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iShares Russell Top 200 Growth ETF IWY

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Market datapartial · fetched 2026-10-22T20:12:15.417Z

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 · 2026-10-22T20:10:00.003913219Z

FundamentalsAlpha Vantage · unavailable

Share price$282.37
1D-1.2%
AH$281$283$284$285$2875:30 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$1.17$6.15$11.13$16.11$21.09$259.10$271.83$284.57$297.30$310.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWY spot · $282.37IWY PRICE$1.71$2.30$2.99$3.69$4.65$5.63$6.84$8.25$9.78$11.53$13.66$16.25$19.66$2.44$3.15$3.87$4.71$5.65$6.58$7.51$8.58$9.82$11.14$12.76$14.50$17.31
PutsExpensive1.13×
CallsExpensive1.33×
SkewBearish+0.47 pp
Implied moveBearish±$14.35
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ297.2019.4%5.9%266.6326.5%6.4%
25Δ294.6019.8%5.1%270.4625.6%5.3%
30Δ292.3220.0%4.6%273.7124.6%4.4%
35Δ290.0420.3%4.0%276.5324.1%3.7%
40Δ287.9720.8%3.6%279.0623.9%3.2%
45Δ285.9021.4%3.2%281.4623.3%2.7%
50Δ283.7322.1%2.9%283.7722.7%2.2%
55Δ281.4623.0%2.6%286.0422.1%1.7%
60Δ279.0723.7%2.3%288.2521.8%1.4%
65Δ276.4524.3%2.0%290.5021.5%1.1%
70Δ273.5125.1%1.7%292.8821.2%0.8%
75Δ270.1926.2%1.4%295.3621.0%0.5%
80Δ266.0727.5%1.2%298.7421.5%0.3%

20Δ

Calls
Pseudo strike
297.20
IV
19.4%
B/E move
5.9%
Puts
Pseudo strike
266.63
IV
26.5%
B/E move
6.4%

25Δ

Calls
Pseudo strike
294.60
IV
19.8%
B/E move
5.1%
Puts
Pseudo strike
270.46
IV
25.6%
B/E move
5.3%

30Δ

Calls
Pseudo strike
292.32
IV
20.0%
B/E move
4.6%
Puts
Pseudo strike
273.71
IV
24.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
290.04
IV
20.3%
B/E move
4.0%
Puts
Pseudo strike
276.53
IV
24.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
287.97
IV
20.8%
B/E move
3.6%
Puts
Pseudo strike
279.06
IV
23.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
285.90
IV
21.4%
B/E move
3.2%
Puts
Pseudo strike
281.46
IV
23.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
283.73
IV
22.1%
B/E move
2.9%
Puts
Pseudo strike
283.77
IV
22.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
281.46
IV
23.0%
B/E move
2.6%
Puts
Pseudo strike
286.04
IV
22.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
279.07
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
288.25
IV
21.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
276.45
IV
24.3%
B/E move
2.0%
Puts
Pseudo strike
290.50
IV
21.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
273.51
IV
25.1%
B/E move
1.7%
Puts
Pseudo strike
292.88
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
270.19
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
295.36
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
266.07
IV
27.5%
B/E move
1.2%
Puts
Pseudo strike
298.74
IV
21.5%
B/E move
0.3%

Options history

No recorded observations