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iShares Russell 1000 Value ETF IWD

i

Market dataready · fetched 2026-11-11T14:03:02.597Z

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 · 2026-11-11T10:43:55.997083714Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:03:01.005315+00:00

Share price$261.66
1D
Price history unavailable.

iShares Russell 1000 Value ETF options

Live interpolated IWD call and put midpoint premiums by absolute delta.iShares Russell 1000 Value ETF$0.90$3.58$6.26$8.94$11.62$250.06$255.99$261.92$267.84$273.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IWD spot · $261.66IWD PRICE$1.38$1.69$2.29$2.89$3.50$4.10$4.79$5.85$6.92$7.98$10.84$1.19$1.46$1.49$1.51$1.68$1.92$2.16$2.40$2.65$2.89$3.13$3.37
Puts——
Calls——
Skew——
Implied moveBullish±$5.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ273.4730.8%5.0%253.2725.3%3.7%
25Δ255.4323.8%2.9%
30Δ257.3519.8%2.2%
35Δ264.5916.8%1.8%259.2715.9%1.5%
40Δ263.6417.8%1.6%260.3714.1%1.1%
45Δ262.6918.9%1.5%260.9713.4%1.0%
50Δ261.7319.9%1.4%261.5712.8%0.9%
55Δ260.7821.0%1.2%262.1712.2%0.7%
60Δ259.7522.0%1.1%262.7711.6%0.6%
65Δ258.3122.6%1.0%263.3711.0%0.5%
70Δ256.8723.3%0.8%263.9710.4%0.3%
75Δ255.4324.0%0.7%264.579.8%0.2%
80Δ252.3528.2%0.6%

20Δ

Calls
Pseudo strike
273.47
IV
30.8%
B/E move
5.0%
Puts
Pseudo strike
253.27
IV
25.3%
B/E move
3.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
255.43
IV
23.8%
B/E move
2.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
257.35
IV
19.8%
B/E move
2.2%

35Δ

Calls
Pseudo strike
264.59
IV
16.8%
B/E move
1.8%
Puts
Pseudo strike
259.27
IV
15.9%
B/E move
1.5%

40Δ

Calls
Pseudo strike
263.64
IV
17.8%
B/E move
1.6%
Puts
Pseudo strike
260.37
IV
14.1%
B/E move
1.1%

45Δ

Calls
Pseudo strike
262.69
IV
18.9%
B/E move
1.5%
Puts
Pseudo strike
260.97
IV
13.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
261.73
IV
19.9%
B/E move
1.4%
Puts
Pseudo strike
261.57
IV
12.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
260.78
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
262.17
IV
12.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
259.75
IV
22.0%
B/E move
1.1%
Puts
Pseudo strike
262.77
IV
11.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
258.31
IV
22.6%
B/E move
1.0%
Puts
Pseudo strike
263.37
IV
11.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
256.87
IV
23.3%
B/E move
0.8%
Puts
Pseudo strike
263.97
IV
10.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
255.43
IV
24.0%
B/E move
0.7%
Puts
Pseudo strike
264.57
IV
9.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
252.35
IV
28.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.58%
Daily EOD
IWD11.5%12.1%12.7%2026-10-19: 11.98%2026-10-20: 11.60%2026-10-21: 11.68%2026-10-22: 11.85%2026-10-23: 12.22%2026-10-26: 12.08%2026-10-27: 11.79%2026-10-28: 12.17%2026-10-29: 11.54%2026-10-30: 12.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
11.98%
11.60%
11.68%
11.85%
12.22%
12.08%
11.79%
12.17%
11.54%
12.58%