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iShares Russell 1000 Growth ETF IWF

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Market datapartial · fetched 2026-10-22T16:52:23.779Z

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 · 2026-10-22T16:52:18.111373384Z

FundamentalsAlpha Vantage · unavailable

Share price$120.07
1D-1.3%
$119.92$120.43$120.93$121.43$121.945:30 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$3.33$6.18$9.04$11.89$110.07$115.52$120.96$126.41$131.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWF spot · $120.07IWF PRICE$0.81$1.08$1.65$1.88$2.33$2.74$3.08$3.72$4.99$6.01$7.33$8.32$11.07$0.78$1.15$1.56$2.02$2.27$2.38$2.61$2.89$3.15$3.46$3.91$4.40$4.94
PutsCheap0.81×
CallsExpensive1.28×
SkewBullish-8.29 pp
Implied moveBullish±$5.69
TiltBullish21.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.1922.0%6.6%115.0619.9%4.8%
25Δ125.8621.8%5.7%115.8321.6%4.5%
30Δ125.7126.7%6.1%116.6623.1%4.1%
35Δ124.0424.6%4.9%117.5724.3%3.8%
40Δ122.9125.0%4.3%118.7522.7%3.0%
45Δ121.8224.9%3.7%119.7520.1%2.2%
50Δ120.7423.8%3.1%120.5918.7%1.7%
55Δ119.6424.5%2.7%121.3517.8%1.3%
60Δ118.3728.9%2.7%122.0016.7%1.0%
65Δ116.9530.3%2.4%122.6715.9%0.7%
70Δ115.2832.4%2.1%123.3715.6%0.5%
75Δ113.8032.0%1.7%124.1015.2%0.3%
80Δ110.8337.4%1.5%124.8514.7%0.1%

20Δ

Calls
Pseudo strike
127.19
IV
22.0%
B/E move
6.6%
Puts
Pseudo strike
115.06
IV
19.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
125.86
IV
21.8%
B/E move
5.7%
Puts
Pseudo strike
115.83
IV
21.6%
B/E move
4.5%

30Δ

Calls
Pseudo strike
125.71
IV
26.7%
B/E move
6.1%
Puts
Pseudo strike
116.66
IV
23.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
124.04
IV
24.6%
B/E move
4.9%
Puts
Pseudo strike
117.57
IV
24.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
122.91
IV
25.0%
B/E move
4.3%
Puts
Pseudo strike
118.75
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
121.82
IV
24.9%
B/E move
3.7%
Puts
Pseudo strike
119.75
IV
20.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
120.74
IV
23.8%
B/E move
3.1%
Puts
Pseudo strike
120.59
IV
18.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
119.64
IV
24.5%
B/E move
2.7%
Puts
Pseudo strike
121.35
IV
17.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
118.37
IV
28.9%
B/E move
2.7%
Puts
Pseudo strike
122.00
IV
16.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
116.95
IV
30.3%
B/E move
2.4%
Puts
Pseudo strike
122.67
IV
15.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
115.28
IV
32.4%
B/E move
2.1%
Puts
Pseudo strike
123.37
IV
15.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
113.80
IV
32.0%
B/E move
1.7%
Puts
Pseudo strike
124.10
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
110.83
IV
37.4%
B/E move
1.5%
Puts
Pseudo strike
124.85
IV
14.7%
B/E move
0.1%

Options history

No recorded observations