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iShares Russell 3000 ETF IWV

i

Market dataready · fetched 2026-11-12T03:21:41.222Z

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 · 2026-11-12T01:00:00.027592497Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:21:40.738538+00:00

Share price$431.72
1D+0.3%
AH$429$430$431$432$4345:30 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$0.79$4.18$7.56$10.95$14.33$413.07$421.88$430.69$439.50$448.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWV spot · $431.72IWV PRICE$1.16$1.45$1.82$2.19$2.71$3.51$4.30$5.10$6.11$7.45$8.80$10.83$13.36$1.47$1.84$2.24$2.65$3.06$3.46$3.85$4.25$4.64$5.16$5.92$6.67$7.43
PutsCheap0.71×
CallsCheap0.82×
SkewBullish-1.87 pp
Implied moveBullish±$8.16
TiltBullish13.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ441.5515.9%2.5%421.3719.4%2.7%
25Δ439.0614.5%2.0%424.0318.0%2.2%
30Δ437.5314.2%1.8%426.0917.1%1.8%
35Δ435.9913.8%1.5%427.8116.3%1.5%
40Δ434.5613.8%1.3%429.5215.6%1.2%
45Δ433.3014.6%1.2%430.8214.9%1.0%
50Δ432.0415.3%1.1%431.9714.1%0.8%
55Δ430.7816.0%1.0%433.1113.3%0.7%
60Δ429.3216.8%0.9%434.2612.6%0.5%
65Δ427.5317.5%0.8%435.3811.9%0.3%
70Δ425.7418.3%0.7%436.4811.6%0.3%
75Δ423.2919.6%0.6%437.5711.3%0.2%
80Δ420.3921.1%0.5%438.6610.9%0.1%

20Δ

Calls
Pseudo strike
441.55
IV
15.9%
B/E move
2.5%
Puts
Pseudo strike
421.37
IV
19.4%
B/E move
2.7%

25Δ

Calls
Pseudo strike
439.06
IV
14.5%
B/E move
2.0%
Puts
Pseudo strike
424.03
IV
18.0%
B/E move
2.2%

30Δ

Calls
Pseudo strike
437.53
IV
14.2%
B/E move
1.8%
Puts
Pseudo strike
426.09
IV
17.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
435.99
IV
13.8%
B/E move
1.5%
Puts
Pseudo strike
427.81
IV
16.3%
B/E move
1.5%

40Δ

Calls
Pseudo strike
434.56
IV
13.8%
B/E move
1.3%
Puts
Pseudo strike
429.52
IV
15.6%
B/E move
1.2%

45Δ

Calls
Pseudo strike
433.30
IV
14.6%
B/E move
1.2%
Puts
Pseudo strike
430.82
IV
14.9%
B/E move
1.0%

50Δ

Calls
Pseudo strike
432.04
IV
15.3%
B/E move
1.1%
Puts
Pseudo strike
431.97
IV
14.1%
B/E move
0.8%

55Δ

Calls
Pseudo strike
430.78
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
433.11
IV
13.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
429.32
IV
16.8%
B/E move
0.9%
Puts
Pseudo strike
434.26
IV
12.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
427.53
IV
17.5%
B/E move
0.8%
Puts
Pseudo strike
435.38
IV
11.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
425.74
IV
18.3%
B/E move
0.7%
Puts
Pseudo strike
436.48
IV
11.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
423.29
IV
19.6%
B/E move
0.6%
Puts
Pseudo strike
437.57
IV
11.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
420.39
IV
21.1%
B/E move
0.5%
Puts
Pseudo strike
438.66
IV
10.9%
B/E move
0.1%

Options history

IV · four-Friday blend16.24%
Daily close
IWV12.6%14.6%16.5%2026-08-13: 13.40%2026-08-14: 13.15%2026-08-17: 13.35%2026-08-19: 14.08%2026-08-20: 14.60%2026-08-21: 14.15%2026-08-24: 14.41%2026-08-25: 14.32%2026-08-26: 14.17%2026-08-27: 13.52%2026-08-28: 13.34%2026-08-31: 13.57%2026-09-01: 14.32%2026-09-02: 13.56%2026-09-03: 13.06%2026-09-04: 12.89%2026-09-08: 13.84%2026-09-09: 14.29%2026-09-10: 14.98%2026-09-11: 13.69%2026-09-14: 14.66%2026-09-15: 15.42%2026-09-16: 16.23%2026-09-18: 14.12%2026-09-21: 13.97%2026-09-22: 13.73%2026-09-23: 14.04%2026-09-24: 14.15%2026-09-25: 13.69%2026-09-28: 14.32%2026-09-29: 14.26%2026-09-30: 14.50%2026-10-01: 14.53%2026-10-02: 14.03%2026-10-05: 13.90%2026-10-06: 13.66%2026-10-07: 13.38%2026-10-08: 13.80%2026-10-09: 13.24%2026-10-12: 13.60%2026-10-13: 13.68%2026-10-14: 14.76%2026-10-16: 15.10%2026-10-19: 14.51%2026-10-20: 14.39%2026-10-21: 14.18%2026-10-22: 15.33%2026-10-23: 15.44%2026-10-26: 14.95%2026-10-27: 14.58%2026-10-28: 14.48%2026-10-29: 14.22%2026-10-30: 16.24%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.40%
13.15%
13.35%
14.08%
14.60%
14.15%
14.41%
14.32%
14.17%
13.52%
13.34%
13.57%
14.32%
13.56%
13.06%
12.89%
13.84%
14.29%
14.98%
13.69%
14.66%
15.42%
16.23%
14.12%
13.97%
13.73%
14.04%
14.15%
13.69%
14.32%
14.26%
14.50%
14.53%
14.03%
13.90%
13.66%
13.38%
13.80%
13.24%
13.60%
13.68%
14.76%
15.10%
14.51%
14.39%
14.18%
15.33%
15.44%
14.95%
14.58%
14.48%
14.22%
16.24%