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iShares Russell 2000 Value ETF IWN

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Market datapartial · fetched 2026-10-23T03:14:59.115Z

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 · 2026-10-23T00:00:00.039512328Z

FundamentalsAlpha Vantage · unavailable

Share price$213.30
1D+1.1%
AH$210.89$211.56$212.23$212.89$213.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWN
Sold putSold callAH

iShares Russell 2000 Value ETF options

Live interpolated IWN call and put midpoint premiums by absolute delta.iShares Russell 2000 Value ETF$0.74$4.13$7.52$10.91$14.29$200.43$206.52$212.60$218.68$224.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWN spot · $213.30IWN PRICE$1.11$1.37$1.74$2.17$2.60$3.03$3.59$4.20$4.80$5.41$6.24$7.50$8.76$1.21$1.63$2.05$2.50$3.10$3.69$4.29$4.98$5.82$6.66$7.49$10.00$13.32
PutsExpensive1.32×
CallsExpensive1.10×
SkewBearish+2.35 pp
Implied moveBearish±$7.88
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ223.2817.0%5.2%205.5317.5%4.2%
25Δ220.7815.7%4.2%207.1317.3%3.7%
30Δ219.1315.2%3.6%208.7317.2%3.1%
35Δ217.8715.2%3.2%210.2717.0%2.6%
40Δ216.6115.2%2.8%211.5817.1%2.3%
45Δ215.3415.2%2.4%212.9017.1%1.9%
50Δ214.1715.1%2.1%214.2117.1%1.6%
55Δ213.0314.9%1.8%215.5317.1%1.3%
60Δ211.8814.8%1.6%216.8916.9%1.0%
65Δ210.7414.7%1.3%218.2416.8%0.8%
70Δ209.4514.7%1.1%219.5916.7%0.6%
75Δ207.8515.1%1.0%222.3618.9%0.4%
80Δ206.2615.4%0.8%225.9021.9%0.3%

20Δ

Calls
Pseudo strike
223.28
IV
17.0%
B/E move
5.2%
Puts
Pseudo strike
205.53
IV
17.5%
B/E move
4.2%

25Δ

Calls
Pseudo strike
220.78
IV
15.7%
B/E move
4.2%
Puts
Pseudo strike
207.13
IV
17.3%
B/E move
3.7%

30Δ

Calls
Pseudo strike
219.13
IV
15.2%
B/E move
3.6%
Puts
Pseudo strike
208.73
IV
17.2%
B/E move
3.1%

35Δ

Calls
Pseudo strike
217.87
IV
15.2%
B/E move
3.2%
Puts
Pseudo strike
210.27
IV
17.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
216.61
IV
15.2%
B/E move
2.8%
Puts
Pseudo strike
211.58
IV
17.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
215.34
IV
15.2%
B/E move
2.4%
Puts
Pseudo strike
212.90
IV
17.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
214.17
IV
15.1%
B/E move
2.1%
Puts
Pseudo strike
214.21
IV
17.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
213.03
IV
14.9%
B/E move
1.8%
Puts
Pseudo strike
215.53
IV
17.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
211.88
IV
14.8%
B/E move
1.6%
Puts
Pseudo strike
216.89
IV
16.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
210.74
IV
14.7%
B/E move
1.3%
Puts
Pseudo strike
218.24
IV
16.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
209.45
IV
14.7%
B/E move
1.1%
Puts
Pseudo strike
219.59
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
207.85
IV
15.1%
B/E move
1.0%
Puts
Pseudo strike
222.36
IV
18.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
206.26
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
225.90
IV
21.9%
B/E move
0.3%

Options history

No recorded observations