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iShares Russell Top 200 ETF IWL

i

Market dataready · fetched 2026-11-11T15:58:43.859Z

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 · 2026-11-11T15:58:21.703455681Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:58:43.442809+00:00

Share price$187.75
1D+0.1%
$186.97$187.19$187.41$187.63$187.855:30 AM6:30 AM9:00 AM1:00 PMIWL
Sold putSold call

iShares Russell Top 200 ETF options

Live interpolated IWL call and put midpoint premiums by absolute delta.iShares Russell Top 200 ETF$0.57$1.62$2.67$3.73$4.78$179.73$183.94$188.15$192.35$196.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IWL spot · $187.75IWL PRICE$0.94$1.16$1.39$1.61$1.83$2.06$2.40$2.76$3.23$3.84$0.68$0.84$1.05$1.25$1.43$1.68$1.97$2.29$2.62$2.99$3.49$4.02$4.48
PutsCheap0.80×
Calls——
Skew——
Implied moveBearish±$3.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ183.0620.1%2.9%
25Δ184.2918.6%2.3%
30Δ185.1418.2%1.9%
35Δ189.5112.9%1.4%185.9917.7%1.6%
40Δ189.0112.9%1.3%186.7216.8%1.3%
45Δ188.5013.0%1.1%187.3816.4%1.1%
50Δ187.9913.0%1.0%187.9916.5%0.9%
55Δ187.4913.1%0.8%188.5916.3%0.8%
60Δ186.9813.2%0.7%189.2016.2%0.6%
65Δ186.4613.2%0.6%189.8216.0%0.5%
70Δ185.9213.3%0.5%190.5216.2%0.4%
75Δ185.2913.4%0.4%191.2416.2%0.3%
80Δ184.5513.8%0.3%191.9015.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
183.06
IV
20.1%
B/E move
2.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
184.29
IV
18.6%
B/E move
2.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
185.14
IV
18.2%
B/E move
1.9%

35Δ

Calls
Pseudo strike
189.51
IV
12.9%
B/E move
1.4%
Puts
Pseudo strike
185.99
IV
17.7%
B/E move
1.6%

40Δ

Calls
Pseudo strike
189.01
IV
12.9%
B/E move
1.3%
Puts
Pseudo strike
186.72
IV
16.8%
B/E move
1.3%

45Δ

Calls
Pseudo strike
188.50
IV
13.0%
B/E move
1.1%
Puts
Pseudo strike
187.38
IV
16.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
187.99
IV
13.0%
B/E move
1.0%
Puts
Pseudo strike
187.99
IV
16.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
187.49
IV
13.1%
B/E move
0.8%
Puts
Pseudo strike
188.59
IV
16.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
186.98
IV
13.2%
B/E move
0.7%
Puts
Pseudo strike
189.20
IV
16.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
186.46
IV
13.2%
B/E move
0.6%
Puts
Pseudo strike
189.82
IV
16.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
185.92
IV
13.3%
B/E move
0.5%
Puts
Pseudo strike
190.52
IV
16.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
185.29
IV
13.4%
B/E move
0.4%
Puts
Pseudo strike
191.24
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
184.55
IV
13.8%
B/E move
0.3%
Puts
Pseudo strike
191.90
IV
15.6%
B/E move
0.2%

Options history

IV · four-Friday blend16.08%
Daily close
IWL12.3%14.3%16.4%2026-08-18: 13.99%2026-08-19: 13.97%2026-08-20: 14.04%2026-08-21: 14.05%2026-08-24: 14.19%2026-08-25: 14.11%2026-08-26: 14.00%2026-08-27: 13.60%2026-08-28: 13.53%2026-08-31: 13.41%2026-09-01: 14.05%2026-09-02: 13.71%2026-09-03: 13.11%2026-09-04: 13.01%2026-09-08: 13.77%2026-09-09: 14.09%2026-09-10: 14.95%2026-09-11: 13.68%2026-09-18: 13.45%2026-09-22: 13.30%2026-09-23: 13.59%2026-09-24: 13.70%2026-09-25: 12.99%2026-09-28: 13.76%2026-09-29: 13.99%2026-09-30: 14.08%2026-10-01: 14.18%2026-10-02: 13.72%2026-10-05: 13.52%2026-10-06: 13.30%2026-10-07: 13.03%2026-10-08: 13.27%2026-10-09: 12.55%2026-10-12: 12.84%2026-10-13: 13.07%2026-10-14: 14.34%2026-10-15: 14.16%2026-10-16: 14.78%2026-10-19: 14.44%2026-10-20: 14.37%2026-10-21: 14.36%2026-10-22: 15.10%2026-10-23: 15.47%2026-10-26: 15.01%2026-10-27: 14.80%2026-10-28: 14.52%2026-10-29: 14.23%2026-10-30: 16.08%Aug 18Sep 28Oct 30
48 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
13.99%
13.97%
14.04%
14.05%
14.19%
14.11%
14.00%
13.60%
13.53%
13.41%
14.05%
13.71%
13.11%
13.01%
13.77%
14.09%
14.95%
13.68%
13.45%
13.30%
13.59%
13.70%
12.99%
13.76%
13.99%
14.08%
14.18%
13.72%
13.52%
13.30%
13.03%
13.27%
12.55%
12.84%
13.07%
14.34%
14.16%
14.78%
14.44%
14.37%
14.36%
15.10%
15.47%
15.01%
14.80%
14.52%
14.23%
16.08%