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iShares Micro-Cap ETF IWC

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Market datapartial · fetched 2026-10-23T16:41:15.367Z

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 · 2026-10-23T16:36:22.291755419Z

FundamentalsAlpha Vantage · unavailable

Share price$176.47
1D+1.3%
$174.11$174.77$175.43$176.08$176.745:30 AM6:30 AM9:00 AM1:00 PMIWC
Sold putSold call

iShares Micro-Cap ETF options

Live interpolated IWC call and put midpoint premiums by absolute delta.iShares Micro-Cap ETF$1.14$4.78$8.43$12.07$15.71$159.81$168.54$177.27$185.99$194.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWC spot · $176.47IWC PRICE$1.54$1.68$2.19$2.59$2.88$3.78$4.47$5.04$5.93$7.16$8.57$10.08$11.43$1.68$2.15$2.50$3.50$3.83$4.58$5.36$6.31$7.08$8.37$9.65$11.62$14.66
PutsExpensive1.06×
CallsExpensive1.11×
SkewBearish+2.63 pp
Implied moveBearish±$9.83
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.2029.1%8.6%165.6829.5%7.1%
25Δ185.5223.7%6.1%168.2328.3%5.9%
30Δ183.7824.3%5.4%170.9225.8%4.6%
35Δ181.8223.2%4.5%172.1429.1%4.4%
40Δ179.9921.4%3.6%174.2526.2%3.4%
45Δ178.8623.7%3.5%175.8426.5%3.0%
50Δ177.3723.8%3.0%177.4626.2%2.5%
55Δ175.9423.1%2.6%179.1226.4%2.1%
60Δ174.4823.6%2.2%180.6625.6%1.6%
65Δ172.7924.7%2.0%182.4926.1%1.3%
70Δ170.9125.9%1.7%184.3426.1%1.0%
75Δ168.9226.1%1.4%186.7327.2%0.8%
80Δ167.0525.5%1.1%190.1629.3%0.5%

20Δ

Calls
Pseudo strike
190.20
IV
29.1%
B/E move
8.6%
Puts
Pseudo strike
165.68
IV
29.5%
B/E move
7.1%

25Δ

Calls
Pseudo strike
185.52
IV
23.7%
B/E move
6.1%
Puts
Pseudo strike
168.23
IV
28.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
183.78
IV
24.3%
B/E move
5.4%
Puts
Pseudo strike
170.92
IV
25.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
181.82
IV
23.2%
B/E move
4.5%
Puts
Pseudo strike
172.14
IV
29.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
179.99
IV
21.4%
B/E move
3.6%
Puts
Pseudo strike
174.25
IV
26.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
178.86
IV
23.7%
B/E move
3.5%
Puts
Pseudo strike
175.84
IV
26.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
177.37
IV
23.8%
B/E move
3.0%
Puts
Pseudo strike
177.46
IV
26.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
175.94
IV
23.1%
B/E move
2.6%
Puts
Pseudo strike
179.12
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
174.48
IV
23.6%
B/E move
2.2%
Puts
Pseudo strike
180.66
IV
25.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
172.79
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
182.49
IV
26.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
170.91
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
184.34
IV
26.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
168.92
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
186.73
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
167.05
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
190.16
IV
29.3%
B/E move
0.5%

Options history

No recorded observations