IntraAlpha
Create free account Start free

iShares Russell 2000 Value ETF IWN

i

Market datapartial · fetched 2026-10-23T04:09:32.873Z

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$4.10$7.45$10.80$14.15$200.28$206.46$212.64$218.81$224.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWN spot · $213.30IWN PRICE$1.11$1.37$1.75$2.18$2.61$3.04$3.60$4.21$4.82$5.42$6.28$7.55$8.81$1.21$1.63$2.04$2.49$3.09$3.68$4.28$4.96$5.80$6.63$7.46$9.88$13.19
PutsExpensive1.34×
CallsExpensive1.13×
SkewBearish+2.22 pp
Implied moveBearish±$7.88
TiltBearish11.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ223.2717.3%5.2%205.5317.5%4.2%
25Δ220.7716.0%4.1%207.1217.5%3.7%
30Δ219.1215.5%3.5%208.7217.4%3.1%
35Δ217.8515.5%3.2%210.2617.3%2.6%
40Δ216.5915.5%2.8%211.5717.3%2.3%
45Δ215.3215.5%2.4%212.8717.3%1.9%
50Δ214.1515.4%2.1%214.1817.4%1.6%
55Δ213.0015.3%1.8%215.5017.3%1.3%
60Δ211.8515.1%1.6%216.8517.2%1.1%
65Δ210.7115.0%1.3%218.1917.0%0.8%
70Δ209.3915.1%1.1%219.5416.9%0.6%
75Δ207.7915.4%1.0%222.2419.0%0.4%
80Δ206.1915.8%0.8%225.7522.1%0.3%

20Δ

Calls
Pseudo strike
223.27
IV
17.3%
B/E move
5.2%
Puts
Pseudo strike
205.53
IV
17.5%
B/E move
4.2%

25Δ

Calls
Pseudo strike
220.77
IV
16.0%
B/E move
4.1%
Puts
Pseudo strike
207.12
IV
17.5%
B/E move
3.7%

30Δ

Calls
Pseudo strike
219.12
IV
15.5%
B/E move
3.5%
Puts
Pseudo strike
208.72
IV
17.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
217.85
IV
15.5%
B/E move
3.2%
Puts
Pseudo strike
210.26
IV
17.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
216.59
IV
15.5%
B/E move
2.8%
Puts
Pseudo strike
211.57
IV
17.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
215.32
IV
15.5%
B/E move
2.4%
Puts
Pseudo strike
212.87
IV
17.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
214.15
IV
15.4%
B/E move
2.1%
Puts
Pseudo strike
214.18
IV
17.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
213.00
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
215.50
IV
17.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
211.85
IV
15.1%
B/E move
1.6%
Puts
Pseudo strike
216.85
IV
17.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
210.71
IV
15.0%
B/E move
1.3%
Puts
Pseudo strike
218.19
IV
17.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
209.39
IV
15.1%
B/E move
1.1%
Puts
Pseudo strike
219.54
IV
16.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
207.79
IV
15.4%
B/E move
1.0%
Puts
Pseudo strike
222.24
IV
19.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
206.19
IV
15.8%
B/E move
0.8%
Puts
Pseudo strike
225.75
IV
22.1%
B/E move
0.3%

Options history

No recorded observations