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iShares Russell Mid-Cap Growth ETF IWP

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Market datapartial · fetched 2026-10-22T16:04:33.240Z

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 · 2026-10-22T16:02:43.389215279Z

FundamentalsAlpha Vantage · unavailable

Share price$133.56
1D-1.0%
$132.65$133.25$133.84$134.44$135.035:30 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$0.77$2.92$5.08$7.24$9.39$123.01$128.82$134.62$140.42$146.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWP spot · $133.56IWP PRICE$1.00$1.50$1.68$2.03$2.54$2.92$3.21$3.69$4.58$5.20$5.98$7.65$8.77$1.32$1.51$1.70$1.96$2.23$2.54$3.05$3.84$3.81$5.34$6.07$7.11$8.22
PutsFair1.02×
CallsExpensive1.29×
SkewBullish-2.25 pp
Implied moveBullish±$6.26
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ142.5124.6%7.5%125.2030.1%7.2%
25Δ141.7327.8%7.2%127.6326.3%5.6%
30Δ139.2024.2%5.5%129.7723.0%4.1%
35Δ137.7523.6%4.7%131.0121.5%3.4%
40Δ136.7024.7%4.3%132.1720.2%2.7%
45Δ135.4123.7%3.6%133.2619.2%2.1%
50Δ134.2622.3%2.9%134.2019.5%1.8%
55Δ133.1921.9%2.5%135.1921.2%1.7%
60Δ132.0323.6%2.3%135.8818.2%1.1%
65Δ130.9123.3%1.9%137.4621.8%1.1%
70Δ129.7123.3%1.6%138.5521.6%0.8%
75Δ127.8426.1%1.4%139.9321.7%0.6%
80Δ126.3125.9%1.1%141.3121.8%0.4%

20Δ

Calls
Pseudo strike
142.51
IV
24.6%
B/E move
7.5%
Puts
Pseudo strike
125.20
IV
30.1%
B/E move
7.2%

25Δ

Calls
Pseudo strike
141.73
IV
27.8%
B/E move
7.2%
Puts
Pseudo strike
127.63
IV
26.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
139.20
IV
24.2%
B/E move
5.5%
Puts
Pseudo strike
129.77
IV
23.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
137.75
IV
23.6%
B/E move
4.7%
Puts
Pseudo strike
131.01
IV
21.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
136.70
IV
24.7%
B/E move
4.3%
Puts
Pseudo strike
132.17
IV
20.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
135.41
IV
23.7%
B/E move
3.6%
Puts
Pseudo strike
133.26
IV
19.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
134.26
IV
22.3%
B/E move
2.9%
Puts
Pseudo strike
134.20
IV
19.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
133.19
IV
21.9%
B/E move
2.5%
Puts
Pseudo strike
135.19
IV
21.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
132.03
IV
23.6%
B/E move
2.3%
Puts
Pseudo strike
135.88
IV
18.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
130.91
IV
23.3%
B/E move
1.9%
Puts
Pseudo strike
137.46
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
129.71
IV
23.3%
B/E move
1.6%
Puts
Pseudo strike
138.55
IV
21.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
127.84
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
139.93
IV
21.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
126.31
IV
25.9%
B/E move
1.1%
Puts
Pseudo strike
141.31
IV
21.8%
B/E move
0.4%

Options history

No recorded observations