IntraAlpha
Create free account Start free

iShares Micro-Cap ETF IWC

i

Market dataready · fetched 2026-11-13T02:09:26.809Z

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 · 2026-11-13T01:00:00.110048622Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:26.405303+00:00

Share price$175.07
1D-1.0%
AH$174.66$175.36$176.07$176.77$177.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWC
Sold putSold callAH

iShares Micro-Cap ETF options

Live interpolated IWC call and put midpoint premiums by absolute delta.iShares Micro-Cap ETF$1.04$3.20$5.37$7.53$9.70$166.90$170.79$174.68$178.57$182.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IWC spot · $175.07IWC PRICE$1.27$1.58$1.92$2.25$2.75$3.05$3.39$4.19$4.88$5.54$7.30$9.07$1.43$1.73$1.95$2.13$2.25$2.76$2.83$2.96$3.37$4.00
Puts——
Calls——
Skew——
Implied moveBullish±$5.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ165.4248.5%6.3%
25Δ181.2033.2%4.2%167.8344.4%5.1%
30Δ179.9732.9%3.7%
35Δ178.7032.4%3.2%172.3231.6%2.7%
40Δ177.4931.3%2.7%173.5228.6%2.1%
45Δ176.4532.1%2.4%
50Δ175.4430.4%2.0%175.3321.1%1.1%
55Δ174.4428.8%1.6%176.0422.4%1.0%
60Δ173.3730.8%1.4%176.5620.1%0.8%
65Δ172.3031.3%1.2%177.1018.0%0.5%
70Δ171.2430.9%1.0%177.7217.8%0.4%
75Δ169.3035.0%0.9%178.5318.2%0.3%
80Δ167.2437.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
165.42
IV
48.5%
B/E move
6.3%

25Δ

Calls
Pseudo strike
181.20
IV
33.2%
B/E move
4.2%
Puts
Pseudo strike
167.83
IV
44.4%
B/E move
5.1%

30Δ

Calls
Pseudo strike
179.97
IV
32.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
178.70
IV
32.4%
B/E move
3.2%
Puts
Pseudo strike
172.32
IV
31.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
177.49
IV
31.3%
B/E move
2.7%
Puts
Pseudo strike
173.52
IV
28.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
176.45
IV
32.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
175.44
IV
30.4%
B/E move
2.0%
Puts
Pseudo strike
175.33
IV
21.1%
B/E move
1.1%

55Δ

Calls
Pseudo strike
174.44
IV
28.8%
B/E move
1.6%
Puts
Pseudo strike
176.04
IV
22.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
173.37
IV
30.8%
B/E move
1.4%
Puts
Pseudo strike
176.56
IV
20.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
172.30
IV
31.3%
B/E move
1.2%
Puts
Pseudo strike
177.10
IV
18.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
171.24
IV
30.9%
B/E move
1.0%
Puts
Pseudo strike
177.72
IV
17.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
169.30
IV
35.0%
B/E move
0.9%
Puts
Pseudo strike
178.53
IV
18.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
167.24
IV
37.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.97%
Daily close
IWC20.5%23.9%27.3%2026-08-14: 21.18%2026-08-17: 21.71%2026-08-18: 22.81%2026-08-19: 24.50%2026-08-20: 25.83%2026-08-21: 21.88%2026-08-24: 22.07%2026-08-25: 21.79%2026-08-26: 21.83%2026-08-27: 21.19%2026-08-28: 21.38%2026-08-31: 21.92%2026-09-01: 22.35%2026-09-02: 21.71%2026-09-03: 21.62%2026-09-04: 20.95%2026-09-08: 21.91%2026-09-09: 23.21%2026-09-10: 23.95%2026-09-11: 23.27%2026-09-14: 24.65%2026-09-15: 26.00%2026-09-16: 26.73%2026-09-17: 25.04%2026-09-18: 21.75%2026-09-21: 21.49%2026-09-22: 21.01%2026-09-23: 22.24%2026-09-24: 22.56%2026-09-25: 22.50%2026-09-28: 23.13%2026-09-29: 22.70%2026-09-30: 22.98%2026-10-01: 23.70%2026-10-02: 22.52%2026-10-05: 22.68%2026-10-06: 22.48%2026-10-07: 23.43%2026-10-08: 23.43%2026-10-09: 22.50%2026-10-13: 23.65%2026-10-14: 26.82%2026-10-16: 24.10%2026-10-19: 23.63%2026-10-20: 23.45%2026-10-21: 23.16%2026-10-22: 23.74%2026-10-23: 24.26%2026-10-26: 23.75%2026-10-27: 23.53%2026-10-28: 23.00%2026-10-29: 22.50%2026-10-30: 24.97%Aug 14Sep 22Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
21.18%
21.71%
22.81%
24.50%
25.83%
21.88%
22.07%
21.79%
21.83%
21.19%
21.38%
21.92%
22.35%
21.71%
21.62%
20.95%
21.91%
23.21%
23.95%
23.27%
24.65%
26.00%
26.73%
25.04%
21.75%
21.49%
21.01%
22.24%
22.56%
22.50%
23.13%
22.70%
22.98%
23.70%
22.52%
22.68%
22.48%
23.43%
23.43%
22.50%
23.65%
26.82%
24.10%
23.63%
23.45%
23.16%
23.74%
24.26%
23.75%
23.53%
23.00%
22.50%
24.97%