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iShares IWM Premium Income+ ETF IWMW

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Market datapartial · fetched 2026-10-22T15:52:32.089Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-22T15:32:59.538204476Z

FundamentalsAlpha Vantage · unavailable

Share price$36.98
1D-0.0%
$36.85$36.89$36.93$36.97$37.015:30 AM6:30 AM9:00 AM1:00 PMIWMW
Sold putSold call

iShares IWM Premium Income+ ETF options

Live interpolated IWMW call and put midpoint premiums by absolute delta.iShares IWM Premium Income+ ETF$1.22$3.37$5.53$7.69$9.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIWMW PRICE$1.45$1.56$1.66$2.72$4.05$5.38$6.71$9.22
PutsExpensive2.89×
CallsCheap0.45×
SkewBearish+38.65 pp
Implied move——
TiltBearish71.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ35.5336.5%11.3%
40Δ37.1441.0%10.5%
45Δ38.7445.5%9.8%
50Δ40.3550.0%9.0%
55Δ43.0257.9%8.6%
60Δ
65Δ
70Δ35.968.2%1.2%
75Δ35.777.5%0.9%
80Δ35.586.8%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.53
IV
36.5%
B/E move
11.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.14
IV
41.0%
B/E move
10.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.74
IV
45.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.35
IV
50.0%
B/E move
9.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.02
IV
57.9%
B/E move
8.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.96
IV
8.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.77
IV
7.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.58
IV
6.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations