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iShares Russell Mid-Cap Value ETF IWS

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Market datapartial · fetched 2026-10-22T21:10:28.181Z

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 · 2026-10-22T20:10:00.002635055Z

FundamentalsAlpha Vantage · unavailable

Share price$169.21
1D+0.9%
AH$167.20$167.75$168.30$168.85$169.405:30 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$0.53$4.26$7.99$11.72$15.44$158.19$163.00$167.81$172.61$177.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWS spot · $169.21IWS PRICE$0.94$1.23$1.46$1.61$1.75$1.89$2.14$2.67$3.19$3.72$4.25$4.77$5.30$1.06$1.37$1.70$2.08$2.45$2.82$3.19$4.11$5.08$6.06$7.08$9.90$14.37
PutsExpensive1.69×
CallsExpensive1.05×
SkewBearish+5.89 pp
Implied moveBearish±$5.33
TiltBearish27.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.2516.9%5.3%162.2119.0%4.8%
25Δ175.8217.2%4.6%163.9018.6%4.0%
30Δ174.4916.8%4.0%165.3918.1%3.3%
35Δ173.2915.3%3.4%166.5217.7%2.8%
40Δ172.0913.8%2.7%167.6517.2%2.4%
45Δ170.8812.3%2.1%168.7716.7%1.9%
50Δ169.7911.2%1.6%169.9016.3%1.5%
55Δ169.0111.3%1.5%171.1817.1%1.3%
60Δ168.2211.5%1.3%172.4618.0%1.1%
65Δ167.4311.6%1.1%173.7518.9%0.9%
70Δ166.6511.7%1.0%175.0819.9%0.7%
75Δ165.8611.8%0.8%178.0923.3%0.6%
80Δ165.0711.9%0.7%182.6729.2%0.5%

20Δ

Calls
Pseudo strike
177.25
IV
16.9%
B/E move
5.3%
Puts
Pseudo strike
162.21
IV
19.0%
B/E move
4.8%

25Δ

Calls
Pseudo strike
175.82
IV
17.2%
B/E move
4.6%
Puts
Pseudo strike
163.90
IV
18.6%
B/E move
4.0%

30Δ

Calls
Pseudo strike
174.49
IV
16.8%
B/E move
4.0%
Puts
Pseudo strike
165.39
IV
18.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
173.29
IV
15.3%
B/E move
3.4%
Puts
Pseudo strike
166.52
IV
17.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
172.09
IV
13.8%
B/E move
2.7%
Puts
Pseudo strike
167.65
IV
17.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
170.88
IV
12.3%
B/E move
2.1%
Puts
Pseudo strike
168.77
IV
16.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
169.79
IV
11.2%
B/E move
1.6%
Puts
Pseudo strike
169.90
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
169.01
IV
11.3%
B/E move
1.5%
Puts
Pseudo strike
171.18
IV
17.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
168.22
IV
11.5%
B/E move
1.3%
Puts
Pseudo strike
172.46
IV
18.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
167.43
IV
11.6%
B/E move
1.1%
Puts
Pseudo strike
173.75
IV
18.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
166.65
IV
11.7%
B/E move
1.0%
Puts
Pseudo strike
175.08
IV
19.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
165.86
IV
11.8%
B/E move
0.8%
Puts
Pseudo strike
178.09
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
165.07
IV
11.9%
B/E move
0.7%
Puts
Pseudo strike
182.67
IV
29.2%
B/E move
0.5%

Options history

No recorded observations