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iShares Russell 2000 ETF IWM

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Market dataready · fetched 2026-10-15T20:33:53.767Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:33:49.392289665Z

FundamentalsAlpha Vantage · ready

Share price$275.17
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$0.23$1.03$1.83$2.62$3.42$270.10$272.53$274.96$277.38$279.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $275.17OPTION PRICELive IWM spot · $275.17IWM PRICE$0.32$0.41$0.53$0.64$0.77$0.92$1.07$1.24$1.45$1.66$1.91$2.20$2.50$0.34$0.45$0.58$0.70$0.85$1.00$1.19$1.41$1.63$1.95$2.27$2.71$3.19
PutsExpensive1.62×
CallsCheap0.72×
SkewBearish+2.31 pp
Implied moveBearish±$2.26
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ277.6719.9%1.0%272.6521.0%1.0%
25Δ277.1219.4%0.9%273.1920.7%0.9%
30Δ276.6819.1%0.7%273.6420.6%0.8%
35Δ276.2818.9%0.6%274.0720.5%0.7%
40Δ275.9018.7%0.5%274.4620.4%0.6%
45Δ275.5618.6%0.5%274.8420.3%0.5%
50Δ275.2218.6%0.4%275.2220.4%0.4%
55Δ274.8718.5%0.3%275.6020.6%0.4%
60Δ274.5318.5%0.3%275.9820.9%0.3%
65Δ274.1818.5%0.2%276.4321.3%0.3%
70Δ273.8118.4%0.2%276.8821.8%0.2%
75Δ273.4018.4%0.2%277.4322.3%0.2%
80Δ273.0018.3%0.1%278.0223.0%0.1%

20Δ

Calls
Pseudo strike
277.67
IV
19.9%
B/E move
1.0%
Puts
Pseudo strike
272.65
IV
21.0%
B/E move
1.0%

25Δ

Calls
Pseudo strike
277.12
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
273.19
IV
20.7%
B/E move
0.9%

30Δ

Calls
Pseudo strike
276.68
IV
19.1%
B/E move
0.7%
Puts
Pseudo strike
273.64
IV
20.6%
B/E move
0.8%

35Δ

Calls
Pseudo strike
276.28
IV
18.9%
B/E move
0.6%
Puts
Pseudo strike
274.07
IV
20.5%
B/E move
0.7%

40Δ

Calls
Pseudo strike
275.90
IV
18.7%
B/E move
0.5%
Puts
Pseudo strike
274.46
IV
20.4%
B/E move
0.6%

45Δ

Calls
Pseudo strike
275.56
IV
18.6%
B/E move
0.5%
Puts
Pseudo strike
274.84
IV
20.3%
B/E move
0.5%

50Δ

Calls
Pseudo strike
275.22
IV
18.6%
B/E move
0.4%
Puts
Pseudo strike
275.22
IV
20.4%
B/E move
0.4%

55Δ

Calls
Pseudo strike
274.87
IV
18.5%
B/E move
0.3%
Puts
Pseudo strike
275.60
IV
20.6%
B/E move
0.4%

60Δ

Calls
Pseudo strike
274.53
IV
18.5%
B/E move
0.3%
Puts
Pseudo strike
275.98
IV
20.9%
B/E move
0.3%

65Δ

Calls
Pseudo strike
274.18
IV
18.5%
B/E move
0.2%
Puts
Pseudo strike
276.43
IV
21.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
273.81
IV
18.4%
B/E move
0.2%
Puts
Pseudo strike
276.88
IV
21.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
273.40
IV
18.4%
B/E move
0.2%
Puts
Pseudo strike
277.43
IV
22.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
273.00
IV
18.3%
B/E move
0.1%
Puts
Pseudo strike
278.02
IV
23.0%
B/E move
0.1%