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iShares Russell Top 200 ETF IWL

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Market datapartial · fetched 2026-10-22T20:54:05.995Z

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 · 2026-10-22T20:10:00.004006287Z

FundamentalsAlpha Vantage · unavailable

Share price$189.49
1D-0.1%
AH$188.93$189.35$189.77$190.19$190.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWL
Sold putSold callAH

iShares Russell Top 200 ETF options

Live interpolated IWL call and put midpoint premiums by absolute delta.iShares Russell Top 200 ETF$0.52$2.60$4.68$6.77$8.85$179.42$184.40$189.38$194.36$199.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWL spot · $189.49IWL PRICE$0.74$1.00$1.30$1.68$2.07$2.55$3.05$3.70$4.48$5.35$6.39$7.64$1.51$1.74$1.97$2.61$2.55$3.43$3.92$4.13$4.30$5.90$6.51$8.25
PutsExpensive1.06×
CallsExpensive1.17×
SkewBearish+0.39 pp
Implied moveBearish±$6.48
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ196.0812.6%3.9%
25Δ194.8912.8%3.4%183.7518.5%3.8%
30Δ193.8913.0%3.0%185.6616.6%2.9%
35Δ193.0513.6%2.8%187.1515.2%2.3%
40Δ192.1213.9%2.5%188.0316.7%2.1%
45Δ191.2014.4%2.2%189.3613.6%1.4%
50Δ190.2414.7%2.0%190.2615.6%1.4%
55Δ189.2215.3%1.8%191.2715.4%1.1%
60Δ188.1016.1%1.6%192.1214.0%0.8%
65Δ186.8716.7%1.4%192.8112.7%0.5%
70Δ185.4817.3%1.3%194.5014.9%0.5%
75Δ183.8918.1%1.1%195.4714.3%0.3%
80Δ197.4415.6%0.2%

20Δ

Calls
Pseudo strike
196.08
IV
12.6%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
194.89
IV
12.8%
B/E move
3.4%
Puts
Pseudo strike
183.75
IV
18.5%
B/E move
3.8%

30Δ

Calls
Pseudo strike
193.89
IV
13.0%
B/E move
3.0%
Puts
Pseudo strike
185.66
IV
16.6%
B/E move
2.9%

35Δ

Calls
Pseudo strike
193.05
IV
13.6%
B/E move
2.8%
Puts
Pseudo strike
187.15
IV
15.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
192.12
IV
13.9%
B/E move
2.5%
Puts
Pseudo strike
188.03
IV
16.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
191.20
IV
14.4%
B/E move
2.2%
Puts
Pseudo strike
189.36
IV
13.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
190.24
IV
14.7%
B/E move
2.0%
Puts
Pseudo strike
190.26
IV
15.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
189.22
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
191.27
IV
15.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
188.10
IV
16.1%
B/E move
1.6%
Puts
Pseudo strike
192.12
IV
14.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
186.87
IV
16.7%
B/E move
1.4%
Puts
Pseudo strike
192.81
IV
12.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
185.48
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
194.50
IV
14.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
183.89
IV
18.1%
B/E move
1.1%
Puts
Pseudo strike
195.47
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
197.44
IV
15.6%
B/E move
0.2%

Options history

No recorded observations