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iShares Russell 1000 Growth ETF IWF

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Market datapartial · fetched 2026-10-22T21:21:26.940Z

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 · 2026-10-22T20:37:16.682248711Z

FundamentalsAlpha Vantage · unavailable

Share price$121.28
1D-0.3%
AH$119.53$120.14$120.75$121.36$121.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWF
Sold putSold callAH

iShares Russell 1000 Growth ETF options

Live interpolated IWF call and put midpoint premiums by absolute delta.iShares Russell 1000 Growth ETF$0.31$4.10$7.88$11.67$15.45$109.57$115.15$120.74$126.33$131.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWF spot · $121.28IWF PRICE$0.72$1.12$1.52$1.45$1.82$2.35$2.72$3.01$3.31$4.32$5.19$5.97$6.75$1.10$1.39$1.85$2.22$2.79$3.06$3.31$3.98$4.91$5.63$8.41$10.44$14.36
PutsExpensive1.26×
CallsCheap0.94×
SkewBearish+7.29 pp
Implied moveBearish±$6.03
TiltBearish22.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.4018.9%5.6%114.2327.8%6.7%
25Δ126.8621.5%5.5%116.0426.3%5.5%
30Δ126.3224.0%5.4%117.2227.2%4.9%
35Δ124.3218.5%3.7%118.5326.5%4.1%
40Δ123.4719.1%3.3%119.6727.3%3.6%
45Δ122.7420.8%3.1%120.8525.3%2.9%
50Δ121.8920.7%2.7%121.9023.3%2.2%
55Δ121.0119.7%2.3%123.0023.8%1.9%
60Δ120.2318.7%1.9%124.1925.4%1.6%
65Δ119.0821.1%1.7%125.3625.1%1.3%
70Δ117.9522.2%1.5%128.1132.0%1.3%
75Δ116.8522.2%1.3%130.4934.0%1.0%
80Δ115.7721.6%1.0%134.6239.8%0.8%

20Δ

Calls
Pseudo strike
127.40
IV
18.9%
B/E move
5.6%
Puts
Pseudo strike
114.23
IV
27.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
126.86
IV
21.5%
B/E move
5.5%
Puts
Pseudo strike
116.04
IV
26.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
126.32
IV
24.0%
B/E move
5.4%
Puts
Pseudo strike
117.22
IV
27.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
124.32
IV
18.5%
B/E move
3.7%
Puts
Pseudo strike
118.53
IV
26.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
123.47
IV
19.1%
B/E move
3.3%
Puts
Pseudo strike
119.67
IV
27.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
122.74
IV
20.8%
B/E move
3.1%
Puts
Pseudo strike
120.85
IV
25.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
121.89
IV
20.7%
B/E move
2.7%
Puts
Pseudo strike
121.90
IV
23.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
121.01
IV
19.7%
B/E move
2.3%
Puts
Pseudo strike
123.00
IV
23.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
120.23
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
124.19
IV
25.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
119.08
IV
21.1%
B/E move
1.7%
Puts
Pseudo strike
125.36
IV
25.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
117.95
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
128.11
IV
32.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
116.85
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
130.49
IV
34.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
115.77
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
134.62
IV
39.8%
B/E move
0.8%

Options history

No recorded observations