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iShares Russell 3000 ETF IWV

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Market datapartial · fetched 2026-10-22T21:27:19.749Z

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 · 2026-10-22T20:10:00.002680354Z

FundamentalsAlpha Vantage · unavailable

Share price$433.02
1D-0.3%
AH$431.22$432.12$433.02$433.92$434.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWV
Sold putSold callAH

iShares Russell 3000 ETF options

Live interpolated IWV call and put midpoint premiums by absolute delta.iShares Russell 3000 ETF$1.17$6.51$11.85$17.18$22.52$408.16$420.01$431.86$443.71$455.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWV spot · $433.02IWV PRICE$1.75$2.37$3.11$3.90$4.78$5.75$6.80$8.32$9.84$11.75$13.76$16.22$19.39$2.68$3.45$4.23$5.06$5.92$6.93$7.97$9.22$10.50$12.13$13.84$16.90$20.98
PutsExpensive1.46×
CallsExpensive1.35×
SkewBearish+1.90 pp
Implied moveBearish±$14.76
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ448.2712.8%3.9%415.6119.2%4.6%
25Δ445.7413.1%3.5%419.9718.4%3.8%
30Δ443.4413.4%3.1%423.5717.7%3.2%
35Δ441.2413.7%2.8%426.7717.1%2.6%
40Δ439.0513.9%2.5%429.7116.5%2.1%
45Δ436.8914.1%2.2%432.2816.2%1.8%
50Δ434.7014.3%2.0%434.8015.9%1.4%
55Δ432.3614.8%1.8%437.2115.7%1.2%
60Δ430.0215.4%1.6%439.6215.5%0.9%
65Δ427.2815.8%1.4%442.1715.4%0.7%
70Δ424.4616.3%1.2%444.7515.3%0.5%
75Δ421.2216.6%1.0%448.4616.1%0.3%
80Δ417.3317.2%0.9%453.1217.2%0.2%

20Δ

Calls
Pseudo strike
448.27
IV
12.8%
B/E move
3.9%
Puts
Pseudo strike
415.61
IV
19.2%
B/E move
4.6%

25Δ

Calls
Pseudo strike
445.74
IV
13.1%
B/E move
3.5%
Puts
Pseudo strike
419.97
IV
18.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
443.44
IV
13.4%
B/E move
3.1%
Puts
Pseudo strike
423.57
IV
17.7%
B/E move
3.2%

35Δ

Calls
Pseudo strike
441.24
IV
13.7%
B/E move
2.8%
Puts
Pseudo strike
426.77
IV
17.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
439.05
IV
13.9%
B/E move
2.5%
Puts
Pseudo strike
429.71
IV
16.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
436.89
IV
14.1%
B/E move
2.2%
Puts
Pseudo strike
432.28
IV
16.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
434.70
IV
14.3%
B/E move
2.0%
Puts
Pseudo strike
434.80
IV
15.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
432.36
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
437.21
IV
15.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
430.02
IV
15.4%
B/E move
1.6%
Puts
Pseudo strike
439.62
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
427.28
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
442.17
IV
15.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
424.46
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
444.75
IV
15.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
421.22
IV
16.6%
B/E move
1.0%
Puts
Pseudo strike
448.46
IV
16.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
417.33
IV
17.2%
B/E move
0.9%
Puts
Pseudo strike
453.12
IV
17.2%
B/E move
0.2%

Options history

No recorded observations