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iShares Russell Top 200 Growth ETF IWY

i

Market dataready · fetched 2026-11-13T02:53:56.247Z

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 · 2026-11-13T01:00:00.133331246Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:48:20.709218+00:00

Share price$274.35
1D+1.7%
AH$269$271$273$275$2775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWY
Sold putSold callAH

iShares Russell Top 200 Growth ETF options

Live interpolated IWY call and put midpoint premiums by absolute delta.iShares Russell Top 200 Growth ETF$0.62$3.15$5.67$8.20$10.72$255.58$264.42$273.27$282.11$290.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWY spot · $274.35IWY PRICE$0.90$1.14$1.65$2.15$2.65$3.15$3.71$4.46$5.21$5.96$6.87$8.43$9.99$1.54$1.92$2.31$2.75$3.32$3.90$4.47$5.11$5.76$6.42$7.07$8.32$9.64
PutsCheap0.89×
CallsCheap0.68×
SkewBearish+4.71 pp
Implied moveBearish±$8.18
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ281.9920.2%3.1%260.0335.7%5.8%
25Δ279.9619.0%2.5%263.7332.8%4.6%
30Δ278.9319.9%2.3%267.4330.0%3.4%
35Δ277.8920.7%2.1%270.4427.9%2.4%
40Δ276.8521.6%1.9%271.8927.5%2.1%
45Δ275.8222.5%1.7%273.3427.2%1.8%
50Δ274.7423.2%1.5%274.7926.8%1.5%
55Δ273.4923.4%1.3%276.0826.1%1.2%
60Δ272.2423.5%1.1%277.3325.3%1.0%
65Δ270.9923.7%0.9%278.5924.5%0.8%
70Δ269.6124.1%0.8%279.8523.7%0.6%
75Δ267.7025.1%0.7%281.4823.5%0.4%
80Δ265.8026.2%0.5%283.1523.5%0.3%

20Δ

Calls
Pseudo strike
281.99
IV
20.2%
B/E move
3.1%
Puts
Pseudo strike
260.03
IV
35.7%
B/E move
5.8%

25Δ

Calls
Pseudo strike
279.96
IV
19.0%
B/E move
2.5%
Puts
Pseudo strike
263.73
IV
32.8%
B/E move
4.6%

30Δ

Calls
Pseudo strike
278.93
IV
19.9%
B/E move
2.3%
Puts
Pseudo strike
267.43
IV
30.0%
B/E move
3.4%

35Δ

Calls
Pseudo strike
277.89
IV
20.7%
B/E move
2.1%
Puts
Pseudo strike
270.44
IV
27.9%
B/E move
2.4%

40Δ

Calls
Pseudo strike
276.85
IV
21.6%
B/E move
1.9%
Puts
Pseudo strike
271.89
IV
27.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
275.82
IV
22.5%
B/E move
1.7%
Puts
Pseudo strike
273.34
IV
27.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
274.74
IV
23.2%
B/E move
1.5%
Puts
Pseudo strike
274.79
IV
26.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
273.49
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
276.08
IV
26.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
272.24
IV
23.5%
B/E move
1.1%
Puts
Pseudo strike
277.33
IV
25.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
270.99
IV
23.7%
B/E move
0.9%
Puts
Pseudo strike
278.59
IV
24.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
269.61
IV
24.1%
B/E move
0.8%
Puts
Pseudo strike
279.85
IV
23.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
267.70
IV
25.1%
B/E move
0.7%
Puts
Pseudo strike
281.48
IV
23.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
265.80
IV
26.2%
B/E move
0.5%
Puts
Pseudo strike
283.15
IV
23.5%
B/E move
0.3%

Options history

IV · four-Friday blend21.99%
Daily close
IWY15.8%19.1%22.5%2026-08-14: 17.34%2026-08-17: 17.80%2026-08-18: 18.54%2026-08-20: 18.91%2026-08-21: 18.64%2026-08-24: 18.57%2026-08-25: 18.33%2026-08-26: 18.06%2026-08-27: 17.16%2026-08-28: 16.91%2026-08-31: 16.64%2026-09-01: 17.25%2026-09-02: 16.93%2026-09-03: 16.71%2026-09-04: 16.28%2026-09-08: 17.67%2026-09-09: 18.14%2026-09-10: 18.98%2026-09-11: 16.92%2026-09-14: 18.04%2026-09-15: 18.92%2026-09-16: 19.05%2026-09-18: 17.32%2026-09-21: 17.75%2026-09-22: 17.59%2026-09-23: 17.82%2026-09-24: 18.11%2026-09-25: 17.80%2026-09-28: 18.12%2026-09-29: 18.24%2026-09-30: 18.16%2026-10-01: 18.36%2026-10-02: 17.86%2026-10-07: 17.18%2026-10-08: 17.70%2026-10-09: 16.87%2026-10-12: 17.33%2026-10-13: 17.73%2026-10-14: 19.28%2026-10-16: 19.74%2026-10-19: 19.17%2026-10-20: 19.33%2026-10-21: 19.09%2026-10-22: 21.18%2026-10-23: 21.33%2026-10-26: 20.14%2026-10-27: 19.63%2026-10-28: 19.07%2026-10-29: 19.27%2026-10-30: 21.99%Aug 14Sep 22Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
17.34%
17.80%
18.54%
18.91%
18.64%
18.57%
18.33%
18.06%
17.16%
16.91%
16.64%
17.25%
16.93%
16.71%
16.28%
17.67%
18.14%
18.98%
16.92%
18.04%
18.92%
19.05%
17.32%
17.75%
17.59%
17.82%
18.11%
17.80%
18.12%
18.24%
18.16%
18.36%
17.86%
17.18%
17.70%
16.87%
17.33%
17.73%
19.28%
19.74%
19.17%
19.33%
19.09%
21.18%
21.33%
20.14%
19.63%
19.07%
19.27%
21.99%