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iShares Russell 2000 Growth ETF IWO

i

Market dataready · fetched 2026-11-13T01:32:08.424Z

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 · 2026-11-13T01:00:00.147603197Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:32:07.953893+00:00

Share price$351.96
1D-1.1%
AH$351$353$354$356$3575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWO
Sold putSold callAH

iShares Russell 2000 Growth ETF options

Live interpolated IWO call and put midpoint premiums by absolute delta.iShares Russell 2000 Growth ETF$1.04$4.41$7.78$11.14$14.51$333.30$342.53$351.76$360.99$370.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWO spot · $351.96IWO PRICE$1.41$1.82$2.29$2.79$3.30$3.95$4.66$5.37$6.36$7.92$9.48$11.45$13.54$1.85$2.13$2.46$2.98$3.49$4.10$4.76$5.42$6.16$7.30$8.44$9.58$10.67
PutsCheap0.85×
CallsCheap0.84×
SkewBullish-0.83 pp
Implied moveBalanced±$9.42
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ363.5924.5%3.7%339.2230.9%4.1%
25Δ361.0823.8%3.1%342.8927.3%3.2%
30Δ359.0123.3%2.7%345.8224.2%2.4%
35Δ357.2622.9%2.3%347.6023.6%2.1%
40Δ355.5122.6%1.9%349.3723.0%1.7%
45Δ353.9522.5%1.7%350.9422.5%1.5%
50Δ352.4722.4%1.5%352.3822.1%1.2%
55Δ351.0022.4%1.3%353.8321.7%1.0%
60Δ349.3622.9%1.1%355.3121.4%0.8%
65Δ347.3824.4%0.9%356.9321.5%0.7%
70Δ345.4126.0%0.8%358.5621.7%0.5%
75Δ342.9627.1%0.7%360.1821.7%0.4%
80Δ340.3928.1%0.6%361.6820.4%0.3%

20Δ

Calls
Pseudo strike
363.59
IV
24.5%
B/E move
3.7%
Puts
Pseudo strike
339.22
IV
30.9%
B/E move
4.1%

25Δ

Calls
Pseudo strike
361.08
IV
23.8%
B/E move
3.1%
Puts
Pseudo strike
342.89
IV
27.3%
B/E move
3.2%

30Δ

Calls
Pseudo strike
359.01
IV
23.3%
B/E move
2.7%
Puts
Pseudo strike
345.82
IV
24.2%
B/E move
2.4%

35Δ

Calls
Pseudo strike
357.26
IV
22.9%
B/E move
2.3%
Puts
Pseudo strike
347.60
IV
23.6%
B/E move
2.1%

40Δ

Calls
Pseudo strike
355.51
IV
22.6%
B/E move
1.9%
Puts
Pseudo strike
349.37
IV
23.0%
B/E move
1.7%

45Δ

Calls
Pseudo strike
353.95
IV
22.5%
B/E move
1.7%
Puts
Pseudo strike
350.94
IV
22.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
352.47
IV
22.4%
B/E move
1.5%
Puts
Pseudo strike
352.38
IV
22.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
351.00
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
353.83
IV
21.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
349.36
IV
22.9%
B/E move
1.1%
Puts
Pseudo strike
355.31
IV
21.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
347.38
IV
24.4%
B/E move
0.9%
Puts
Pseudo strike
356.93
IV
21.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
345.41
IV
26.0%
B/E move
0.8%
Puts
Pseudo strike
358.56
IV
21.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
342.96
IV
27.1%
B/E move
0.7%
Puts
Pseudo strike
360.18
IV
21.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
340.39
IV
28.1%
B/E move
0.6%
Puts
Pseudo strike
361.68
IV
20.4%
B/E move
0.3%

Options history

IV · four-Friday blend22.35%
Daily close
IWO18.4%21.1%23.8%2026-08-14: 18.74%2026-08-17: 19.79%2026-08-18: 20.21%2026-08-19: 20.49%2026-08-20: 21.64%2026-08-21: 20.05%2026-08-24: 20.67%2026-08-25: 20.58%2026-08-26: 20.29%2026-08-27: 19.83%2026-08-28: 19.76%2026-08-31: 19.55%2026-09-01: 20.62%2026-09-02: 20.10%2026-09-03: 19.51%2026-09-04: 19.17%2026-09-08: 20.02%2026-09-09: 21.16%2026-09-10: 22.89%2026-09-11: 21.58%2026-09-14: 21.77%2026-09-15: 23.41%2026-09-16: 22.79%2026-09-17: 21.39%2026-09-18: 20.60%2026-09-21: 20.59%2026-09-22: 20.31%2026-09-23: 20.89%2026-09-24: 21.06%2026-09-25: 20.97%2026-09-28: 21.43%2026-09-29: 21.86%2026-09-30: 21.61%2026-10-01: 21.69%2026-10-02: 20.92%2026-10-05: 21.11%2026-10-06: 20.97%2026-10-07: 21.16%2026-10-08: 21.63%2026-10-09: 20.81%2026-10-12: 21.83%2026-10-13: 21.89%2026-10-14: 22.61%2026-10-16: 22.14%2026-10-19: 21.55%2026-10-20: 21.67%2026-10-21: 21.76%2026-10-22: 22.46%2026-10-23: 22.48%2026-10-26: 22.29%2026-10-27: 21.43%2026-10-28: 21.30%2026-10-29: 20.91%2026-10-30: 22.35%Aug 14Sep 22Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
18.74%
19.79%
20.21%
20.49%
21.64%
20.05%
20.67%
20.58%
20.29%
19.83%
19.76%
19.55%
20.62%
20.10%
19.51%
19.17%
20.02%
21.16%
22.89%
21.58%
21.77%
23.41%
22.79%
21.39%
20.60%
20.59%
20.31%
20.89%
21.06%
20.97%
21.43%
21.86%
21.61%
21.69%
20.92%
21.11%
20.97%
21.16%
21.63%
20.81%
21.83%
21.89%
22.61%
22.14%
21.55%
21.67%
21.76%
22.46%
22.48%
22.29%
21.43%
21.30%
20.91%
22.35%