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iShares Russell Top 200 Value ETF IWX

i

Market dataready · fetched 2026-10-23T14:15:58.755Z

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 · 2026-10-23T14:14:05.150749407Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T14:15:58.125947+00:00

Share price$113.21
1D-0.3%
$113.15$113.26$113.37$113.47$113.585:30 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$0.68$2.01$3.33$4.65$5.98$107.09$110.27$113.45$116.63$119.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWX spot · $113.21IWX PRICE$0.82$0.92$1.02$1.18$1.34$1.49$1.74$2.09$2.53$3.12$3.94$4.77$5.59$0.96$1.07$1.18$1.30$1.42$1.54$1.72$1.93$2.24$2.54$2.85$3.22$3.72
PutsExpensive1.70×
CallsExpensive1.70×
SkewBullish-1.52 pp
Implied moveBalanced±$3.46
TiltBullish8.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.5324.2%7.2%107.1126.2%6.2%
25Δ118.1620.1%5.2%109.2022.0%4.5%
30Δ116.7017.5%4.0%110.6019.2%3.4%
35Δ115.7416.3%3.3%111.6417.2%2.5%
40Δ114.9415.3%2.7%112.4415.5%1.9%
45Δ114.2914.3%2.3%113.1214.1%1.4%
50Δ113.6614.1%1.9%113.6213.4%1.2%
55Δ113.0714.7%1.7%114.1312.8%0.9%
60Δ112.4215.3%1.5%114.6512.6%0.7%
65Δ111.6416.1%1.4%115.1612.4%0.5%
70Δ110.6317.0%1.2%115.6712.2%0.3%
75Δ109.6317.9%1.0%116.2212.1%0.2%
80Δ108.6218.9%0.9%116.8612.0%0.1%

20Δ

Calls
Pseudo strike
120.53
IV
24.2%
B/E move
7.2%
Puts
Pseudo strike
107.11
IV
26.2%
B/E move
6.2%

25Δ

Calls
Pseudo strike
118.16
IV
20.1%
B/E move
5.2%
Puts
Pseudo strike
109.20
IV
22.0%
B/E move
4.5%

30Δ

Calls
Pseudo strike
116.70
IV
17.5%
B/E move
4.0%
Puts
Pseudo strike
110.60
IV
19.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
115.74
IV
16.3%
B/E move
3.3%
Puts
Pseudo strike
111.64
IV
17.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
114.94
IV
15.3%
B/E move
2.7%
Puts
Pseudo strike
112.44
IV
15.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
114.29
IV
14.3%
B/E move
2.3%
Puts
Pseudo strike
113.12
IV
14.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
113.66
IV
14.1%
B/E move
1.9%
Puts
Pseudo strike
113.62
IV
13.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
113.07
IV
14.7%
B/E move
1.7%
Puts
Pseudo strike
114.13
IV
12.8%
B/E move
0.9%

60Δ

Calls
Pseudo strike
112.42
IV
15.3%
B/E move
1.5%
Puts
Pseudo strike
114.65
IV
12.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
111.64
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
115.16
IV
12.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
110.63
IV
17.0%
B/E move
1.2%
Puts
Pseudo strike
115.67
IV
12.2%
B/E move
0.3%

75Δ

Calls
Pseudo strike
109.63
IV
17.9%
B/E move
1.0%
Puts
Pseudo strike
116.22
IV
12.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
108.62
IV
18.9%
B/E move
0.9%
Puts
Pseudo strike
116.86
IV
12.0%
B/E move
0.1%

Options history

No recorded observations