IntraAlpha
Create free account Start free

iShares Global Financials ETF IXG

i

Market dataready · fetched 2026-10-24T19:21:37.736Z

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 · 2026-10-24T00:00:00.080694658Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T19:21:38.033010+00:00

Share price$128.68
1D-0.3%
AH$128.08$128.36$128.64$128.91$129.195:30 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$0.48$2.13$3.79$5.44$7.09$119.57$123.99$128.42$132.84$137.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IXG spot · $128.68IXG PRICE$0.66$0.84$1.04$1.31$1.58$1.88$2.27$2.72$3.21$3.78$4.45$5.14$6.31$0.84$1.07$1.34$1.62$1.92$2.25$2.61$3.03$3.49$4.02$4.62$5.30$6.62
PutsCheap0.88×
CallsCheap0.88×
SkewBearish+1.42 pp
Implied moveBearish±$4.89
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.4517.1%5.0%123.2220.9%4.9%
25Δ133.1816.5%4.2%124.5720.0%4.0%
30Δ132.1716.0%3.5%125.6819.5%3.4%
35Δ131.3916.1%3.1%126.6619.1%2.8%
40Δ130.6416.2%2.8%127.5618.7%2.4%
45Δ129.9016.2%2.4%128.4018.3%2.0%
50Δ129.1816.7%2.2%129.2118.1%1.6%
55Δ128.4317.1%1.9%130.0118.0%1.3%
60Δ127.6417.5%1.7%130.8117.9%1.1%
65Δ126.7917.9%1.5%131.6517.8%0.8%
70Δ125.8618.4%1.3%132.5317.7%0.6%
75Δ124.8918.5%1.1%133.4617.6%0.4%
80Δ123.5219.7%0.9%134.9719.0%0.3%

20Δ

Calls
Pseudo strike
134.45
IV
17.1%
B/E move
5.0%
Puts
Pseudo strike
123.22
IV
20.9%
B/E move
4.9%

25Δ

Calls
Pseudo strike
133.18
IV
16.5%
B/E move
4.2%
Puts
Pseudo strike
124.57
IV
20.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
132.17
IV
16.0%
B/E move
3.5%
Puts
Pseudo strike
125.68
IV
19.5%
B/E move
3.4%

35Δ

Calls
Pseudo strike
131.39
IV
16.1%
B/E move
3.1%
Puts
Pseudo strike
126.66
IV
19.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
130.64
IV
16.2%
B/E move
2.8%
Puts
Pseudo strike
127.56
IV
18.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
129.90
IV
16.2%
B/E move
2.4%
Puts
Pseudo strike
128.40
IV
18.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
129.18
IV
16.7%
B/E move
2.2%
Puts
Pseudo strike
129.21
IV
18.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
128.43
IV
17.1%
B/E move
1.9%
Puts
Pseudo strike
130.01
IV
18.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
127.64
IV
17.5%
B/E move
1.7%
Puts
Pseudo strike
130.81
IV
17.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
126.79
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
131.65
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
125.86
IV
18.4%
B/E move
1.3%
Puts
Pseudo strike
132.53
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
124.89
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
133.46
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
123.52
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
134.97
IV
19.0%
B/E move
0.3%

Options history

No recorded observations