Share price$347.09
1D+0.1%
Sold putSold callAH
iShares Russell 2000 Growth ETF IWO
i
Market datapartial · fetched 2026-10-22T21:54:38.598Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.00252991Z
FundamentalsAlpha Vantage · unavailable
iShares Russell 2000 Growth ETF options
PutsExpensive1.24×
CallsExpensive1.14×
SkewBearish+1.58 pp
Implied moveBearish±$18.08
TiltBearish4.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 366.49 | 20.7% | 6.2% | 327.47 | 26.9% | 6.5% |
| 25Δ | 362.96 | 20.8% | 5.4% | 331.96 | 26.4% | 5.5% |
| 30Δ | 359.74 | 20.9% | 4.7% | 336.22 | 25.2% | 4.5% |
| 35Δ | 356.86 | 20.9% | 4.2% | 339.71 | 24.9% | 3.8% |
| 40Δ | 354.09 | 21.2% | 3.7% | 342.95 | 24.0% | 3.2% |
| 45Δ | 351.52 | 22.0% | 3.3% | 346.05 | 23.4% | 2.6% |
| 50Δ | 348.87 | 22.4% | 3.0% | 348.95 | 23.5% | 2.2% |
| 55Δ | 346.10 | 22.5% | 2.6% | 351.80 | 23.3% | 1.8% |
| 60Δ | 343.23 | 22.7% | 2.2% | 354.64 | 22.9% | 1.5% |
| 65Δ | 340.28 | 23.0% | 1.9% | 357.48 | 22.4% | 1.1% |
| 70Δ | 336.88 | 23.6% | 1.6% | 360.44 | 22.0% | 0.8% |
| 75Δ | 333.21 | 24.2% | 1.4% | 364.43 | 22.8% | 0.6% |
| 80Δ | 329.19 | 24.6% | 1.1% | 367.94 | 22.3% | 0.4% |
20Δ
- Pseudo strike
- 366.49
- IV
- 20.7%
- B/E move
- 6.2%
- Pseudo strike
- 327.47
- IV
- 26.9%
- B/E move
- 6.5%
25Δ
- Pseudo strike
- 362.96
- IV
- 20.8%
- B/E move
- 5.4%
- Pseudo strike
- 331.96
- IV
- 26.4%
- B/E move
- 5.5%
30Δ
- Pseudo strike
- 359.74
- IV
- 20.9%
- B/E move
- 4.7%
- Pseudo strike
- 336.22
- IV
- 25.2%
- B/E move
- 4.5%
35Δ
- Pseudo strike
- 356.86
- IV
- 20.9%
- B/E move
- 4.2%
- Pseudo strike
- 339.71
- IV
- 24.9%
- B/E move
- 3.8%
40Δ
- Pseudo strike
- 354.09
- IV
- 21.2%
- B/E move
- 3.7%
- Pseudo strike
- 342.95
- IV
- 24.0%
- B/E move
- 3.2%
45Δ
- Pseudo strike
- 351.52
- IV
- 22.0%
- B/E move
- 3.3%
- Pseudo strike
- 346.05
- IV
- 23.4%
- B/E move
- 2.6%
50Δ
- Pseudo strike
- 348.87
- IV
- 22.4%
- B/E move
- 3.0%
- Pseudo strike
- 348.95
- IV
- 23.5%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 346.10
- IV
- 22.5%
- B/E move
- 2.6%
- Pseudo strike
- 351.80
- IV
- 23.3%
- B/E move
- 1.8%
60Δ
- Pseudo strike
- 343.23
- IV
- 22.7%
- B/E move
- 2.2%
- Pseudo strike
- 354.64
- IV
- 22.9%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 340.28
- IV
- 23.0%
- B/E move
- 1.9%
- Pseudo strike
- 357.48
- IV
- 22.4%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 336.88
- IV
- 23.6%
- B/E move
- 1.6%
- Pseudo strike
- 360.44
- IV
- 22.0%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 333.21
- IV
- 24.2%
- B/E move
- 1.4%
- Pseudo strike
- 364.43
- IV
- 22.8%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 329.19
- IV
- 24.6%
- B/E move
- 1.1%
- Pseudo strike
- 367.94
- IV
- 22.3%
- B/E move
- 0.4%
Options history
No recorded observations