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iShares Global Comm Services ETF IXP

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Market dataready · fetched 2026-11-12T00:47:19.456Z

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 · 2026-11-11T23:30:00.002635445Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:47:19.116712+00:00

Share price$111.84
1D+0.3%
AH$111.14$111.43$111.72$112.01$112.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIXP
Sold putSold callAH

iShares Global Comm Services ETF options

Live interpolated IXP call and put midpoint premiums by absolute delta.iShares Global Comm Services ETF$0.94$1.70$2.46$3.22$3.97$105.36$108.82$112.28$115.74$119.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IXP spot · $111.84IXP PRICE$1.02$1.07$1.14$1.25$1.36$1.49$1.64$1.80$1.97$2.25$2.57$3.01$3.76$1.11$1.20$1.29$1.39$1.51$1.66$1.81$1.96$2.10$2.33$2.57$2.89$3.26
PutsExpensive1.40×
CallsCheap0.83×
SkewBearish+0.39 pp
Implied moveBearish±$3.45
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.7654.9%8.9%104.5455.1%7.5%
25Δ117.3442.5%5.9%107.0844.8%5.3%
30Δ115.4535.5%4.2%108.7437.7%3.9%
35Δ114.2331.3%3.3%109.9033.0%3.0%
40Δ113.3528.1%2.6%110.7529.8%2.3%
45Δ112.6525.9%2.1%111.4427.4%1.8%
50Δ112.0524.2%1.6%112.0425.5%1.4%
55Δ111.5622.8%1.4%112.5223.7%1.1%
60Δ111.0921.5%1.1%113.0021.9%0.8%
65Δ110.5921.1%0.9%113.4320.9%0.7%
70Δ110.0920.9%0.7%113.8620.0%0.5%
75Δ109.5021.2%0.6%114.3319.3%0.4%
80Δ108.6423.0%0.5%114.8418.9%0.2%

20Δ

Calls
Pseudo strike
120.76
IV
54.9%
B/E move
8.9%
Puts
Pseudo strike
104.54
IV
55.1%
B/E move
7.5%

25Δ

Calls
Pseudo strike
117.34
IV
42.5%
B/E move
5.9%
Puts
Pseudo strike
107.08
IV
44.8%
B/E move
5.3%

30Δ

Calls
Pseudo strike
115.45
IV
35.5%
B/E move
4.2%
Puts
Pseudo strike
108.74
IV
37.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
114.23
IV
31.3%
B/E move
3.3%
Puts
Pseudo strike
109.90
IV
33.0%
B/E move
3.0%

40Δ

Calls
Pseudo strike
113.35
IV
28.1%
B/E move
2.6%
Puts
Pseudo strike
110.75
IV
29.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
112.65
IV
25.9%
B/E move
2.1%
Puts
Pseudo strike
111.44
IV
27.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
112.05
IV
24.2%
B/E move
1.6%
Puts
Pseudo strike
112.04
IV
25.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
111.56
IV
22.8%
B/E move
1.4%
Puts
Pseudo strike
112.52
IV
23.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
111.09
IV
21.5%
B/E move
1.1%
Puts
Pseudo strike
113.00
IV
21.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
110.59
IV
21.1%
B/E move
0.9%
Puts
Pseudo strike
113.43
IV
20.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
110.09
IV
20.9%
B/E move
0.7%
Puts
Pseudo strike
113.86
IV
20.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
109.50
IV
21.2%
B/E move
0.6%
Puts
Pseudo strike
114.33
IV
19.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
108.64
IV
23.0%
B/E move
0.5%
Puts
Pseudo strike
114.84
IV
18.9%
B/E move
0.2%

Options history

IV · four-Friday blend22.83%
Daily close
IXP16.2%22.1%28.0%2026-08-13: 19.13%2026-08-14: 18.96%2026-08-17: 22.23%2026-08-18: 22.88%2026-08-19: 23.77%2026-08-20: 26.99%2026-08-21: 18.12%2026-08-24: 18.18%2026-08-25: 18.05%2026-08-26: 17.62%2026-08-27: 17.74%2026-08-28: 17.00%2026-08-31: 17.54%2026-09-01: 17.43%2026-09-02: 17.15%2026-09-03: 17.78%2026-09-04: 17.78%2026-09-08: 18.98%2026-09-09: 19.47%2026-09-10: 20.24%2026-09-11: 19.33%2026-09-16: 22.65%2026-09-17: 25.83%2026-09-18: 17.32%2026-09-23: 18.69%2026-09-25: 18.40%2026-09-28: 18.86%2026-09-29: 19.49%2026-09-30: 19.24%2026-10-01: 19.44%2026-10-02: 19.48%2026-10-05: 19.75%2026-10-06: 19.63%2026-10-07: 19.74%2026-10-08: 19.98%2026-10-09: 19.18%2026-10-12: 20.49%2026-10-13: 21.94%2026-10-14: 24.04%2026-10-15: 27.17%2026-10-16: 18.87%2026-10-19: 19.58%2026-10-20: 19.54%2026-10-21: 19.48%2026-10-22: 21.36%2026-10-23: 21.58%2026-10-26: 21.33%2026-10-27: 20.54%2026-10-28: 19.68%2026-10-29: 20.37%2026-10-30: 22.83%Aug 13Sep 25Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.13%
18.96%
22.23%
22.88%
23.77%
26.99%
18.12%
18.18%
18.05%
17.62%
17.74%
17.00%
17.54%
17.43%
17.15%
17.78%
17.78%
18.98%
19.47%
20.24%
19.33%
22.65%
25.83%
17.32%
18.69%
18.40%
18.86%
19.49%
19.24%
19.44%
19.48%
19.75%
19.63%
19.74%
19.98%
19.18%
20.49%
21.94%
24.04%
27.17%
18.87%
19.58%
19.54%
19.48%
21.36%
21.58%
21.33%
20.54%
19.68%
20.37%
22.83%