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iShares IWM Premium Income+ ETF IWMW

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Market datapartial · fetched 2026-10-22T23:36:54.655Z

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 · 2026-10-22T22:30:03.791937797Z

FundamentalsAlpha Vantage · unavailable

Share price$37.00
1D+0.0%
AH$36.85$36.91$36.97$37.03$37.095:30 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$0.14$1.41$2.69$3.96$5.23$32.85$34.51$36.16$37.81$39.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWMW spot · $37.00IWMW PRICE$0.47$0.47$0.28$0.37$0.47$0.56$0.65$0.74$0.79$0.85$0.91$0.97$1.03$0.54$0.59$0.66$0.75$0.87$0.99$1.20$1.45$1.71$2.39$3.33$4.86
PutsExpensive2.12×
CallsExpensive1.26×
SkewBearish+16.16 pp
Implied moveBearish±$1.85
TiltBearish38.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.4843.4%13.4%33.6944.2%10.4%
25Δ39.8132.9%8.9%34.8236.3%7.5%
30Δ37.9414.0%3.3%35.5132.2%5.8%
35Δ37.7414.4%3.0%36.0829.2%4.5%
40Δ37.5514.8%2.7%36.4828.0%3.8%
45Δ37.3515.2%2.5%36.8726.7%3.0%
50Δ37.1615.5%2.2%37.2626.9%2.5%
55Δ36.9715.7%1.9%37.6327.8%2.2%
60Δ36.8414.6%1.7%38.0228.8%1.9%
65Δ36.7013.6%1.5%38.7233.9%1.8%
70Δ36.5612.6%1.3%39.7040.6%1.7%
75Δ36.4311.5%1.1%41.2650.3%1.6%
80Δ36.2910.5%0.9%

20Δ

Calls
Pseudo strike
41.48
IV
43.4%
B/E move
13.4%
Puts
Pseudo strike
33.69
IV
44.2%
B/E move
10.4%

25Δ

Calls
Pseudo strike
39.81
IV
32.9%
B/E move
8.9%
Puts
Pseudo strike
34.82
IV
36.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
37.94
IV
14.0%
B/E move
3.3%
Puts
Pseudo strike
35.51
IV
32.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
37.74
IV
14.4%
B/E move
3.0%
Puts
Pseudo strike
36.08
IV
29.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
37.55
IV
14.8%
B/E move
2.7%
Puts
Pseudo strike
36.48
IV
28.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
37.35
IV
15.2%
B/E move
2.5%
Puts
Pseudo strike
36.87
IV
26.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
37.16
IV
15.5%
B/E move
2.2%
Puts
Pseudo strike
37.26
IV
26.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
36.97
IV
15.7%
B/E move
1.9%
Puts
Pseudo strike
37.63
IV
27.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
36.84
IV
14.6%
B/E move
1.7%
Puts
Pseudo strike
38.02
IV
28.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
36.70
IV
13.6%
B/E move
1.5%
Puts
Pseudo strike
38.72
IV
33.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
36.56
IV
12.6%
B/E move
1.3%
Puts
Pseudo strike
39.70
IV
40.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
36.43
IV
11.5%
B/E move
1.1%
Puts
Pseudo strike
41.26
IV
50.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
36.29
IV
10.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations