IntraAlpha
Create free account Start free

iShares Russell Mid-Cap Value ETF IWS

i

Market datapartial · fetched 2026-11-12T02:02:41.872Z

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 · 2026-11-12T01:00:00.071632144Z

FundamentalsAlpha Vantage · unavailable

Share price$173.37
1D+0.3%
AH$172.28$172.59$172.91$173.22$173.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWS
Sold putSold callAH

iShares Russell Mid-Cap Value ETF options

Live interpolated IWS call and put midpoint premiums by absolute delta.iShares Russell Mid-Cap Value ETF$0.46$2.00$3.54$5.09$6.63$162.94$168.36$173.78$179.19$184.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWS spot · $173.37IWS PRICE$0.63$0.82$1.01$1.20$1.40$1.65$1.90$2.15$2.40$2.65$2.90$3.16$3.41$1.04$1.13$1.25$1.43$1.60$1.78$1.96$2.14$2.32$2.76$3.90$5.04$6.19
PutsCheap0.75×
CallsCheap0.49×
SkewBearish+4.54 pp
Implied moveBalanced±$3.86
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.7220.2%3.4%165.9134.6%4.9%
25Δ177.7419.7%3.0%168.2628.5%3.6%
30Δ176.7719.2%2.5%170.1923.8%2.6%
35Δ175.7918.7%2.1%170.9022.4%2.2%
40Δ174.9018.2%1.7%171.6221.1%1.9%
45Δ174.3817.5%1.5%172.3319.8%1.6%
50Δ173.8616.8%1.4%173.0518.5%1.3%
55Δ173.3316.1%1.2%173.7717.1%1.0%
60Δ172.8115.5%1.1%174.4815.8%0.7%
65Δ172.2914.8%0.9%175.3415.4%0.5%
70Δ171.7614.1%0.7%176.6017.6%0.4%
75Δ171.2413.4%0.6%177.8519.7%0.3%
80Δ170.7212.7%0.4%179.1021.9%0.3%

20Δ

Calls
Pseudo strike
178.72
IV
20.2%
B/E move
3.4%
Puts
Pseudo strike
165.91
IV
34.6%
B/E move
4.9%

25Δ

Calls
Pseudo strike
177.74
IV
19.7%
B/E move
3.0%
Puts
Pseudo strike
168.26
IV
28.5%
B/E move
3.6%

30Δ

Calls
Pseudo strike
176.77
IV
19.2%
B/E move
2.5%
Puts
Pseudo strike
170.19
IV
23.8%
B/E move
2.6%

35Δ

Calls
Pseudo strike
175.79
IV
18.7%
B/E move
2.1%
Puts
Pseudo strike
170.90
IV
22.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
174.90
IV
18.2%
B/E move
1.7%
Puts
Pseudo strike
171.62
IV
21.1%
B/E move
1.9%

45Δ

Calls
Pseudo strike
174.38
IV
17.5%
B/E move
1.5%
Puts
Pseudo strike
172.33
IV
19.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
173.86
IV
16.8%
B/E move
1.4%
Puts
Pseudo strike
173.05
IV
18.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
173.33
IV
16.1%
B/E move
1.2%
Puts
Pseudo strike
173.77
IV
17.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
172.81
IV
15.5%
B/E move
1.1%
Puts
Pseudo strike
174.48
IV
15.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
172.29
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
175.34
IV
15.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
171.76
IV
14.1%
B/E move
0.7%
Puts
Pseudo strike
176.60
IV
17.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
171.24
IV
13.4%
B/E move
0.6%
Puts
Pseudo strike
177.85
IV
19.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
170.72
IV
12.7%
B/E move
0.4%
Puts
Pseudo strike
179.10
IV
21.9%
B/E move
0.3%

Options history

IV · four-Friday blend16.07%
Daily close
IWS13.2%17.2%21.2%2026-08-14: 14.24%2026-08-21: 13.95%2026-08-24: 14.35%2026-08-25: 14.19%2026-08-26: 14.44%2026-08-27: 13.76%2026-08-28: 14.13%2026-08-31: 14.64%2026-09-01: 15.19%2026-09-02: 14.55%2026-09-03: 14.39%2026-09-04: 14.86%2026-09-08: 15.19%2026-09-09: 16.74%2026-09-10: 16.54%2026-09-11: 15.78%2026-09-14: 16.81%2026-09-15: 19.27%2026-09-16: 19.12%2026-09-17: 20.18%2026-09-18: 15.13%2026-09-21: 15.34%2026-09-22: 14.86%2026-09-23: 15.75%2026-09-24: 14.98%2026-09-25: 15.68%2026-09-28: 15.32%2026-09-29: 16.18%2026-09-30: 15.64%2026-10-01: 15.36%2026-10-02: 15.00%2026-10-05: 14.88%2026-10-06: 15.18%2026-10-07: 16.25%2026-10-08: 15.66%2026-10-09: 15.24%2026-10-12: 17.16%2026-10-13: 16.49%2026-10-14: 18.06%2026-10-15: 20.62%2026-10-16: 15.02%2026-10-19: 15.45%2026-10-20: 14.84%2026-10-21: 14.91%2026-10-22: 14.90%2026-10-23: 15.82%2026-10-26: 14.90%2026-10-27: 15.16%2026-10-28: 15.05%2026-10-29: 14.88%2026-10-30: 16.07%Aug 14Sep 25Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
14.24%
13.95%
14.35%
14.19%
14.44%
13.76%
14.13%
14.64%
15.19%
14.55%
14.39%
14.86%
15.19%
16.74%
16.54%
15.78%
16.81%
19.27%
19.12%
20.18%
15.13%
15.34%
14.86%
15.75%
14.98%
15.68%
15.32%
16.18%
15.64%
15.36%
15.00%
14.88%
15.18%
16.25%
15.66%
15.24%
17.16%
16.49%
18.06%
20.62%
15.02%
15.45%
14.84%
14.91%
14.90%
15.82%
14.90%
15.16%
15.05%
14.88%
16.07%