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iShares Global Financials ETF IXG

i

Market dataready · fetched 2026-11-13T00:47:34.397Z

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 · 2026-11-12T23:30:00.002648032Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:33.728047+00:00

Share price$132.52
1D-0.5%
AH$132.34$132.66$132.98$133.30$133.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIXG
Sold putSold callAH

iShares Global Financials ETF options

Live interpolated IXG call and put midpoint premiums by absolute delta.iShares Global Financials ETF$0.36$1.26$2.17$3.07$3.97$126.69$129.39$132.08$134.78$137.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IXG spot · $132.52IXG PRICE$0.46$0.57$0.67$0.76$0.88$1.01$1.19$1.38$1.62$2.04$2.50$3.05$3.71$0.60$0.79$0.88$0.98$1.12$1.29$1.49$1.69$1.90$2.11$2.38$2.66$2.98
PutsCheap0.80×
CallsCheap0.87×
SkewBearish+2.11 pp
Implied moveBearish±$2.67
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.3221.6%3.2%128.4926.4%3.5%
25Δ135.3719.9%2.6%129.2526.9%3.1%
30Δ134.6318.5%2.1%130.3223.5%2.3%
35Δ133.9616.8%1.7%131.1221.1%1.8%
40Δ133.5216.2%1.4%131.6919.8%1.5%
45Δ133.0715.5%1.2%132.2119.0%1.2%
50Δ132.6815.3%1.0%132.6818.6%1.0%
55Δ132.3015.2%0.9%133.1318.1%0.8%
60Δ131.8915.4%0.7%133.5517.6%0.7%
65Δ131.3716.8%0.7%133.9717.0%0.5%
70Δ130.8118.1%0.6%134.4016.5%0.4%
75Δ130.1519.2%0.5%134.8316.1%0.3%
80Δ129.3720.2%0.4%135.2715.4%0.2%

20Δ

Calls
Pseudo strike
136.32
IV
21.6%
B/E move
3.2%
Puts
Pseudo strike
128.49
IV
26.4%
B/E move
3.5%

25Δ

Calls
Pseudo strike
135.37
IV
19.9%
B/E move
2.6%
Puts
Pseudo strike
129.25
IV
26.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
134.63
IV
18.5%
B/E move
2.1%
Puts
Pseudo strike
130.32
IV
23.5%
B/E move
2.3%

35Δ

Calls
Pseudo strike
133.96
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
131.12
IV
21.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
133.52
IV
16.2%
B/E move
1.4%
Puts
Pseudo strike
131.69
IV
19.8%
B/E move
1.5%

45Δ

Calls
Pseudo strike
133.07
IV
15.5%
B/E move
1.2%
Puts
Pseudo strike
132.21
IV
19.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
132.68
IV
15.3%
B/E move
1.0%
Puts
Pseudo strike
132.68
IV
18.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
132.30
IV
15.2%
B/E move
0.9%
Puts
Pseudo strike
133.13
IV
18.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
131.89
IV
15.4%
B/E move
0.7%
Puts
Pseudo strike
133.55
IV
17.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
131.37
IV
16.8%
B/E move
0.7%
Puts
Pseudo strike
133.97
IV
17.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
130.81
IV
18.1%
B/E move
0.6%
Puts
Pseudo strike
134.40
IV
16.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
130.15
IV
19.2%
B/E move
0.5%
Puts
Pseudo strike
134.83
IV
16.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
129.37
IV
20.2%
B/E move
0.4%
Puts
Pseudo strike
135.27
IV
15.4%
B/E move
0.2%

Options history

IV · four-Friday blend17.51%
Daily close
IXG14.5%16.8%19.0%2026-08-17: 14.79%2026-08-18: 15.16%2026-08-19: 15.36%2026-08-20: 16.79%2026-08-21: 15.44%2026-08-24: 15.71%2026-08-25: 15.66%2026-08-26: 15.72%2026-08-27: 15.59%2026-08-28: 15.13%2026-08-31: 15.35%2026-09-01: 15.78%2026-09-02: 15.32%2026-09-04: 15.40%2026-09-08: 16.05%2026-09-09: 16.58%2026-09-10: 16.70%2026-09-11: 15.85%2026-09-14: 17.03%2026-09-15: 17.37%2026-09-16: 18.72%2026-09-17: 18.50%2026-09-18: 15.72%2026-09-21: 15.81%2026-09-22: 16.27%2026-09-23: 17.00%2026-09-24: 16.79%2026-09-25: 16.45%2026-09-28: 17.22%2026-09-29: 17.26%2026-09-30: 16.44%2026-10-01: 17.26%2026-10-02: 17.10%2026-10-05: 16.91%2026-10-06: 16.78%2026-10-07: 17.25%2026-10-08: 17.30%2026-10-09: 16.86%2026-10-12: 17.37%2026-10-13: 17.30%2026-10-14: 17.78%2026-10-15: 17.45%2026-10-16: 16.65%2026-10-19: 16.40%2026-10-20: 16.68%2026-10-21: 16.34%2026-10-22: 16.64%2026-10-23: 16.98%2026-10-26: 16.62%2026-10-27: 16.67%2026-10-28: 16.28%2026-10-29: 16.28%2026-10-30: 17.51%Aug 17Sep 24Oct 30
53 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
14.79%
15.16%
15.36%
16.79%
15.44%
15.71%
15.66%
15.72%
15.59%
15.13%
15.35%
15.78%
15.32%
15.40%
16.05%
16.58%
16.70%
15.85%
17.03%
17.37%
18.72%
18.50%
15.72%
15.81%
16.27%
17.00%
16.79%
16.45%
17.22%
17.26%
16.44%
17.26%
17.10%
16.91%
16.78%
17.25%
17.30%
16.86%
17.37%
17.30%
17.78%
17.45%
16.65%
16.40%
16.68%
16.34%
16.64%
16.98%
16.62%
16.67%
16.28%
16.28%
17.51%