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iShares U.S. Consumer Discretionary ETF IYC

i

Market datapartial · fetched 2026-10-22T16:18:19.460Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:12:59.026649876Z

FundamentalsAlpha Vantage · unavailable

Share price$100.65
1D+1.0%
$99.52$99.85$100.19$100.52$100.855:30 AM6:30 AM9:00 AM1:00 PMIYC
Sold putSold call

iShares U.S. Consumer Discretionary ETF options

Live interpolated IYC call and put midpoint premiums by absolute delta.iShares U.S. Consumer Discretionary ETF$1.69$2.67$3.64$4.62$5.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIYC PRICE$5.31$1.80$2.29$2.79$3.29$3.78$4.28$4.78$5.27
PutsExpensive1.45×
CallsExpensive1.13×
SkewBearish+4.15 pp
Implied move——
TiltBearish68.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ97.1122.5%5.3%
35Δ98.1922.1%4.7%
40Δ99.2821.8%4.1%
45Δ100.3721.4%3.5%
50Δ101.4621.1%3.0%
55Δ102.5520.7%2.4%
60Δ103.6320.3%1.8%
65Δ104.7220.0%1.2%
70Δ
75Δ96.9917.1%1.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.11
IV
22.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.19
IV
22.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.28
IV
21.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.37
IV
21.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.46
IV
21.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.55
IV
20.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.63
IV
20.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.72
IV
20.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
96.99
IV
17.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations