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iShares Russell Mid-Cap ETF IWR

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Market datapartial · fetched 2026-10-22T23:51:48.215Z

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 · 2026-10-22T22:30:00.002691001Z

FundamentalsAlpha Vantage · unavailable

Share price$109.97
1D+0.7%
AH$108.88$109.27$109.66$110.05$110.445:30 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$0.33$1.95$3.57$5.18$6.80$103.14$106.34$109.54$112.74$115.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWR spot · $109.97IWR PRICE$0.51$0.70$0.92$1.18$1.35$1.40$1.75$2.18$2.81$3.06$3.27$3.56$4.10$0.63$0.84$1.09$1.33$1.51$1.54$2.15$2.84$3.22$3.68$4.40$5.70$6.33
PutsExpensive1.41×
CallsExpensive1.21×
SkewBearish+2.78 pp
Implied moveBearish±$3.90
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.4214.8%4.5%105.8617.9%4.3%
25Δ113.7215.3%4.0%106.7817.7%3.7%
30Δ113.0915.9%3.7%107.5617.9%3.2%
35Δ112.4316.4%3.3%108.3317.7%2.7%
40Δ111.7115.8%2.8%109.1116.6%2.1%
45Δ110.9213.6%2.1%109.8214.4%1.5%
50Δ110.3814.4%2.0%110.5116.5%1.5%
55Δ109.7915.5%1.8%111.2119.0%1.4%
60Δ109.0717.4%1.7%111.9418.6%1.1%
65Δ108.5016.5%1.5%112.6918.4%0.9%
70Δ107.9615.3%1.1%113.6319.0%0.7%
75Δ107.4414.3%0.9%115.0721.3%0.5%
80Δ106.7014.3%0.8%115.9820.4%0.3%

20Δ

Calls
Pseudo strike
114.42
IV
14.8%
B/E move
4.5%
Puts
Pseudo strike
105.86
IV
17.9%
B/E move
4.3%

25Δ

Calls
Pseudo strike
113.72
IV
15.3%
B/E move
4.0%
Puts
Pseudo strike
106.78
IV
17.7%
B/E move
3.7%

30Δ

Calls
Pseudo strike
113.09
IV
15.9%
B/E move
3.7%
Puts
Pseudo strike
107.56
IV
17.9%
B/E move
3.2%

35Δ

Calls
Pseudo strike
112.43
IV
16.4%
B/E move
3.3%
Puts
Pseudo strike
108.33
IV
17.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
111.71
IV
15.8%
B/E move
2.8%
Puts
Pseudo strike
109.11
IV
16.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
110.92
IV
13.6%
B/E move
2.1%
Puts
Pseudo strike
109.82
IV
14.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
110.38
IV
14.4%
B/E move
2.0%
Puts
Pseudo strike
110.51
IV
16.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
109.79
IV
15.5%
B/E move
1.8%
Puts
Pseudo strike
111.21
IV
19.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
109.07
IV
17.4%
B/E move
1.7%
Puts
Pseudo strike
111.94
IV
18.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
108.50
IV
16.5%
B/E move
1.5%
Puts
Pseudo strike
112.69
IV
18.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
107.96
IV
15.3%
B/E move
1.1%
Puts
Pseudo strike
113.63
IV
19.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
107.44
IV
14.3%
B/E move
0.9%
Puts
Pseudo strike
115.07
IV
21.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
106.70
IV
14.3%
B/E move
0.8%
Puts
Pseudo strike
115.98
IV
20.4%
B/E move
0.3%

Options history

No recorded observations