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iShares Global Healthcare ETF IXJ

i

Market datapartial · fetched 2026-11-11T13:58:26.985Z

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 · 2026-11-11T13:38:15.080145571Z

FundamentalsAlpha Vantage · unavailable

Share price$114.25
1D+0.0%
$114.19$114.22$114.25$114.28$114.315:30 AM6:30 AM9:00 AM1:00 PMIXJ
Sold putSold call

iShares Global Healthcare ETF options

Live interpolated IXJ call and put midpoint premiums by absolute delta.iShares Global Healthcare ETF$0.91$1.84$2.77$3.70$4.62$108.11$111.14$114.17$117.20$120.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IXJ spot · $114.25IXJ PRICE$1.16$1.29$1.29$1.61$1.94$2.29$2.69$3.17$3.80$4.36$1.01$1.10$1.19$1.29$1.40$1.53$1.71$1.90$2.19$2.49$2.88$3.28$3.78
PutsExpensive1.48×
Calls——
Skew——
Implied moveBearish±$3.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.5448.1%6.8%
25Δ109.8739.1%4.8%
30Δ117.9134.4%4.2%111.3733.4%3.6%
35Δ116.7430.9%3.3%112.4229.5%2.7%
40Δ113.2426.4%2.1%
45Δ114.9021.5%1.7%113.9024.2%1.6%
50Δ114.4122.7%1.5%114.4323.1%1.3%
55Δ113.9023.7%1.4%114.9322.2%1.1%
60Δ113.3424.2%1.2%115.4422.0%0.9%
65Δ112.7324.7%1.0%115.9521.8%0.7%
70Δ112.0725.4%0.9%116.5121.7%0.5%
75Δ111.2826.5%0.7%117.0821.6%0.4%
80Δ110.5426.2%0.6%117.7221.4%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.54
IV
48.1%
B/E move
6.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.87
IV
39.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
117.91
IV
34.4%
B/E move
4.2%
Puts
Pseudo strike
111.37
IV
33.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
116.74
IV
30.9%
B/E move
3.3%
Puts
Pseudo strike
112.42
IV
29.5%
B/E move
2.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.24
IV
26.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
114.90
IV
21.5%
B/E move
1.7%
Puts
Pseudo strike
113.90
IV
24.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
114.41
IV
22.7%
B/E move
1.5%
Puts
Pseudo strike
114.43
IV
23.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
113.90
IV
23.7%
B/E move
1.4%
Puts
Pseudo strike
114.93
IV
22.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
113.34
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
115.44
IV
22.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
112.73
IV
24.7%
B/E move
1.0%
Puts
Pseudo strike
115.95
IV
21.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
112.07
IV
25.4%
B/E move
0.9%
Puts
Pseudo strike
116.51
IV
21.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
111.28
IV
26.5%
B/E move
0.7%
Puts
Pseudo strike
117.08
IV
21.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
110.54
IV
26.2%
B/E move
0.6%
Puts
Pseudo strike
117.72
IV
21.4%
B/E move
0.3%

Options history

IV · four-Friday blend18.98%
Daily close
IXJ15.4%20.9%26.3%2026-08-13: 17.91%2026-08-14: 18.51%2026-08-17: 19.86%2026-08-20: 24.86%2026-08-26: 16.95%2026-08-27: 16.44%2026-08-28: 16.49%2026-08-31: 17.36%2026-09-01: 16.45%2026-09-02: 16.56%2026-09-03: 16.34%2026-09-04: 16.70%2026-09-08: 18.00%2026-09-09: 18.45%2026-09-10: 18.46%2026-09-11: 18.20%2026-09-14: 20.12%2026-09-15: 21.54%2026-09-16: 22.26%2026-09-17: 25.58%2026-09-18: 16.16%2026-09-21: 16.56%2026-09-22: 16.87%2026-09-23: 16.87%2026-09-24: 17.22%2026-09-25: 17.19%2026-09-28: 17.28%2026-09-29: 17.80%2026-09-30: 17.28%2026-10-01: 17.22%2026-10-02: 18.22%2026-10-05: 18.47%2026-10-06: 17.94%2026-10-07: 18.54%2026-10-08: 19.67%2026-10-09: 19.02%2026-10-12: 21.52%2026-10-13: 22.05%2026-10-14: 24.32%2026-10-16: 17.95%2026-10-19: 17.93%2026-10-21: 18.47%2026-10-23: 18.80%2026-10-26: 18.94%2026-10-27: 18.98%Aug 13Sep 22Oct 27
45 observations2026-08-13 — 2026-10-27
Table
DateIV (%)
17.91%
18.51%
19.86%
24.86%
16.95%
16.44%
16.49%
17.36%
16.45%
16.56%
16.34%
16.70%
18.00%
18.45%
18.46%
18.20%
20.12%
21.54%
22.26%
25.58%
16.16%
16.56%
16.87%
16.87%
17.22%
17.19%
17.28%
17.80%
17.28%
17.22%
18.22%
18.47%
17.94%
18.54%
19.67%
19.02%
21.52%
22.05%
24.32%
17.95%
17.93%
18.47%
18.80%
18.94%
18.98%