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iShares IWM Premium Income+ ETF IWMW

i

Market datapartial · fetched 2026-11-13T01:28:34.158Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:03.648475679Z

FundamentalsAlpha Vantage · unavailable

Share price$37.17
1D-0.5%
AH$37.19$37.26$37.34$37.42$37.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWMW
Sold putSold callAH

iShares IWM Premium Income+ ETF options

Live interpolated IWMW call and put midpoint premiums by absolute delta.iShares IWM Premium Income+ ETF$0.35$0.52$0.69$0.86$1.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIWMW PRICE$0.37$0.47$0.57$0.68$0.78$0.88$0.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.1252.4%11.6%
25Δ40.5251.3%10.3%
30Δ39.9350.2%9.0%
35Δ39.3349.1%7.6%
40Δ38.7448.0%6.3%
45Δ38.1546.9%5.0%
50Δ37.5545.9%3.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
41.12
IV
52.4%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
40.52
IV
51.3%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
39.93
IV
50.2%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
39.33
IV
49.1%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
38.74
IV
48.0%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
38.15
IV
46.9%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
37.55
IV
45.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

55Δ

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

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend24.60%
Daily close
IWMW21.3%30.1%39.0%2026-08-14: 23.06%2026-08-17: 25.33%2026-08-18: 26.30%2026-08-19: 29.11%2026-08-20: 31.70%2026-08-21: 24.35%2026-08-24: 24.89%2026-08-25: 24.99%2026-08-28: 24.28%2026-08-31: 25.33%2026-09-01: 25.80%2026-09-02: 23.59%2026-09-03: 23.23%2026-09-04: 23.40%2026-09-08: 24.67%2026-09-09: 24.29%2026-09-10: 26.55%2026-09-11: 25.87%2026-09-14: 28.68%2026-09-15: 30.57%2026-09-16: 31.47%2026-09-17: 35.11%2026-09-18: 24.10%2026-09-21: 23.91%2026-09-22: 23.88%2026-09-23: 24.36%2026-09-24: 24.75%2026-09-25: 26.15%2026-09-28: 25.33%2026-09-29: 25.62%2026-09-30: 26.42%2026-10-02: 22.50%2026-10-05: 23.03%2026-10-06: 23.67%2026-10-07: 24.61%2026-10-08: 24.54%2026-10-09: 24.97%2026-10-12: 27.26%2026-10-16: 23.71%2026-10-19: 23.56%2026-10-20: 22.66%2026-10-21: 23.87%2026-10-22: 29.18%2026-10-23: 37.76%2026-10-26: 23.38%2026-10-27: 23.82%2026-10-28: 23.71%2026-10-30: 24.60%Aug 14Sep 21Oct 30
48 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.06%
25.33%
26.30%
29.11%
31.70%
24.35%
24.89%
24.99%
24.28%
25.33%
25.80%
23.59%
23.23%
23.40%
24.67%
24.29%
26.55%
25.87%
28.68%
30.57%
31.47%
35.11%
24.10%
23.91%
23.88%
24.36%
24.75%
26.15%
25.33%
25.62%
26.42%
22.50%
23.03%
23.67%
24.61%
24.54%
24.97%
27.26%
23.71%
23.56%
22.66%
23.87%
29.18%
37.76%
23.38%
23.82%
23.71%
24.60%