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iShares Russell 2000 ETF IWM

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Market dataready · fetched 2026-10-15T20:03:20.139Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:10.38670106Z

FundamentalsAlpha Vantage · ready

Share price$275.07
1D+1.3%
AH$271$272$273$274$2755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWM
Sold putSold callAH

iShares Russell 2000 ETF options

Live interpolated IWM call and put midpoint premiums by absolute delta.iShares Russell 2000 ETF$0.25$1.00$1.75$2.50$3.25$270.11$272.51$274.91$277.30$279.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $275.07OPTION PRICELive IWM spot · $275.07IWM PRICE$0.34$0.44$0.56$0.68$0.82$0.98$1.14$1.35$1.58$1.81$2.16$2.50$3.03$0.33$0.43$0.54$0.65$0.80$0.94$1.09$1.29$1.48$1.71$2.00$2.28$2.68
PutsExpensive1.49×
CallsCheap0.79×
SkewBullish-1.33 pp
Implied moveBullish±$2.23
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ277.6820.8%1.1%272.6320.3%1.0%
25Δ277.1320.5%0.9%273.1819.8%0.8%
30Δ276.6820.3%0.8%273.6219.5%0.7%
35Δ276.2520.1%0.7%274.0519.1%0.6%
40Δ275.8520.0%0.6%274.4119.0%0.5%
45Δ275.4819.9%0.5%274.7618.9%0.5%
50Δ275.1219.9%0.4%275.1118.8%0.4%
55Δ274.7420.0%0.4%275.4618.8%0.3%
60Δ274.3620.2%0.3%275.8018.8%0.3%
65Δ273.9820.4%0.3%276.1718.8%0.2%
70Δ273.5220.8%0.2%276.5718.9%0.2%
75Δ273.0521.2%0.2%276.9719.0%0.1%
80Δ272.4322.0%0.1%277.4719.1%0.1%

20Δ

Calls
Pseudo strike
277.68
IV
20.8%
B/E move
1.1%
Puts
Pseudo strike
272.63
IV
20.3%
B/E move
1.0%

25Δ

Calls
Pseudo strike
277.13
IV
20.5%
B/E move
0.9%
Puts
Pseudo strike
273.18
IV
19.8%
B/E move
0.8%

30Δ

Calls
Pseudo strike
276.68
IV
20.3%
B/E move
0.8%
Puts
Pseudo strike
273.62
IV
19.5%
B/E move
0.7%

35Δ

Calls
Pseudo strike
276.25
IV
20.1%
B/E move
0.7%
Puts
Pseudo strike
274.05
IV
19.1%
B/E move
0.6%

40Δ

Calls
Pseudo strike
275.85
IV
20.0%
B/E move
0.6%
Puts
Pseudo strike
274.41
IV
19.0%
B/E move
0.5%

45Δ

Calls
Pseudo strike
275.48
IV
19.9%
B/E move
0.5%
Puts
Pseudo strike
274.76
IV
18.9%
B/E move
0.5%

50Δ

Calls
Pseudo strike
275.12
IV
19.9%
B/E move
0.4%
Puts
Pseudo strike
275.11
IV
18.8%
B/E move
0.4%

55Δ

Calls
Pseudo strike
274.74
IV
20.0%
B/E move
0.4%
Puts
Pseudo strike
275.46
IV
18.8%
B/E move
0.3%

60Δ

Calls
Pseudo strike
274.36
IV
20.2%
B/E move
0.3%
Puts
Pseudo strike
275.80
IV
18.8%
B/E move
0.3%

65Δ

Calls
Pseudo strike
273.98
IV
20.4%
B/E move
0.3%
Puts
Pseudo strike
276.17
IV
18.8%
B/E move
0.2%

70Δ

Calls
Pseudo strike
273.52
IV
20.8%
B/E move
0.2%
Puts
Pseudo strike
276.57
IV
18.9%
B/E move
0.2%

75Δ

Calls
Pseudo strike
273.05
IV
21.2%
B/E move
0.2%
Puts
Pseudo strike
276.97
IV
19.0%
B/E move
0.1%

80Δ

Calls
Pseudo strike
272.43
IV
22.0%
B/E move
0.1%
Puts
Pseudo strike
277.47
IV
19.1%
B/E move
0.1%