IntraAlpha
Create free account Start free

iShares Russell Mid-Cap ETF IWR

i

Market datapartial · fetched 2026-10-23T15:46:34.486Z

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 · 2026-10-23T15:46:25.483656187Z

FundamentalsAlpha Vantage · unavailable

Share price$109.62
1D+0.4%
$108.76$109.04$109.32$109.59$109.875:30 AM6:30 AM9:00 AM1:00 PMIWR
Sold putSold call

iShares Russell Mid-Cap ETF options

Live interpolated IWR call and put midpoint premiums by absolute delta.iShares Russell Mid-Cap ETF$0.55$2.61$4.67$6.73$8.79$102.79$106.19$109.59$112.99$116.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWR spot · $109.62IWR PRICE$0.87$0.91$0.95$1.09$1.46$1.77$1.93$2.13$2.35$2.63$3.02$3.67$4.21$0.77$1.05$1.09$1.32$1.55$1.63$1.66$2.43$2.82$3.00$3.63$5.60$8.20
PutsExpensive1.22×
CallsExpensive1.38×
SkewNeutral+0.21 pp
Implied moveBullish±$3.60
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.9332.3%11.1%104.6921.6%5.2%
25Δ117.6125.8%8.1%105.6622.2%4.6%
30Δ114.2819.3%5.1%107.2018.3%3.2%
35Δ111.8415.4%3.0%107.9918.0%2.7%
40Δ111.3517.0%2.9%108.7317.4%2.2%
45Δ110.7917.8%2.7%109.4015.5%1.7%
50Δ110.0716.4%2.2%110.0413.4%1.1%
55Δ109.4815.5%1.8%110.7516.5%1.2%
60Δ108.9114.7%1.5%111.3416.7%1.0%
65Δ108.3814.3%1.3%111.8715.5%0.7%
70Δ107.7714.2%1.1%112.6916.1%0.5%
75Δ106.9815.2%0.9%114.7519.8%0.4%
80Δ106.2515.0%0.8%117.4224.7%0.4%

20Δ

Calls
Pseudo strike
120.93
IV
32.3%
B/E move
11.1%
Puts
Pseudo strike
104.69
IV
21.6%
B/E move
5.2%

25Δ

Calls
Pseudo strike
117.61
IV
25.8%
B/E move
8.1%
Puts
Pseudo strike
105.66
IV
22.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
114.28
IV
19.3%
B/E move
5.1%
Puts
Pseudo strike
107.20
IV
18.3%
B/E move
3.2%

35Δ

Calls
Pseudo strike
111.84
IV
15.4%
B/E move
3.0%
Puts
Pseudo strike
107.99
IV
18.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
111.35
IV
17.0%
B/E move
2.9%
Puts
Pseudo strike
108.73
IV
17.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
110.79
IV
17.8%
B/E move
2.7%
Puts
Pseudo strike
109.40
IV
15.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
110.07
IV
16.4%
B/E move
2.2%
Puts
Pseudo strike
110.04
IV
13.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
109.48
IV
15.5%
B/E move
1.8%
Puts
Pseudo strike
110.75
IV
16.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
108.91
IV
14.7%
B/E move
1.5%
Puts
Pseudo strike
111.34
IV
16.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
108.38
IV
14.3%
B/E move
1.3%
Puts
Pseudo strike
111.87
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
107.77
IV
14.2%
B/E move
1.1%
Puts
Pseudo strike
112.69
IV
16.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
106.98
IV
15.2%
B/E move
0.9%
Puts
Pseudo strike
114.75
IV
19.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
106.25
IV
15.0%
B/E move
0.8%
Puts
Pseudo strike
117.42
IV
24.7%
B/E move
0.4%

Options history

No recorded observations