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iShares Russell 1000 Value ETF IWD

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Market datapartial · fetched 2026-10-22T16:57:20.377Z

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 · 2026-10-22T16:56:53.042282938Z

FundamentalsAlpha Vantage · unavailable

Share price$258.27
1D+0.1%
$256.81$257.32$257.83$258.34$258.855:30 AM6:30 AM9:00 AM1:00 PMIWD
Sold putSold call

iShares Russell 1000 Value ETF options

Live interpolated IWD call and put midpoint premiums by absolute delta.iShares Russell 1000 Value ETF$0.75$3.65$6.54$9.44$12.33$244.26$250.98$257.70$264.42$271.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWD spot · $258.27IWD PRICE$1.06$1.13$1.46$1.78$2.11$2.44$2.95$3.48$4.00$4.53$5.06$6.11$7.57$1.41$1.62$1.81$2.16$2.61$3.05$3.49$4.06$4.99$5.91$6.84$8.55$11.50
PutsCheap0.93×
CallsCheap0.74×
SkewBearish+2.70 pp
Implied moveBearish±$6.44
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ268.7314.2%4.5%248.9617.1%4.2%
25Δ264.4210.3%2.8%251.7714.9%3.1%
30Δ263.3410.2%2.5%254.1713.0%2.3%
35Δ262.2710.2%2.2%255.7412.2%1.8%
40Δ261.1910.1%1.9%256.8812.0%1.5%
45Δ260.1210.0%1.7%258.0211.8%1.3%
50Δ259.1610.0%1.5%259.1511.6%1.0%
55Δ258.239.9%1.3%260.3311.6%0.8%
60Δ257.299.9%1.2%261.6211.9%0.6%
65Δ256.369.8%1.0%262.9212.2%0.5%
70Δ255.429.8%0.9%264.2112.5%0.3%
75Δ254.0610.1%0.7%266.2213.6%0.2%
80Δ252.3610.6%0.6%269.3615.8%0.2%

20Δ

Calls
Pseudo strike
268.73
IV
14.2%
B/E move
4.5%
Puts
Pseudo strike
248.96
IV
17.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
264.42
IV
10.3%
B/E move
2.8%
Puts
Pseudo strike
251.77
IV
14.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
263.34
IV
10.2%
B/E move
2.5%
Puts
Pseudo strike
254.17
IV
13.0%
B/E move
2.3%

35Δ

Calls
Pseudo strike
262.27
IV
10.2%
B/E move
2.2%
Puts
Pseudo strike
255.74
IV
12.2%
B/E move
1.8%

40Δ

Calls
Pseudo strike
261.19
IV
10.1%
B/E move
1.9%
Puts
Pseudo strike
256.88
IV
12.0%
B/E move
1.5%

45Δ

Calls
Pseudo strike
260.12
IV
10.0%
B/E move
1.7%
Puts
Pseudo strike
258.02
IV
11.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
259.16
IV
10.0%
B/E move
1.5%
Puts
Pseudo strike
259.15
IV
11.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
258.23
IV
9.9%
B/E move
1.3%
Puts
Pseudo strike
260.33
IV
11.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
257.29
IV
9.9%
B/E move
1.2%
Puts
Pseudo strike
261.62
IV
11.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
256.36
IV
9.8%
B/E move
1.0%
Puts
Pseudo strike
262.92
IV
12.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
255.42
IV
9.8%
B/E move
0.9%
Puts
Pseudo strike
264.21
IV
12.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
254.06
IV
10.1%
B/E move
0.7%
Puts
Pseudo strike
266.22
IV
13.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
252.36
IV
10.6%
B/E move
0.6%
Puts
Pseudo strike
269.36
IV
15.8%
B/E move
0.2%

Options history

No recorded observations