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iShares Russell 2000 Value ETF IWN

i

Market dataready · fetched 2026-11-12T15:13:26.508Z

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 · 2026-11-12T15:12:34.398696795Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:13:25.957757+00:00

Share price$214.00
1D-0.4%
$213.70$214.04$214.38$214.71$215.055:30 AM6:30 AM9:00 AM1:00 PMIWN
Sold putSold call

iShares Russell 2000 Value ETF options

Live interpolated IWN call and put midpoint premiums by absolute delta.iShares Russell 2000 Value ETF$0.56$2.54$4.52$6.50$8.49$205.59$209.91$214.22$218.53$222.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IWN spot · $214.00IWN PRICE$0.77$1.04$1.33$1.61$1.90$2.19$2.76$3.39$4.01$4.63$5.25$6.40$7.91$0.79$0.97$1.26$1.55$1.85$2.14$2.43$2.72
Puts——
CallsFair1.00×
Skew——
Implied moveBullish±$5.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ220.4422.3%3.4%208.0422.4%3.2%
25Δ219.1621.6%2.9%209.9820.3%2.3%
30Δ218.1521.4%2.6%210.8219.9%2.1%
35Δ217.1421.1%2.2%211.6619.6%1.8%
40Δ216.1420.9%1.9%212.4919.2%1.6%
45Δ215.1320.7%1.6%213.3218.8%1.3%
50Δ214.1821.1%1.4%214.1518.5%1.1%
55Δ213.2321.7%1.2%214.9918.1%0.8%
60Δ212.2822.2%1.1%
65Δ211.3322.8%0.9%
70Δ210.3823.3%0.8%
75Δ208.9524.4%0.6%
80Δ207.1925.9%0.5%

20Δ

Calls
Pseudo strike
220.44
IV
22.3%
B/E move
3.4%
Puts
Pseudo strike
208.04
IV
22.4%
B/E move
3.2%

25Δ

Calls
Pseudo strike
219.16
IV
21.6%
B/E move
2.9%
Puts
Pseudo strike
209.98
IV
20.3%
B/E move
2.3%

30Δ

Calls
Pseudo strike
218.15
IV
21.4%
B/E move
2.6%
Puts
Pseudo strike
210.82
IV
19.9%
B/E move
2.1%

35Δ

Calls
Pseudo strike
217.14
IV
21.1%
B/E move
2.2%
Puts
Pseudo strike
211.66
IV
19.6%
B/E move
1.8%

40Δ

Calls
Pseudo strike
216.14
IV
20.9%
B/E move
1.9%
Puts
Pseudo strike
212.49
IV
19.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
215.13
IV
20.7%
B/E move
1.6%
Puts
Pseudo strike
213.32
IV
18.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
214.18
IV
21.1%
B/E move
1.4%
Puts
Pseudo strike
214.15
IV
18.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
213.23
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
214.99
IV
18.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
212.28
IV
22.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
211.33
IV
22.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
210.38
IV
23.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
208.95
IV
24.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
207.19
IV
25.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.86%
Daily close
IWN15.3%18.7%22.0%2026-08-14: 16.69%2026-08-17: 18.00%2026-08-18: 17.65%2026-08-21: 17.51%2026-08-24: 17.86%2026-08-25: 17.28%2026-08-26: 17.53%2026-08-27: 17.44%2026-08-28: 17.00%2026-08-31: 17.19%2026-09-01: 18.05%2026-09-02: 17.17%2026-09-03: 16.59%2026-09-04: 15.80%2026-09-08: 17.44%2026-09-09: 17.58%2026-09-10: 18.32%2026-09-11: 17.69%2026-09-14: 19.81%2026-09-15: 20.56%2026-09-16: 21.22%2026-09-18: 18.42%2026-09-21: 18.38%2026-09-22: 17.65%2026-09-23: 17.96%2026-09-24: 18.16%2026-09-25: 17.89%2026-09-28: 19.14%2026-09-29: 18.83%2026-09-30: 18.43%2026-10-01: 19.60%2026-10-02: 18.54%2026-10-05: 17.89%2026-10-06: 18.03%2026-10-07: 18.54%2026-10-08: 18.60%2026-10-09: 18.79%2026-10-12: 18.74%2026-10-13: 19.65%2026-10-15: 21.52%2026-10-16: 18.36%2026-10-19: 17.76%2026-10-20: 17.45%2026-10-21: 17.56%2026-10-22: 17.94%2026-10-23: 17.59%2026-10-26: 17.70%2026-10-27: 17.33%2026-10-28: 16.91%2026-10-29: 16.67%2026-10-30: 17.86%Aug 14Sep 24Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
16.69%
18.00%
17.65%
17.51%
17.86%
17.28%
17.53%
17.44%
17.00%
17.19%
18.05%
17.17%
16.59%
15.80%
17.44%
17.58%
18.32%
17.69%
19.81%
20.56%
21.22%
18.42%
18.38%
17.65%
17.96%
18.16%
17.89%
19.14%
18.83%
18.43%
19.60%
18.54%
17.89%
18.03%
18.54%
18.60%
18.79%
18.74%
19.65%
21.52%
18.36%
17.76%
17.45%
17.56%
17.94%
17.59%
17.70%
17.33%
16.91%
16.67%
17.86%