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iShares Russell Top 200 Growth ETF IWY

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Market datapartial · fetched 2026-10-22T18:29:25.418Z

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 · 2026-10-22T18:28:50.397309267Z

FundamentalsAlpha Vantage · unavailable

Share price$282.29
1D-1.3%
$282$283$284$285$2875:30 AM6:30 AM9:00 AM1:00 PMIWY
Sold putSold call

iShares Russell Top 200 Growth ETF options

Live interpolated IWY call and put midpoint premiums by absolute delta.iShares Russell Top 200 Growth ETF$1.31$6.36$11.42$16.47$21.52$259.05$271.80$284.55$297.30$310.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWY spot · $282.29IWY PRICE$1.85$2.55$3.24$3.93$4.88$5.89$7.12$8.54$10.20$12.19$14.36$16.69$20.07$2.63$3.30$4.03$4.81$5.66$6.54$7.43$8.42$9.53$10.67$12.16$13.64$16.16
PutsExpensive1.12×
CallsExpensive1.39×
SkewBullish-0.57 pp
Implied moveBearish±$14.55
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ297.6419.9%6.1%265.4928.5%6.9%
25Δ295.2320.4%5.5%269.8626.8%5.6%
30Δ292.8320.9%4.9%273.2625.6%4.6%
35Δ290.4221.5%4.3%276.2824.6%3.8%
40Δ288.1922.0%3.8%278.9424.0%3.2%
45Δ285.9922.5%3.4%281.3823.2%2.6%
50Δ283.7123.1%3.0%283.6722.4%2.1%
55Δ281.3623.9%2.7%285.8821.8%1.7%
60Δ278.8124.7%2.4%287.9921.2%1.4%
65Δ276.0025.8%2.1%290.1020.7%1.0%
70Δ272.9726.5%1.8%292.3220.3%0.8%
75Δ269.7727.0%1.5%294.5419.8%0.5%
80Δ265.6528.2%1.2%297.6320.1%0.3%

20Δ

Calls
Pseudo strike
297.64
IV
19.9%
B/E move
6.1%
Puts
Pseudo strike
265.49
IV
28.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
295.23
IV
20.4%
B/E move
5.5%
Puts
Pseudo strike
269.86
IV
26.8%
B/E move
5.6%

30Δ

Calls
Pseudo strike
292.83
IV
20.9%
B/E move
4.9%
Puts
Pseudo strike
273.26
IV
25.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
290.42
IV
21.5%
B/E move
4.3%
Puts
Pseudo strike
276.28
IV
24.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
288.19
IV
22.0%
B/E move
3.8%
Puts
Pseudo strike
278.94
IV
24.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
285.99
IV
22.5%
B/E move
3.4%
Puts
Pseudo strike
281.38
IV
23.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
283.71
IV
23.1%
B/E move
3.0%
Puts
Pseudo strike
283.67
IV
22.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
281.36
IV
23.9%
B/E move
2.7%
Puts
Pseudo strike
285.88
IV
21.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
278.81
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
287.99
IV
21.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
276.00
IV
25.8%
B/E move
2.1%
Puts
Pseudo strike
290.10
IV
20.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
272.97
IV
26.5%
B/E move
1.8%
Puts
Pseudo strike
292.32
IV
20.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
269.77
IV
27.0%
B/E move
1.5%
Puts
Pseudo strike
294.54
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
265.65
IV
28.2%
B/E move
1.2%
Puts
Pseudo strike
297.63
IV
20.1%
B/E move
0.3%

Options history

No recorded observations