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iShares U.S. Consumer Discretionary ETF IYC

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Market datapartial · fetched 2026-10-22T23:21:01.862Z

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 · 2026-10-22T22:30:00.003608241Z

FundamentalsAlpha Vantage · unavailable

Share price$100.78
1D+1.2%
AH$99.52$99.86$100.20$100.53$100.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYC
Sold putSold callAH

iShares U.S. Consumer Discretionary ETF options

Live interpolated IYC call and put midpoint premiums by absolute delta.iShares U.S. Consumer Discretionary ETF$0.63$2.69$4.74$6.80$8.85$92.61$96.34$100.07$103.80$107.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYC spot · $100.78IYC PRICE$0.85$0.96$1.10$1.22$1.38$1.58$1.86$2.19$2.57$2.93$3.32$3.78$4.23$1.02$1.17$1.31$1.50$1.85$2.19$2.54$2.93$3.46$4.24$5.10$5.58$8.26
PutsExpensive1.89×
CallsExpensive1.19×
SkewBearish+5.00 pp
Implied moveBearish±$4.40
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.4328.0%8.4%94.3231.0%7.4%
25Δ105.9523.3%6.1%96.4126.6%5.5%
30Δ104.5221.0%4.8%97.9023.5%4.2%
35Δ103.3918.8%3.8%98.9821.6%3.3%
40Δ102.5417.5%3.1%99.7321.9%2.9%
45Δ101.8216.8%2.6%100.5021.8%2.4%
50Δ101.2116.8%2.3%101.2821.5%2.0%
55Δ100.5917.0%2.0%102.0521.3%1.7%
60Δ99.9717.3%1.7%102.8721.7%1.4%
65Δ99.3517.1%1.5%103.8722.9%1.1%
70Δ98.7016.9%1.2%104.9723.6%0.9%
75Δ98.0416.7%1.0%105.7522.7%0.6%
80Δ97.3816.1%0.8%108.5128.4%0.5%

20Δ

Calls
Pseudo strike
108.43
IV
28.0%
B/E move
8.4%
Puts
Pseudo strike
94.32
IV
31.0%
B/E move
7.4%

25Δ

Calls
Pseudo strike
105.95
IV
23.3%
B/E move
6.1%
Puts
Pseudo strike
96.41
IV
26.6%
B/E move
5.5%

30Δ

Calls
Pseudo strike
104.52
IV
21.0%
B/E move
4.8%
Puts
Pseudo strike
97.90
IV
23.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
103.39
IV
18.8%
B/E move
3.8%
Puts
Pseudo strike
98.98
IV
21.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
102.54
IV
17.5%
B/E move
3.1%
Puts
Pseudo strike
99.73
IV
21.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
101.82
IV
16.8%
B/E move
2.6%
Puts
Pseudo strike
100.50
IV
21.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
101.21
IV
16.8%
B/E move
2.3%
Puts
Pseudo strike
101.28
IV
21.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
100.59
IV
17.0%
B/E move
2.0%
Puts
Pseudo strike
102.05
IV
21.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
99.97
IV
17.3%
B/E move
1.7%
Puts
Pseudo strike
102.87
IV
21.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
99.35
IV
17.1%
B/E move
1.5%
Puts
Pseudo strike
103.87
IV
22.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
98.70
IV
16.9%
B/E move
1.2%
Puts
Pseudo strike
104.97
IV
23.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
98.04
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
105.75
IV
22.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
97.38
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
108.51
IV
28.4%
B/E move
0.5%

Options history

No recorded observations