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iShares Russell Top 200 ETF IWL

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Market datapartial · fetched 2026-10-22T10:08:55.259Z

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 · 2026-10-22T09:23:20.709850471Z

FundamentalsAlpha Vantage · unavailable

Share price$190.00
1D
Price history unavailable.

iShares Russell Top 200 ETF options

Live interpolated IWL call and put midpoint premiums by absolute delta.iShares Russell Top 200 ETF$0.56$3.27$5.97$8.68$11.38$180.03$185.74$191.45$197.17$202.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWL spot · $190.00IWL PRICE$0.85$1.18$1.60$2.06$2.75$3.31$4.04$5.08$6.33$8.00$10.60$0.91$1.10$1.30$1.52$1.79$1.87$1.92$2.01$2.19$2.43$2.97$3.24$3.39
PutsCheap0.68×
CallsExpensive1.60×
SkewBullish-10.00 pp
Implied moveBullish±$5.96
TiltBullish26.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ197.4114.4%4.3%184.1514.9%3.6%
25Δ196.3115.1%3.9%185.8913.5%2.7%
30Δ195.3416.0%3.7%187.1912.6%2.2%
35Δ194.3016.7%3.3%188.2711.8%1.7%
40Δ193.3418.4%3.2%189.1211.5%1.4%
45Δ192.1418.8%2.9%189.9910.1%1.0%
50Δ190.8819.5%2.6%190.608.9%0.7%
55Δ189.4921.2%2.4%191.168.0%0.4%
60Δ187.8922.9%2.2%191.637.5%0.3%
65Δ185.9025.3%2.0%192.147.2%0.2%
70Δ183.1029.4%2.0%192.807.6%0.1%
75Δ193.237.2%0.0%
80Δ193.576.5%0.1%

20Δ

Calls
Pseudo strike
197.41
IV
14.4%
B/E move
4.3%
Puts
Pseudo strike
184.15
IV
14.9%
B/E move
3.6%

25Δ

Calls
Pseudo strike
196.31
IV
15.1%
B/E move
3.9%
Puts
Pseudo strike
185.89
IV
13.5%
B/E move
2.7%

30Δ

Calls
Pseudo strike
195.34
IV
16.0%
B/E move
3.7%
Puts
Pseudo strike
187.19
IV
12.6%
B/E move
2.2%

35Δ

Calls
Pseudo strike
194.30
IV
16.7%
B/E move
3.3%
Puts
Pseudo strike
188.27
IV
11.8%
B/E move
1.7%

40Δ

Calls
Pseudo strike
193.34
IV
18.4%
B/E move
3.2%
Puts
Pseudo strike
189.12
IV
11.5%
B/E move
1.4%

45Δ

Calls
Pseudo strike
192.14
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
189.99
IV
10.1%
B/E move
1.0%

50Δ

Calls
Pseudo strike
190.88
IV
19.5%
B/E move
2.6%
Puts
Pseudo strike
190.60
IV
8.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
189.49
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
191.16
IV
8.0%
B/E move
0.4%

60Δ

Calls
Pseudo strike
187.89
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
191.63
IV
7.5%
B/E move
0.3%

65Δ

Calls
Pseudo strike
185.90
IV
25.3%
B/E move
2.0%
Puts
Pseudo strike
192.14
IV
7.2%
B/E move
0.2%

70Δ

Calls
Pseudo strike
183.10
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
192.80
IV
7.6%
B/E move
0.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
193.23
IV
7.2%
B/E move
0.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
193.57
IV
6.5%
B/E move
0.1%

Options history

No recorded observations