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iShares Russell Top 200 Value ETF IWX

i

Market dataready · fetched 2026-11-12T18:35:46.215Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T18:34:56.130272792Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T18:35:43.920891+00:00

Share price$116.28
1D-0.1%
$115.91$116.08$116.24$116.40$116.575:30 AM6:30 AM9:00 AM1:00 PMIWX
Sold putSold call

iShares Russell Top 200 Value ETF options

Live interpolated IWX call and put midpoint premiums by absolute delta.iShares Russell Top 200 Value ETF$2.50$2.56$2.61$2.67$2.73$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIWX PRICE$2.53$2.70$2.51$2.68
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ112.1418.2%5.7%
35Δ114.1915.9%4.1%
40Δ120.8013.5%6.1%
45Δ119.3912.1%5.0%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.14
IV
18.2%
B/E move
5.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.19
IV
15.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
120.80
IV
13.5%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
119.39
IV
12.1%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.38%
Daily close
IWX11.4%17.7%24.0%2026-08-14: 15.28%2026-08-17: 16.95%2026-08-18: 18.46%2026-08-19: 19.13%2026-08-20: 23.12%2026-08-21: 13.41%2026-08-24: 13.89%2026-08-25: 13.79%2026-08-26: 13.64%2026-08-27: 13.56%2026-08-28: 13.09%2026-08-31: 13.58%2026-09-01: 13.59%2026-09-02: 13.81%2026-09-03: 13.39%2026-09-04: 13.34%2026-09-08: 14.72%2026-09-09: 15.04%2026-09-10: 15.40%2026-09-11: 15.36%2026-09-14: 16.90%2026-09-15: 17.36%2026-09-16: 18.66%2026-09-17: 22.22%2026-09-18: 13.50%2026-09-21: 12.91%2026-09-22: 12.88%2026-09-23: 12.94%2026-09-24: 12.50%2026-09-25: 12.48%2026-09-28: 13.07%2026-09-29: 13.24%2026-09-30: 13.20%2026-10-01: 13.54%2026-10-02: 13.42%2026-10-05: 13.58%2026-10-06: 13.78%2026-10-07: 13.77%2026-10-08: 14.05%2026-10-09: 13.94%2026-10-12: 15.13%2026-10-13: 15.53%2026-10-14: 17.42%2026-10-15: 19.54%2026-10-16: 12.31%2026-10-19: 12.85%2026-10-20: 12.75%2026-10-21: 12.81%2026-10-22: 12.93%2026-10-23: 12.80%2026-10-26: 13.46%2026-10-27: 13.62%2026-10-28: 13.68%2026-10-29: 13.46%2026-10-30: 13.38%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
15.28%
16.95%
18.46%
19.13%
23.12%
13.41%
13.89%
13.79%
13.64%
13.56%
13.09%
13.58%
13.59%
13.81%
13.39%
13.34%
14.72%
15.04%
15.40%
15.36%
16.90%
17.36%
18.66%
22.22%
13.50%
12.91%
12.88%
12.94%
12.50%
12.48%
13.07%
13.24%
13.20%
13.54%
13.42%
13.58%
13.78%
13.77%
14.05%
13.94%
15.13%
15.53%
17.42%
19.54%
12.31%
12.85%
12.75%
12.81%
12.93%
12.80%
13.46%
13.62%
13.68%
13.46%
13.38%