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iShares U.S. Consumer Discretionary ETF IYC

i

Market dataready · fetched 2026-10-24T04:26:27.408Z

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 · 2026-10-24T00:00:00.084303612Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:26:27.661185+00:00

Share price$99.04
1D-0.9%
AH$98.78$99.09$99.41$99.72$100.035:30 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$0.71$2.26$3.81$5.35$6.90$91.92$95.71$99.50$103.30$107.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYC spot · $99.03IYC PRICE$0.88$1.02$1.16$1.35$1.59$1.95$2.35$2.79$3.27$3.80$4.53$5.32$6.45$0.95$1.09$1.24$1.39$1.59$1.85$2.11$2.40$2.79$3.22$3.68$4.06$5.27
PutsExpensive1.52×
CallsExpensive1.54×
SkewBullish-3.43 pp
Implied moveBullish±$4.46
TiltBullish7.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.9230.1%8.9%93.0130.0%7.0%
25Δ104.5626.3%6.6%94.9326.0%5.2%
30Δ102.9523.1%5.1%96.2923.1%4.0%
35Δ101.8821.8%4.2%97.3121.1%3.2%
40Δ100.9721.4%3.6%98.1020.0%2.5%
45Δ100.2522.0%3.2%98.7919.6%2.1%
50Δ99.5022.6%2.8%99.4519.0%1.7%
55Δ98.7323.1%2.5%100.0818.5%1.4%
60Δ97.9223.5%2.2%100.7318.5%1.1%
65Δ97.0823.8%1.9%101.4118.5%0.9%
70Δ96.1024.7%1.6%102.0918.4%0.6%
75Δ95.0525.3%1.3%102.6917.5%0.4%
80Δ93.6826.6%1.1%104.0419.4%0.3%

20Δ

Calls
Pseudo strike
106.92
IV
30.1%
B/E move
8.9%
Puts
Pseudo strike
93.01
IV
30.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
104.56
IV
26.3%
B/E move
6.6%
Puts
Pseudo strike
94.93
IV
26.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
102.95
IV
23.1%
B/E move
5.1%
Puts
Pseudo strike
96.29
IV
23.1%
B/E move
4.0%

35Δ

Calls
Pseudo strike
101.88
IV
21.8%
B/E move
4.2%
Puts
Pseudo strike
97.31
IV
21.1%
B/E move
3.2%

40Δ

Calls
Pseudo strike
100.97
IV
21.4%
B/E move
3.6%
Puts
Pseudo strike
98.10
IV
20.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
100.25
IV
22.0%
B/E move
3.2%
Puts
Pseudo strike
98.79
IV
19.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
99.50
IV
22.6%
B/E move
2.8%
Puts
Pseudo strike
99.45
IV
19.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
98.73
IV
23.1%
B/E move
2.5%
Puts
Pseudo strike
100.08
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
97.92
IV
23.5%
B/E move
2.2%
Puts
Pseudo strike
100.73
IV
18.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
97.08
IV
23.8%
B/E move
1.9%
Puts
Pseudo strike
101.41
IV
18.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
96.10
IV
24.7%
B/E move
1.6%
Puts
Pseudo strike
102.09
IV
18.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
95.05
IV
25.3%
B/E move
1.3%
Puts
Pseudo strike
102.69
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
93.68
IV
26.6%
B/E move
1.1%
Puts
Pseudo strike
104.04
IV
19.4%
B/E move
0.3%

Options history

No recorded observations