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iShares Russell 2000 Growth ETF IWO

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Market datapartial · fetched 2026-10-23T19:41:47.009Z

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 · 2026-10-23T19:41:18.064800058Z

FundamentalsAlpha Vantage · unavailable

Share price$345.67
1D+0.7%
$342$343$344$345$3465:30 AM6:30 AM9:00 AM1:00 PMIWO
Sold putSold call

iShares Russell 2000 Growth ETF options

Live interpolated IWO call and put midpoint premiums by absolute delta.iShares Russell 2000 Growth ETF$1.45$7.21$12.97$18.74$24.50$316.66$330.44$344.22$358.00$371.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWO spot · $345.67IWO PRICE$2.07$2.82$3.61$4.42$5.46$6.52$7.97$9.44$11.13$13.02$15.36$18.13$21.48$3.16$4.12$5.09$6.07$7.12$8.24$9.46$10.75$12.62$14.59$16.72$19.33$22.84
PutsExpensive1.25×
CallsExpensive1.13×
SkewBearish+3.03 pp
Implied moveBearish±$17.42
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ363.4919.5%5.8%325.4328.5%6.8%
25Δ360.6120.1%5.1%330.1727.7%5.7%
30Δ357.7020.2%4.5%334.3326.8%4.8%
35Δ354.8220.2%3.9%338.0525.9%4.0%
40Δ352.3020.4%3.5%341.4425.0%3.3%
45Δ349.7920.7%3.1%344.5524.3%2.7%
50Δ347.2521.4%2.8%347.4123.7%2.2%
55Δ344.6922.0%2.4%350.2423.1%1.8%
60Δ341.9222.3%2.1%353.2023.3%1.5%
65Δ338.9922.8%1.8%356.2323.3%1.2%
70Δ335.7523.5%1.6%359.3723.2%0.9%
75Δ332.1024.1%1.3%362.8723.1%0.6%
80Δ327.9224.8%1.1%367.1723.5%0.4%

20Δ

Calls
Pseudo strike
363.49
IV
19.5%
B/E move
5.8%
Puts
Pseudo strike
325.43
IV
28.5%
B/E move
6.8%

25Δ

Calls
Pseudo strike
360.61
IV
20.1%
B/E move
5.1%
Puts
Pseudo strike
330.17
IV
27.7%
B/E move
5.7%

30Δ

Calls
Pseudo strike
357.70
IV
20.2%
B/E move
4.5%
Puts
Pseudo strike
334.33
IV
26.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
354.82
IV
20.2%
B/E move
3.9%
Puts
Pseudo strike
338.05
IV
25.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
352.30
IV
20.4%
B/E move
3.5%
Puts
Pseudo strike
341.44
IV
25.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
349.79
IV
20.7%
B/E move
3.1%
Puts
Pseudo strike
344.55
IV
24.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
347.25
IV
21.4%
B/E move
2.8%
Puts
Pseudo strike
347.41
IV
23.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
344.69
IV
22.0%
B/E move
2.4%
Puts
Pseudo strike
350.24
IV
23.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
341.92
IV
22.3%
B/E move
2.1%
Puts
Pseudo strike
353.20
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
338.99
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
356.23
IV
23.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
335.75
IV
23.5%
B/E move
1.6%
Puts
Pseudo strike
359.37
IV
23.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
332.10
IV
24.1%
B/E move
1.3%
Puts
Pseudo strike
362.87
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
327.92
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
367.17
IV
23.5%
B/E move
0.4%

Options history

No recorded observations