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iShares Russell Mid-Cap Growth ETF IWP

i

Market dataready · fetched 2026-11-11T14:36:12.780Z

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 · 2026-11-11T14:36:10.192125578Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:36:12.363905+00:00

Share price$130.49
1D-0.5%
$130.39$130.59$130.79$130.99$131.195:30 AM6:30 AM9:00 AM1:00 PMIWP
Sold putSold call

iShares Russell Mid-Cap Growth ETF options

Live interpolated IWP call and put midpoint premiums by absolute delta.iShares Russell Mid-Cap Growth ETF$0.93$2.32$3.71$5.10$6.49$120.18$124.93$129.69$134.44$139.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWP spot · $130.49IWP PRICE$1.08$1.14$1.26$1.48$1.71$2.02$2.37$2.70$3.14$3.88$4.64$5.65$6.09$1.13$1.19$1.36$1.53$1.62$1.79$1.98$2.08$2.09$2.10$2.46$2.92$3.42
PutsCheap0.79×
CallsExpensive1.08×
SkewBullish-7.57 pp
Implied moveBullish±$4.36
TiltBullish18.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.7948.3%8.0%123.0346.8%6.6%
25Δ136.2937.7%5.3%125.7537.1%4.5%
30Δ134.4332.5%4.0%127.2033.6%3.6%
35Δ133.3131.3%3.3%128.3230.9%2.8%
40Δ132.3430.0%2.7%129.3226.9%2.1%
45Δ131.5329.8%2.3%130.0625.2%1.7%
50Δ130.7629.9%2.0%130.6823.7%1.4%
55Δ130.0029.2%1.7%131.1821.6%1.1%
60Δ129.2329.3%1.4%131.5519.0%0.8%
65Δ128.2931.4%1.3%131.9216.3%0.5%
70Δ127.2932.8%1.1%132.4516.3%0.4%
75Δ126.0634.9%0.9%133.0316.9%0.3%
80Δ125.3032.5%0.7%133.6517.0%0.2%

20Δ

Calls
Pseudo strike
139.79
IV
48.3%
B/E move
8.0%
Puts
Pseudo strike
123.03
IV
46.8%
B/E move
6.6%

25Δ

Calls
Pseudo strike
136.29
IV
37.7%
B/E move
5.3%
Puts
Pseudo strike
125.75
IV
37.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
134.43
IV
32.5%
B/E move
4.0%
Puts
Pseudo strike
127.20
IV
33.6%
B/E move
3.6%

35Δ

Calls
Pseudo strike
133.31
IV
31.3%
B/E move
3.3%
Puts
Pseudo strike
128.32
IV
30.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
132.34
IV
30.0%
B/E move
2.7%
Puts
Pseudo strike
129.32
IV
26.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
131.53
IV
29.8%
B/E move
2.3%
Puts
Pseudo strike
130.06
IV
25.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
130.76
IV
29.9%
B/E move
2.0%
Puts
Pseudo strike
130.68
IV
23.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
130.00
IV
29.2%
B/E move
1.7%
Puts
Pseudo strike
131.18
IV
21.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
129.23
IV
29.3%
B/E move
1.4%
Puts
Pseudo strike
131.55
IV
19.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
128.29
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
131.92
IV
16.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
127.29
IV
32.8%
B/E move
1.1%
Puts
Pseudo strike
132.45
IV
16.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
126.06
IV
34.9%
B/E move
0.9%
Puts
Pseudo strike
133.03
IV
16.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
125.30
IV
32.5%
B/E move
0.7%
Puts
Pseudo strike
133.65
IV
17.0%
B/E move
0.2%

Options history

IV · four-Friday blend21.92%
Daily close
IWP15.9%20.3%24.7%2026-08-13: 16.53%2026-08-14: 16.60%2026-08-17: 17.96%2026-08-18: 21.01%2026-08-19: 21.13%2026-08-20: 23.23%2026-08-21: 17.38%2026-08-24: 18.23%2026-08-25: 17.38%2026-08-26: 17.21%2026-08-27: 16.86%2026-08-28: 17.08%2026-08-31: 17.08%2026-09-01: 17.71%2026-09-02: 18.33%2026-09-03: 17.68%2026-09-04: 17.45%2026-09-08: 18.26%2026-09-09: 19.55%2026-09-10: 19.72%2026-09-11: 18.17%2026-09-14: 21.09%2026-09-15: 22.37%2026-09-16: 22.87%2026-09-17: 24.10%2026-09-18: 18.18%2026-09-21: 18.10%2026-09-22: 17.58%2026-09-23: 17.85%2026-09-24: 18.39%2026-09-25: 18.18%2026-09-28: 18.84%2026-09-29: 19.00%2026-09-30: 19.18%2026-10-01: 19.40%2026-10-02: 17.43%2026-10-05: 17.99%2026-10-06: 17.67%2026-10-07: 18.57%2026-10-08: 17.99%2026-10-09: 18.40%2026-10-12: 19.15%2026-10-13: 20.10%2026-10-14: 23.16%2026-10-15: 24.09%2026-10-16: 20.13%2026-10-19: 18.77%2026-10-20: 18.99%2026-10-21: 19.08%2026-10-22: 19.68%2026-10-23: 21.19%2026-10-26: 20.74%2026-10-27: 19.50%2026-10-28: 19.76%2026-10-29: 19.38%2026-10-30: 21.92%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.53%
16.60%
17.96%
21.01%
21.13%
23.23%
17.38%
18.23%
17.38%
17.21%
16.86%
17.08%
17.08%
17.71%
18.33%
17.68%
17.45%
18.26%
19.55%
19.72%
18.17%
21.09%
22.37%
22.87%
24.10%
18.18%
18.10%
17.58%
17.85%
18.39%
18.18%
18.84%
19.00%
19.18%
19.40%
17.43%
17.99%
17.67%
18.57%
17.99%
18.40%
19.15%
20.10%
23.16%
24.09%
20.13%
18.77%
18.99%
19.08%
19.68%
21.19%
20.74%
19.50%
19.76%
19.38%
21.92%