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iShares U.S. Energy ETF IYE

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Market datapartial · fetched 2026-10-22T15:48:02.017Z

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 · 2026-10-22T15:47:59.718628561Z

FundamentalsAlpha Vantage · unavailable

Share price$70.00
1D-2.8%
$69.54$70.20$70.85$71.51$72.175:30 AM6:30 AM9:00 AM1:00 PMIYE
Sold putSold call

iShares U.S. Energy ETF options

Live interpolated IYE call and put midpoint premiums by absolute delta.iShares U.S. Energy ETF$0.40$1.89$3.38$4.88$6.37$61.29$65.67$70.05$74.43$78.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYE spot · $70.00IYE PRICE$0.77$0.94$1.20$1.48$1.75$2.04$2.40$2.79$3.18$3.77$4.42$5.00$5.94$0.56$0.97$1.12$1.28$1.47$1.79$2.14$2.52$2.97$3.43$3.95$4.65$5.88
PutsCheap0.76×
CallsCheap0.92×
SkewBullish-6.32 pp
Implied moveBullish±$4.53
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.5637.5%11.9%66.2125.0%6.2%
25Δ75.2133.4%8.8%66.3431.7%6.6%
30Δ74.1233.2%7.6%67.4528.8%5.3%
35Δ73.1533.5%6.6%68.4026.5%4.1%
40Δ72.1932.7%5.6%69.1525.0%3.3%
45Δ71.3232.1%4.8%69.7725.4%2.9%
50Δ70.5032.1%4.1%70.4125.8%2.5%
55Δ69.7132.1%3.6%71.0626.1%2.1%
60Δ68.9231.8%3.0%71.7726.5%1.7%
65Δ68.0532.8%2.6%72.4726.4%1.4%
70Δ67.1233.5%2.2%73.2226.3%1.0%
75Δ66.2333.0%1.8%74.1226.9%0.8%
80Δ65.0433.7%1.4%75.5128.9%0.5%

20Δ

Calls
Pseudo strike
77.56
IV
37.5%
B/E move
11.9%
Puts
Pseudo strike
66.21
IV
25.0%
B/E move
6.2%

25Δ

Calls
Pseudo strike
75.21
IV
33.4%
B/E move
8.8%
Puts
Pseudo strike
66.34
IV
31.7%
B/E move
6.6%

30Δ

Calls
Pseudo strike
74.12
IV
33.2%
B/E move
7.6%
Puts
Pseudo strike
67.45
IV
28.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
73.15
IV
33.5%
B/E move
6.6%
Puts
Pseudo strike
68.40
IV
26.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
72.19
IV
32.7%
B/E move
5.6%
Puts
Pseudo strike
69.15
IV
25.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
71.32
IV
32.1%
B/E move
4.8%
Puts
Pseudo strike
69.77
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
70.50
IV
32.1%
B/E move
4.1%
Puts
Pseudo strike
70.41
IV
25.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
69.71
IV
32.1%
B/E move
3.6%
Puts
Pseudo strike
71.06
IV
26.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
68.92
IV
31.8%
B/E move
3.0%
Puts
Pseudo strike
71.77
IV
26.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
68.05
IV
32.8%
B/E move
2.6%
Puts
Pseudo strike
72.47
IV
26.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
67.12
IV
33.5%
B/E move
2.2%
Puts
Pseudo strike
73.22
IV
26.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
66.23
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
74.12
IV
26.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
65.04
IV
33.7%
B/E move
1.4%
Puts
Pseudo strike
75.51
IV
28.9%
B/E move
0.5%

Options history

No recorded observations