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iShares Russell 1000 Growth ETF IWF

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Market datapartial · fetched 2026-10-22T14:50:02.357Z

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 · 2026-10-22T14:50:00.559068766Z

FundamentalsAlpha Vantage · unavailable

Share price$120.46
1D-1.0%
$120.32$120.72$121.12$121.51$121.915:30 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$0.47$3.38$6.30$9.21$12.13$110.47$115.80$121.14$126.48$131.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWF spot · $120.46IWF PRICE$0.78$1.04$1.67$1.85$2.21$2.64$3.02$3.60$4.77$5.76$7.03$9.09$11.29$0.83$1.21$1.66$2.08$2.31$2.45$2.72$3.03$3.37$3.73$4.12$4.64$5.11
PutsCheap0.85×
CallsExpensive1.26×
SkewBullish-6.98 pp
Implied moveBullish±$5.74
TiltBullish19.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.3321.2%6.4%115.1721.0%5.1%
25Δ126.0521.0%5.5%115.9622.8%4.7%
30Δ126.1126.8%6.1%116.8424.4%4.4%
35Δ124.4124.2%4.8%117.8725.0%3.9%
40Δ123.1623.6%4.1%119.0823.0%3.1%
45Δ122.1523.8%3.6%120.1520.5%2.3%
50Δ121.0923.1%3.0%121.0019.4%1.8%
55Δ120.0923.8%2.7%121.7818.5%1.4%
60Δ118.8427.4%2.6%122.5317.8%1.1%
65Δ117.4928.9%2.3%123.2317.0%0.8%
70Δ115.8830.8%2.0%123.9316.4%0.5%
75Δ113.5935.1%1.8%124.6915.9%0.3%
80Δ111.0438.0%1.5%125.3815.1%0.2%

20Δ

Calls
Pseudo strike
127.33
IV
21.2%
B/E move
6.4%
Puts
Pseudo strike
115.17
IV
21.0%
B/E move
5.1%

25Δ

Calls
Pseudo strike
126.05
IV
21.0%
B/E move
5.5%
Puts
Pseudo strike
115.96
IV
22.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
126.11
IV
26.8%
B/E move
6.1%
Puts
Pseudo strike
116.84
IV
24.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
124.41
IV
24.2%
B/E move
4.8%
Puts
Pseudo strike
117.87
IV
25.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
123.16
IV
23.6%
B/E move
4.1%
Puts
Pseudo strike
119.08
IV
23.0%
B/E move
3.1%

45Δ

Calls
Pseudo strike
122.15
IV
23.8%
B/E move
3.6%
Puts
Pseudo strike
120.15
IV
20.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
121.09
IV
23.1%
B/E move
3.0%
Puts
Pseudo strike
121.00
IV
19.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
120.09
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
121.78
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
118.84
IV
27.4%
B/E move
2.6%
Puts
Pseudo strike
122.53
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
117.49
IV
28.9%
B/E move
2.3%
Puts
Pseudo strike
123.23
IV
17.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
115.88
IV
30.8%
B/E move
2.0%
Puts
Pseudo strike
123.93
IV
16.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
113.59
IV
35.1%
B/E move
1.8%
Puts
Pseudo strike
124.69
IV
15.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
111.04
IV
38.0%
B/E move
1.5%
Puts
Pseudo strike
125.38
IV
15.1%
B/E move
0.2%

Options history

No recorded observations