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iShares U.S. Consumer Discretionary ETF IYC

i

Market dataready · fetched 2026-11-12T02:55:19.385Z

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 · 2026-11-12T01:00:00.138135293Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:47:49.270250+00:00

Share price$105.91
1D+0.1%
AH$105.08$105.31$105.54$105.76$105.995:30 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$0.76$1.63$2.50$3.36$4.23$100.60$103.44$106.29$109.13$111.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IYC spot · $105.91IYC PRICE$0.94$1.02$1.11$1.21$1.31$2.42$2.42$2.42$2.42$2.79$0.86$0.96$1.06$1.09$1.30$1.53$1.88$2.23$2.58$3.12$3.98
Puts——
Calls——
Skew——
Implied moveBearish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.1745.4%6.2%
25Δ102.0738.0%4.5%
30Δ108.8530.8%3.7%103.3333.1%3.4%
35Δ107.8627.0%2.8%
40Δ107.1324.3%2.2%105.1422.4%1.8%
45Δ106.5922.3%1.8%105.6122.3%1.5%
50Δ106.0920.4%1.4%106.0922.5%1.3%
55Δ106.6023.4%1.1%
60Δ104.9628.0%1.4%107.1224.1%1.0%
65Δ104.6724.8%1.1%107.6624.2%0.8%
70Δ104.3721.5%0.8%108.3525.3%0.6%
75Δ104.0718.3%0.6%109.3227.9%0.5%
80Δ103.5617.8%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.17
IV
45.4%
B/E move
6.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.07
IV
38.0%
B/E move
4.5%

30Δ

Calls
Pseudo strike
108.85
IV
30.8%
B/E move
3.7%
Puts
Pseudo strike
103.33
IV
33.1%
B/E move
3.4%

35Δ

Calls
Pseudo strike
107.86
IV
27.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
107.13
IV
24.3%
B/E move
2.2%
Puts
Pseudo strike
105.14
IV
22.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
106.59
IV
22.3%
B/E move
1.8%
Puts
Pseudo strike
105.61
IV
22.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
106.09
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
106.09
IV
22.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.60
IV
23.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
104.96
IV
28.0%
B/E move
1.4%
Puts
Pseudo strike
107.12
IV
24.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
104.67
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
107.66
IV
24.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
104.37
IV
21.5%
B/E move
0.8%
Puts
Pseudo strike
108.35
IV
25.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
104.07
IV
18.3%
B/E move
0.6%
Puts
Pseudo strike
109.32
IV
27.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
103.56
IV
17.8%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.95%
Daily close
IYC16.3%21.5%26.6%2026-08-13: 19.02%2026-08-14: 19.41%2026-08-17: 19.55%2026-08-18: 20.08%2026-08-19: 20.70%2026-08-20: 24.66%2026-08-21: 17.03%2026-08-24: 17.57%2026-08-25: 17.40%2026-08-26: 17.41%2026-08-27: 17.30%2026-08-28: 17.04%2026-08-31: 17.62%2026-09-01: 17.69%2026-09-02: 17.70%2026-09-03: 17.07%2026-09-04: 17.58%2026-09-08: 18.89%2026-09-09: 19.32%2026-09-10: 19.71%2026-09-11: 19.40%2026-09-14: 20.83%2026-09-15: 21.82%2026-09-16: 23.12%2026-09-17: 25.35%2026-09-18: 17.65%2026-09-21: 17.49%2026-09-22: 17.48%2026-09-23: 18.37%2026-09-24: 17.85%2026-09-25: 17.95%2026-09-28: 18.15%2026-09-29: 18.08%2026-09-30: 19.13%2026-10-01: 18.40%2026-10-02: 18.58%2026-10-05: 19.04%2026-10-06: 19.05%2026-10-07: 18.72%2026-10-08: 18.87%2026-10-09: 18.84%2026-10-12: 20.30%2026-10-13: 20.99%2026-10-14: 22.50%2026-10-15: 25.87%2026-10-16: 18.18%2026-10-19: 18.34%2026-10-20: 18.58%2026-10-21: 18.57%2026-10-22: 19.07%2026-10-23: 19.59%2026-10-26: 19.24%2026-10-27: 18.95%2026-10-28: 18.64%2026-10-29: 18.28%2026-10-30: 18.95%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.02%
19.41%
19.55%
20.08%
20.70%
24.66%
17.03%
17.57%
17.40%
17.41%
17.30%
17.04%
17.62%
17.69%
17.70%
17.07%
17.58%
18.89%
19.32%
19.71%
19.40%
20.83%
21.82%
23.12%
25.35%
17.65%
17.49%
17.48%
18.37%
17.85%
17.95%
18.15%
18.08%
19.13%
18.40%
18.58%
19.04%
19.05%
18.72%
18.87%
18.84%
20.30%
20.99%
22.50%
25.87%
18.18%
18.34%
18.58%
18.57%
19.07%
19.59%
19.24%
18.95%
18.64%
18.28%
18.95%