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iShares IWM Premium Income+ ETF IWMW

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Market datapartial · fetched 2026-10-23T17:39:27.189Z

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 · 2026-10-23T16:58:05.893550254Z

FundamentalsAlpha Vantage · unavailable

Share price$36.98
1D+0.5%
$36.78$36.84$36.91$36.97$37.035:30 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$0.29$1.57$2.85$4.13$5.41$32.85$34.52$36.19$37.86$39.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWMW spot · $36.98IWMW PRICE$0.42$0.42$0.45$0.48$0.53$0.58$0.64$0.69$0.76$0.82$0.88$0.94$1.00$0.50$0.57$0.64$0.73$0.85$0.97$1.18$1.47$1.76$2.40$3.40$5.04
PutsExpensive2.09×
CallsExpensive1.32×
SkewBearish+15.28 pp
Implied moveBearish±$1.82
TiltBearish38.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.9239.2%11.8%33.9141.2%9.6%
25Δ39.4129.5%7.7%34.8835.3%7.2%
30Δ38.5724.1%5.5%35.5331.6%5.6%
35Δ37.9920.4%4.0%36.0828.8%4.4%
40Δ37.7219.0%3.5%36.4627.7%3.7%
45Δ37.4517.6%2.9%36.8326.6%3.0%
50Δ37.1916.2%2.3%37.2227.0%2.5%
55Δ36.9614.9%1.8%37.6128.5%2.2%
60Δ36.8214.0%1.6%38.0130.1%2.0%
65Δ36.6813.1%1.4%38.7034.7%1.8%
70Δ36.5512.2%1.2%39.7242.1%1.8%
75Δ36.4111.2%1.0%41.3952.8%1.7%
80Δ36.2710.3%0.8%

20Δ

Calls
Pseudo strike
40.92
IV
39.2%
B/E move
11.8%
Puts
Pseudo strike
33.91
IV
41.2%
B/E move
9.6%

25Δ

Calls
Pseudo strike
39.41
IV
29.5%
B/E move
7.7%
Puts
Pseudo strike
34.88
IV
35.3%
B/E move
7.2%

30Δ

Calls
Pseudo strike
38.57
IV
24.1%
B/E move
5.5%
Puts
Pseudo strike
35.53
IV
31.6%
B/E move
5.6%

35Δ

Calls
Pseudo strike
37.99
IV
20.4%
B/E move
4.0%
Puts
Pseudo strike
36.08
IV
28.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
37.72
IV
19.0%
B/E move
3.5%
Puts
Pseudo strike
36.46
IV
27.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
37.45
IV
17.6%
B/E move
2.9%
Puts
Pseudo strike
36.83
IV
26.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
37.19
IV
16.2%
B/E move
2.3%
Puts
Pseudo strike
37.22
IV
27.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
36.96
IV
14.9%
B/E move
1.8%
Puts
Pseudo strike
37.61
IV
28.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
36.82
IV
14.0%
B/E move
1.6%
Puts
Pseudo strike
38.01
IV
30.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
36.68
IV
13.1%
B/E move
1.4%
Puts
Pseudo strike
38.70
IV
34.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
36.55
IV
12.2%
B/E move
1.2%
Puts
Pseudo strike
39.72
IV
42.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
36.41
IV
11.2%
B/E move
1.0%
Puts
Pseudo strike
41.39
IV
52.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
36.27
IV
10.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations