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iShares Russell 1000 Growth ETF IWF

i

Market dataready · fetched 2026-11-11T15:53:23.712Z

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 · 2026-11-11T15:53:14.540371109Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:22.938467+00:00

Share price$116.75
1D+0.6%
$115.68$115.97$116.25$116.53$116.825:30 AM6:30 AM9:00 AM1:00 PMIWF
Sold putSold call

iShares Russell 1000 Growth ETF options

Live interpolated IWF call and put midpoint premiums by absolute delta.iShares Russell 1000 Growth ETF$0.30$1.98$3.66$5.35$7.03$107.26$111.78$116.31$120.83$125.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWF spot · $116.75IWF PRICE$0.48$0.62$0.75$0.93$1.15$1.37$1.58$1.79$2.05$2.34$2.65$3.39$4.03$0.62$0.83$1.01$1.19$1.49$1.79$2.08$2.41$2.99$3.40$3.65$5.36$6.54
PutsCheap0.85×
CallsCheap0.60×
SkewBearish+7.15 pp
Implied moveBearish±$3.66
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.7823.5%3.9%112.4829.7%4.2%
25Δ119.8623.2%3.2%113.3629.6%3.6%
30Δ119.0821.8%2.6%114.2428.4%3.0%
35Δ118.4621.5%2.3%115.0826.8%2.4%
40Δ117.9622.0%2.0%115.7127.4%2.2%
45Δ117.4622.4%1.8%116.3327.9%1.9%
50Δ116.9521.9%1.5%116.9627.5%1.6%
55Δ116.4421.4%1.3%117.6227.4%1.3%
60Δ115.9521.1%1.1%118.3729.1%1.2%
65Δ115.4620.8%0.9%119.0228.9%1.0%
70Δ114.9420.7%0.7%119.5627.0%0.7%
75Δ114.1022.9%0.6%121.3234.0%0.7%
80Δ113.3123.1%0.5%122.7035.6%0.5%

20Δ

Calls
Pseudo strike
120.78
IV
23.5%
B/E move
3.9%
Puts
Pseudo strike
112.48
IV
29.7%
B/E move
4.2%

25Δ

Calls
Pseudo strike
119.86
IV
23.2%
B/E move
3.2%
Puts
Pseudo strike
113.36
IV
29.6%
B/E move
3.6%

30Δ

Calls
Pseudo strike
119.08
IV
21.8%
B/E move
2.6%
Puts
Pseudo strike
114.24
IV
28.4%
B/E move
3.0%

35Δ

Calls
Pseudo strike
118.46
IV
21.5%
B/E move
2.3%
Puts
Pseudo strike
115.08
IV
26.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
117.96
IV
22.0%
B/E move
2.0%
Puts
Pseudo strike
115.71
IV
27.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
117.46
IV
22.4%
B/E move
1.8%
Puts
Pseudo strike
116.33
IV
27.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
116.95
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
116.96
IV
27.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
116.44
IV
21.4%
B/E move
1.3%
Puts
Pseudo strike
117.62
IV
27.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
115.95
IV
21.1%
B/E move
1.1%
Puts
Pseudo strike
118.37
IV
29.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
115.46
IV
20.8%
B/E move
0.9%
Puts
Pseudo strike
119.02
IV
28.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
114.94
IV
20.7%
B/E move
0.7%
Puts
Pseudo strike
119.56
IV
27.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
114.10
IV
22.9%
B/E move
0.6%
Puts
Pseudo strike
121.32
IV
34.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
113.31
IV
23.1%
B/E move
0.5%
Puts
Pseudo strike
122.70
IV
35.6%
B/E move
0.5%

Options history

IV · four-Friday blend23.18%
Daily close
IWF15.6%20.5%25.4%2026-08-13: 19.88%2026-08-14: 18.83%2026-08-17: 19.50%2026-08-18: 19.29%2026-08-19: 21.80%2026-08-20: 24.71%2026-08-21: 19.66%2026-08-24: 19.39%2026-08-25: 18.89%2026-08-26: 18.85%2026-08-27: 18.31%2026-08-28: 17.68%2026-08-31: 17.38%2026-09-01: 19.01%2026-09-02: 18.20%2026-09-03: 18.06%2026-09-04: 16.25%2026-09-08: 17.66%2026-09-09: 18.01%2026-09-10: 18.18%2026-09-11: 17.82%2026-09-14: 20.64%2026-09-15: 21.91%2026-09-16: 22.63%2026-09-17: 21.09%2026-09-18: 17.87%2026-09-21: 18.72%2026-09-22: 17.91%2026-09-23: 18.64%2026-09-24: 19.33%2026-09-25: 20.11%2026-09-28: 19.27%2026-09-29: 18.34%2026-09-30: 18.76%2026-10-01: 20.01%2026-10-02: 18.37%2026-10-05: 19.38%2026-10-06: 17.74%2026-10-07: 18.27%2026-10-08: 19.21%2026-10-09: 17.54%2026-10-12: 18.37%2026-10-13: 19.07%2026-10-14: 21.36%2026-10-15: 21.61%2026-10-16: 20.30%2026-10-19: 19.70%2026-10-20: 20.22%2026-10-21: 20.07%2026-10-22: 21.49%2026-10-23: 22.43%2026-10-26: 21.41%2026-10-27: 20.87%2026-10-28: 20.68%2026-10-29: 20.95%2026-10-30: 23.18%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.88%
18.83%
19.50%
19.29%
21.80%
24.71%
19.66%
19.39%
18.89%
18.85%
18.31%
17.68%
17.38%
19.01%
18.20%
18.06%
16.25%
17.66%
18.01%
18.18%
17.82%
20.64%
21.91%
22.63%
21.09%
17.87%
18.72%
17.91%
18.64%
19.33%
20.11%
19.27%
18.34%
18.76%
20.01%
18.37%
19.38%
17.74%
18.27%
19.21%
17.54%
18.37%
19.07%
21.36%
21.61%
20.30%
19.70%
20.22%
20.07%
21.49%
22.43%
21.41%
20.87%
20.68%
20.95%
23.18%