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iShares Russell 1000 ETF IWB

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Market datapartial · fetched 2026-10-23T15:46:37.509Z

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 · 2026-10-23T15:44:58.835325191Z

FundamentalsAlpha Vantage · unavailable

Share price$416.43
1D+0.3%
$414.40$415.12$415.83$416.54$417.265:30 AM6:30 AM9:00 AM1:00 PMIWB
Sold putSold call

iShares Russell 1000 ETF options

Live interpolated IWB call and put midpoint premiums by absolute delta.iShares Russell 1000 ETF$1.06$6.20$11.33$16.46$21.59$391.33$403.75$416.17$428.59$441.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWB spot · $416.43IWB PRICE$1.62$2.26$2.94$3.72$4.63$5.54$6.80$8.09$9.71$11.53$13.86$16.57$20.11$2.78$3.48$4.21$4.98$5.76$6.57$7.47$8.40$9.58$10.77$12.45$14.26$17.41
PutsCheap0.94×
CallsCheap0.89×
SkewBearish+1.26 pp
Implied moveBearish±$14.27
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ430.6812.8%3.8%398.2721.0%5.0%
25Δ428.3113.0%3.4%403.0819.7%4.0%
30Δ426.2413.4%3.1%406.9418.7%3.3%
35Δ424.1913.8%2.8%410.2817.8%2.7%
40Δ422.1614.1%2.5%413.0617.0%2.2%
45Δ420.1314.5%2.2%415.6916.3%1.8%
50Δ417.9614.9%2.0%417.9915.7%1.4%
55Δ415.7815.4%1.8%420.2715.2%1.1%
60Δ413.3415.9%1.6%422.4214.9%0.9%
65Δ410.7516.5%1.4%424.5814.6%0.6%
70Δ407.6817.3%1.2%427.0214.5%0.4%
75Δ404.2618.1%1.1%429.5314.5%0.3%
80Δ400.0419.1%0.9%433.2315.2%0.1%

20Δ

Calls
Pseudo strike
430.68
IV
12.8%
B/E move
3.8%
Puts
Pseudo strike
398.27
IV
21.0%
B/E move
5.0%

25Δ

Calls
Pseudo strike
428.31
IV
13.0%
B/E move
3.4%
Puts
Pseudo strike
403.08
IV
19.7%
B/E move
4.0%

30Δ

Calls
Pseudo strike
426.24
IV
13.4%
B/E move
3.1%
Puts
Pseudo strike
406.94
IV
18.7%
B/E move
3.3%

35Δ

Calls
Pseudo strike
424.19
IV
13.8%
B/E move
2.8%
Puts
Pseudo strike
410.28
IV
17.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
422.16
IV
14.1%
B/E move
2.5%
Puts
Pseudo strike
413.06
IV
17.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
420.13
IV
14.5%
B/E move
2.2%
Puts
Pseudo strike
415.69
IV
16.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
417.96
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
417.99
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
415.78
IV
15.4%
B/E move
1.8%
Puts
Pseudo strike
420.27
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
413.34
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
422.42
IV
14.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
410.75
IV
16.5%
B/E move
1.4%
Puts
Pseudo strike
424.58
IV
14.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
407.68
IV
17.3%
B/E move
1.2%
Puts
Pseudo strike
427.02
IV
14.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
404.26
IV
18.1%
B/E move
1.1%
Puts
Pseudo strike
429.53
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
400.04
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
433.23
IV
15.2%
B/E move
0.1%

Options history

No recorded observations