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iShares Russell Top 200 Value ETF IWX

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Market datapartial · fetched 2026-10-23T13:10:07.678Z

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 · 2026-10-23T00:00:00.1177734Z

FundamentalsAlpha Vantage · unavailable

Share price$114.08
1D+0.3%
AH$113.25$113.47$113.70$113.92$114.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWX
Sold putSold callAH

iShares Russell Top 200 Value ETF options

Live interpolated IWX call and put midpoint premiums by absolute delta.iShares Russell Top 200 Value ETF$0.74$2.06$3.38$4.70$6.02$107.29$110.34$113.39$116.44$119.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWX spot · $114.08IWX PRICE$0.88$0.99$1.09$1.18$1.29$1.45$1.61$2.06$2.49$2.71$2.93$3.42$0.95$1.08$1.18$1.30$1.46$1.65$1.95$2.30$2.77$3.33$4.06$4.78$5.64
PutsExpensive2.06×
CallsExpensive1.33×
SkewBearish+4.34 pp
Implied moveBearish±$3.40
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.0225.9%6.1%
25Δ118.8519.1%5.0%110.0422.0%4.5%
30Δ117.4816.8%3.8%111.4619.1%3.3%
35Δ116.4715.0%3.0%112.5117.0%2.5%
40Δ115.6813.4%2.4%113.2915.8%2.0%
45Δ115.0412.2%2.0%113.9215.0%1.6%
50Δ114.5411.7%1.7%114.5215.0%1.3%
55Δ114.0411.2%1.4%115.1415.2%1.1%
60Δ113.4712.2%1.3%115.8215.7%0.9%
65Δ112.9313.0%1.2%116.5716.3%0.7%
70Δ112.4912.3%1.0%117.4817.2%0.6%
75Δ112.0511.5%0.8%118.4017.6%0.4%
80Δ111.4111.6%0.7%119.4717.9%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.02
IV
25.9%
B/E move
6.1%

25Δ

Calls
Pseudo strike
118.85
IV
19.1%
B/E move
5.0%
Puts
Pseudo strike
110.04
IV
22.0%
B/E move
4.5%

30Δ

Calls
Pseudo strike
117.48
IV
16.8%
B/E move
3.8%
Puts
Pseudo strike
111.46
IV
19.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
116.47
IV
15.0%
B/E move
3.0%
Puts
Pseudo strike
112.51
IV
17.0%
B/E move
2.5%

40Δ

Calls
Pseudo strike
115.68
IV
13.4%
B/E move
2.4%
Puts
Pseudo strike
113.29
IV
15.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
115.04
IV
12.2%
B/E move
2.0%
Puts
Pseudo strike
113.92
IV
15.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
114.54
IV
11.7%
B/E move
1.7%
Puts
Pseudo strike
114.52
IV
15.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
114.04
IV
11.2%
B/E move
1.4%
Puts
Pseudo strike
115.14
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
113.47
IV
12.2%
B/E move
1.3%
Puts
Pseudo strike
115.82
IV
15.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
112.93
IV
13.0%
B/E move
1.2%
Puts
Pseudo strike
116.57
IV
16.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
112.49
IV
12.3%
B/E move
1.0%
Puts
Pseudo strike
117.48
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
112.05
IV
11.5%
B/E move
0.8%
Puts
Pseudo strike
118.40
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
111.41
IV
11.6%
B/E move
0.7%
Puts
Pseudo strike
119.47
IV
17.9%
B/E move
0.2%

Options history

No recorded observations