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iShares Russell Mid-Cap ETF IWR

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Market datapartial · fetched 2026-11-13T02:53:38.594Z

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 · 2026-11-13T01:00:00.072129645Z

FundamentalsAlpha Vantage · unavailable

Share price$110.51
1D-0.9%
AH$110.43$110.73$111.04$111.35$111.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWR
Sold putSold callAH

iShares Russell Mid-Cap ETF options

Live interpolated IWR call and put midpoint premiums by absolute delta.iShares Russell Mid-Cap ETF$0.19$1.58$2.98$4.37$5.76$106.04$108.24$110.44$112.65$114.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IWR spot · $110.51IWR PRICE$0.34$0.46$0.60$0.74$0.88$1.01$1.16$1.30$3.10$3.91$5.36$0.62$0.75$0.96$1.14$1.32$1.50$1.69$1.87
Puts——
Calls——
Skew——
Implied moveBalanced±$2.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.2919.0%2.8%106.4932.1%4.2%
25Δ112.7919.2%2.5%
30Δ112.3419.4%2.2%108.7023.7%2.3%
35Δ111.8919.4%1.9%
40Δ111.4619.0%1.7%
45Δ111.0318.6%1.4%110.3016.7%1.1%
50Δ110.6618.0%1.2%110.6516.9%0.9%
55Δ110.3017.4%1.0%110.9917.1%0.8%
60Δ111.3316.6%0.6%
65Δ111.6616.2%0.5%
70Δ108.3627.1%0.9%111.9915.7%0.4%
75Δ107.4429.9%0.8%
80Δ105.9235.9%0.7%

20Δ

Calls
Pseudo strike
113.29
IV
19.0%
B/E move
2.8%
Puts
Pseudo strike
106.49
IV
32.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
112.79
IV
19.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
112.34
IV
19.4%
B/E move
2.2%
Puts
Pseudo strike
108.70
IV
23.7%
B/E move
2.3%

35Δ

Calls
Pseudo strike
111.89
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
111.46
IV
19.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
111.03
IV
18.6%
B/E move
1.4%
Puts
Pseudo strike
110.30
IV
16.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
110.66
IV
18.0%
B/E move
1.2%
Puts
Pseudo strike
110.65
IV
16.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
110.30
IV
17.4%
B/E move
1.0%
Puts
Pseudo strike
110.99
IV
17.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.33
IV
16.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.66
IV
16.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
108.36
IV
27.1%
B/E move
0.9%
Puts
Pseudo strike
111.99
IV
15.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
107.44
IV
29.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
105.92
IV
35.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.49%
Daily close
IWR13.3%17.9%22.4%2026-08-14: 13.91%2026-08-17: 15.71%2026-08-19: 16.43%2026-08-20: 18.39%2026-08-21: 15.09%2026-08-24: 15.43%2026-08-25: 14.42%2026-08-26: 14.66%2026-08-27: 14.96%2026-08-28: 14.84%2026-08-31: 14.88%2026-09-01: 15.52%2026-09-02: 14.79%2026-09-03: 14.04%2026-09-04: 14.10%2026-09-08: 15.18%2026-09-09: 14.84%2026-09-10: 15.68%2026-09-11: 15.41%2026-09-14: 15.85%2026-09-15: 18.11%2026-09-16: 18.52%2026-09-17: 21.79%2026-09-18: 16.09%2026-09-21: 15.35%2026-09-22: 15.11%2026-09-23: 15.71%2026-09-24: 15.80%2026-09-25: 16.11%2026-09-28: 15.55%2026-09-29: 15.30%2026-09-30: 15.58%2026-10-01: 15.31%2026-10-02: 15.10%2026-10-05: 15.46%2026-10-06: 14.49%2026-10-07: 15.05%2026-10-08: 14.16%2026-10-09: 14.25%2026-10-12: 16.07%2026-10-13: 15.83%2026-10-15: 21.43%2026-10-16: 15.39%2026-10-19: 16.30%2026-10-20: 15.26%2026-10-21: 15.49%2026-10-22: 15.76%2026-10-23: 15.70%2026-10-26: 16.98%2026-10-27: 15.88%2026-10-28: 16.05%2026-10-29: 15.53%2026-10-30: 16.49%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
13.91%
15.71%
16.43%
18.39%
15.09%
15.43%
14.42%
14.66%
14.96%
14.84%
14.88%
15.52%
14.79%
14.04%
14.10%
15.18%
14.84%
15.68%
15.41%
15.85%
18.11%
18.52%
21.79%
16.09%
15.35%
15.11%
15.71%
15.80%
16.11%
15.55%
15.30%
15.58%
15.31%
15.10%
15.46%
14.49%
15.05%
14.16%
14.25%
16.07%
15.83%
21.43%
15.39%
16.30%
15.26%
15.49%
15.76%
15.70%
16.98%
15.88%
16.05%
15.53%
16.49%