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iShares Russell 1000 ETF IWB

i

Market datapartial · fetched 2026-11-13T02:09:30.811Z

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 · 2026-11-13T01:00:00.07040831Z

FundamentalsAlpha Vantage · unavailable

Share price$414.18
1D+0.3%
AH$412$414$415$416$4185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWB
Sold putSold callAH

iShares Russell 1000 ETF options

Live interpolated IWB call and put midpoint premiums by absolute delta.iShares Russell 1000 ETF$0.82$4.30$7.78$11.26$14.74$397.79$406.24$414.68$423.12$431.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWB spot · $414.18IWB PRICE$1.19$1.50$1.83$2.34$2.84$3.34$4.06$5.35$6.65$7.94$9.21$10.49$13.74$1.31$1.65$2.00$2.31$2.60$2.89$3.18$3.75$4.51$5.27$6.03$6.87$8.23
PutsCheap0.71×
CallsCheap0.79×
SkewBullish-3.87 pp
Implied moveBullish±$7.24
TiltBullish16.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ424.1217.7%2.7%405.0518.9%2.5%
25Δ421.8716.7%2.2%407.0817.9%2.1%
30Δ419.7815.8%1.8%409.1116.9%1.7%
35Δ418.5015.9%1.6%410.7115.9%1.4%
40Δ417.2115.9%1.4%411.9714.9%1.2%
45Δ415.9316.0%1.2%413.2313.9%0.9%
50Δ414.5616.5%1.1%414.4912.9%0.7%
55Δ412.9618.2%1.0%415.6712.6%0.5%
60Δ411.3619.8%0.9%416.7812.8%0.5%
65Δ409.7321.2%0.8%417.9013.0%0.4%
70Δ407.8821.1%0.7%419.0213.1%0.3%
75Δ406.0321.0%0.6%420.2013.3%0.2%
80Δ402.4424.0%0.5%421.8413.3%0.1%

20Δ

Calls
Pseudo strike
424.12
IV
17.7%
B/E move
2.7%
Puts
Pseudo strike
405.05
IV
18.9%
B/E move
2.5%

25Δ

Calls
Pseudo strike
421.87
IV
16.7%
B/E move
2.2%
Puts
Pseudo strike
407.08
IV
17.9%
B/E move
2.1%

30Δ

Calls
Pseudo strike
419.78
IV
15.8%
B/E move
1.8%
Puts
Pseudo strike
409.11
IV
16.9%
B/E move
1.7%

35Δ

Calls
Pseudo strike
418.50
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
410.71
IV
15.9%
B/E move
1.4%

40Δ

Calls
Pseudo strike
417.21
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
411.97
IV
14.9%
B/E move
1.2%

45Δ

Calls
Pseudo strike
415.93
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
413.23
IV
13.9%
B/E move
0.9%

50Δ

Calls
Pseudo strike
414.56
IV
16.5%
B/E move
1.1%
Puts
Pseudo strike
414.49
IV
12.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
412.96
IV
18.2%
B/E move
1.0%
Puts
Pseudo strike
415.67
IV
12.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
411.36
IV
19.8%
B/E move
0.9%
Puts
Pseudo strike
416.78
IV
12.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
409.73
IV
21.2%
B/E move
0.8%
Puts
Pseudo strike
417.90
IV
13.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
407.88
IV
21.1%
B/E move
0.7%
Puts
Pseudo strike
419.02
IV
13.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
406.03
IV
21.0%
B/E move
0.6%
Puts
Pseudo strike
420.20
IV
13.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
402.44
IV
24.0%
B/E move
0.5%
Puts
Pseudo strike
421.84
IV
13.3%
B/E move
0.1%

Options history

IV · four-Friday blend16.52%
Daily close
IWB12.4%14.6%16.8%2026-08-14: 12.82%2026-08-17: 13.31%2026-08-18: 13.84%2026-08-19: 13.59%2026-08-21: 13.92%2026-08-24: 14.34%2026-08-25: 14.12%2026-08-26: 13.82%2026-08-27: 13.36%2026-08-28: 13.17%2026-08-31: 13.45%2026-09-01: 13.97%2026-09-02: 13.34%2026-09-03: 12.85%2026-09-04: 12.89%2026-09-08: 13.73%2026-09-09: 14.29%2026-09-10: 14.79%2026-09-11: 13.70%2026-09-14: 14.57%2026-09-15: 15.57%2026-09-16: 15.83%2026-09-17: 14.89%2026-09-18: 13.73%2026-09-21: 13.44%2026-09-22: 13.52%2026-09-23: 13.79%2026-09-24: 13.89%2026-09-25: 13.55%2026-09-28: 14.11%2026-09-29: 14.19%2026-09-30: 14.18%2026-10-01: 14.23%2026-10-02: 13.70%2026-10-05: 13.47%2026-10-06: 13.03%2026-10-07: 13.16%2026-10-08: 13.47%2026-10-09: 12.73%2026-10-12: 13.33%2026-10-13: 12.76%2026-10-14: 14.67%2026-10-16: 15.32%2026-10-19: 14.70%2026-10-20: 14.63%2026-10-21: 14.18%2026-10-22: 15.37%2026-10-23: 15.83%2026-10-26: 15.06%2026-10-27: 14.81%2026-10-28: 14.58%2026-10-29: 14.33%2026-10-30: 16.52%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
12.82%
13.31%
13.84%
13.59%
13.92%
14.34%
14.12%
13.82%
13.36%
13.17%
13.45%
13.97%
13.34%
12.85%
12.89%
13.73%
14.29%
14.79%
13.70%
14.57%
15.57%
15.83%
14.89%
13.73%
13.44%
13.52%
13.79%
13.89%
13.55%
14.11%
14.19%
14.18%
14.23%
13.70%
13.47%
13.03%
13.16%
13.47%
12.73%
13.33%
12.76%
14.67%
15.32%
14.70%
14.63%
14.18%
15.37%
15.83%
15.06%
14.81%
14.58%
14.33%
16.52%