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iShares Russell 1000 ETF IWB

i

Market dataready · fetched 2026-10-24T04:27:27.652Z

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 · 2026-10-24T00:00:00.148241279Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:27:27.165395+00:00

Share price$415.35
1D+0.1%
AH$414.40$415.12$415.83$416.54$417.265:30 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$1.06$6.92$12.79$18.66$24.52$390.55$402.86$415.18$427.49$439.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWB spot · $415.35IWB PRICE$1.69$2.39$3.09$3.99$4.96$6.07$7.43$8.89$10.82$12.95$15.44$19.35$22.83$2.70$3.37$4.05$4.77$5.49$6.21$7.07$7.95$8.91$9.93$10.96$12.54$14.21
PutsCheap0.90×
CallsFair1.01×
SkewBullish-1.44 pp
Implied moveBullish±$14.50
TiltBullish10.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ430.0813.6%4.0%397.6320.9%4.9%
25Δ427.8514.1%3.6%402.3619.5%3.9%
30Δ425.6514.5%3.2%406.2118.3%3.2%
35Δ423.5115.0%2.9%409.4217.5%2.6%
40Δ421.3915.5%2.6%412.1016.6%2.1%
45Δ419.2116.1%2.4%414.6715.8%1.7%
50Δ416.9016.7%2.2%416.8315.2%1.3%
55Δ414.5117.4%1.9%418.9414.7%1.1%
60Δ411.7618.2%1.7%420.9414.2%0.8%
65Δ408.8019.0%1.5%422.8413.7%0.6%
70Δ405.4819.9%1.3%424.7413.2%0.4%
75Δ400.9221.7%1.2%426.9512.9%0.2%
80Δ396.5622.2%1.0%429.2112.7%0.1%

20Δ

Calls
Pseudo strike
430.08
IV
13.6%
B/E move
4.0%
Puts
Pseudo strike
397.63
IV
20.9%
B/E move
4.9%

25Δ

Calls
Pseudo strike
427.85
IV
14.1%
B/E move
3.6%
Puts
Pseudo strike
402.36
IV
19.5%
B/E move
3.9%

30Δ

Calls
Pseudo strike
425.65
IV
14.5%
B/E move
3.2%
Puts
Pseudo strike
406.21
IV
18.3%
B/E move
3.2%

35Δ

Calls
Pseudo strike
423.51
IV
15.0%
B/E move
2.9%
Puts
Pseudo strike
409.42
IV
17.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
421.39
IV
15.5%
B/E move
2.6%
Puts
Pseudo strike
412.10
IV
16.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
419.21
IV
16.1%
B/E move
2.4%
Puts
Pseudo strike
414.67
IV
15.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
416.90
IV
16.7%
B/E move
2.2%
Puts
Pseudo strike
416.83
IV
15.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
414.51
IV
17.4%
B/E move
1.9%
Puts
Pseudo strike
418.94
IV
14.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
411.76
IV
18.2%
B/E move
1.7%
Puts
Pseudo strike
420.94
IV
14.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
408.80
IV
19.0%
B/E move
1.5%
Puts
Pseudo strike
422.84
IV
13.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
405.48
IV
19.9%
B/E move
1.3%
Puts
Pseudo strike
424.74
IV
13.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
400.92
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
426.95
IV
12.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
396.56
IV
22.2%
B/E move
1.0%
Puts
Pseudo strike
429.21
IV
12.7%
B/E move
0.1%

Options history

No recorded observations