:00.077231634Z

FundamentalsAlpha Vantage · unavailable

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$3.22$5.72$8.22$10.72$125.72$131.63$137.55$143.46$149.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVW spot · $137.20IVW PRICE$0.99$1.31$1.67$2.07$2.48$3.00$3.72$4.38$5.18$5.75$7.43$8.28$10.00$1.22$1.52$1.91$2.28$2.66$3.09$3.98$4.42$4.77$5.06$6.47$7.21$9.20
PutsExpensive1.33×
CallsExpensive1.54×
SkewBullish-1.80 pp
Implied moveBearish±$7.71
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.9624.0%7.1%129.3727.7%6.6%
25Δ144.2223.9%6.1%131.4625.9%5.3%
30Δ142.8023.9%5.3%132.9525.5%4.5%
35Δ141.4823.9%4.6%134.3624.5%3.7%
40Δ140.2423.8%4.0%135.6323.6%3.1%
45Δ139.0924.2%3.6%136.7923.1%2.6%
50Δ137.9625.7%3.3%137.9525.1%2.4%
55Δ136.7426.0%2.9%139.0724.0%1.9%
60Δ135.4226.5%2.5%140.0522.3%1.4%
65Δ134.2625.6%2.0%140.8920.6%1.0%
70Δ132.3529.0%1.9%142.5022.7%0.9%
75Δ130.9728.1%1.5%143.6321.9%0.6%
80Δ128.8929.5%1.2%145.8523.9%0.4%

20Δ

Calls
Pseudo strike
145.96
IV
24.0%
B/E move
7.1%
Puts
Pseudo strike
129.37
IV
27.7%
B/E move
6.6%

25Δ

Calls
Pseudo strike
144.22
IV
23.9%
B/E move
6.1%
Puts
Pseudo strike
131.46
IV
25.9%
B/E move
5.3%

30Δ

Calls
Pseudo strike
142.80
IV
23.9%
B/E move
5.3%
Puts
Pseudo strike
132.95
IV
25.5%
B/E move
4.5%

35Δ

Calls
Pseudo strike
141.48
IV
23.9%
B/E move
4.6%
Puts
Pseudo strike
134.36
IV
24.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
140.24
IV
23.8%
B/E move
4.0%
Puts
Pseudo strike
135.63
IV
23.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
139.09
IV
24.2%
B/E move
3.6%
Puts
Pseudo strike
136.79
IV
23.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
137.96
IV
25.7%
B/E move
3.3%
Puts
Pseudo strike
137.95
IV
25.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
136.74
IV
26.0%
B/E move
2.9%
Puts
Pseudo strike
139.07
IV
24.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
135.42
IV
26.5%
B/E move
2.5%
Puts
Pseudo strike
140.05
IV
22.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
134.26
IV
25.6%
B/E move
2.0%
Puts
Pseudo strike
140.89
IV
20.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
132.35
IV
29.0%
B/E move
1.9%
Puts
Pseudo strike
142.50
IV
22.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
130.97
IV
28.1%
B/E move
1.5%
Puts
Pseudo strike
143.63
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
128.89
IV
29.5%
B/E move
1.2%
Puts
Pseudo strike
145.85
IV
23.9%
B/E move
0.4%

Options history

No recorded observations