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iShares Micro-Cap ETF IWC

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Market datapartial · fetched 2026-10-22T23:08:39.456Z

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 · 2026-10-22T22:30:00.003433049Z

FundamentalsAlpha Vantage · unavailable

Share price$177.59
1D+0.3%
AH$176.64$177.07$177.50$177.93$178.365:30 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$1.24$4.24$7.23$10.22$13.22$161.63$169.86$178.08$186.30$194.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWC spot · $177.59IWC PRICE$1.57$1.84$2.19$2.68$3.16$3.68$4.39$5.21$6.06$7.33$8.73$10.32$12.35$1.97$2.35$2.85$3.08$3.81$4.50$5.02$5.77$6.49$7.72$8.68$10.04$11.74
PutsExpensive1.09×
CallsExpensive1.14×
SkewBearish+0.86 pp
Implied moveBearish±$9.41
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ191.6429.2%8.8%165.1733.7%8.1%
25Δ187.5925.6%6.7%168.6330.3%6.4%
30Δ184.9323.8%5.4%171.3328.6%5.1%
35Δ183.1723.6%4.7%173.7725.1%3.9%
40Δ181.4723.0%4.0%175.3725.6%3.4%
45Δ179.9322.5%3.4%177.0025.4%2.9%
50Δ178.5122.9%3.0%178.5524.0%2.3%
55Δ177.0623.4%2.6%180.0523.7%1.9%
60Δ175.5623.5%2.3%181.4723.0%1.5%
65Δ173.8424.8%2.0%183.1923.7%1.2%
70Δ171.9525.7%1.7%184.7123.1%0.9%
75Δ169.8526.5%1.5%186.5423.1%0.6%
80Δ167.3427.1%1.2%188.6623.3%0.4%

20Δ

Calls
Pseudo strike
191.64
IV
29.2%
B/E move
8.8%
Puts
Pseudo strike
165.17
IV
33.7%
B/E move
8.1%

25Δ

Calls
Pseudo strike
187.59
IV
25.6%
B/E move
6.7%
Puts
Pseudo strike
168.63
IV
30.3%
B/E move
6.4%

30Δ

Calls
Pseudo strike
184.93
IV
23.8%
B/E move
5.4%
Puts
Pseudo strike
171.33
IV
28.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
183.17
IV
23.6%
B/E move
4.7%
Puts
Pseudo strike
173.77
IV
25.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
181.47
IV
23.0%
B/E move
4.0%
Puts
Pseudo strike
175.37
IV
25.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
179.93
IV
22.5%
B/E move
3.4%
Puts
Pseudo strike
177.00
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
178.51
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
178.55
IV
24.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
177.06
IV
23.4%
B/E move
2.6%
Puts
Pseudo strike
180.05
IV
23.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
175.56
IV
23.5%
B/E move
2.3%
Puts
Pseudo strike
181.47
IV
23.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
173.84
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
183.19
IV
23.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
171.95
IV
25.7%
B/E move
1.7%
Puts
Pseudo strike
184.71
IV
23.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
169.85
IV
26.5%
B/E move
1.5%
Puts
Pseudo strike
186.54
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
167.34
IV
27.1%
B/E move
1.2%
Puts
Pseudo strike
188.66
IV
23.3%
B/E move
0.4%

Options history

No recorded observations