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iShares U.S. Energy ETF IYE

i

Market dataready · fetched 2026-11-13T04:13:33.213Z

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 · 2026-11-13T01:00:00.065116992Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T04:13:32.904470+00:00

Share price$67.90
1D+1.5%
AH$67.05$67.42$67.79$68.16$68.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYE
Sold putSold callAH

iShares U.S. Energy ETF options

Live interpolated IYE call and put midpoint premiums by absolute delta.iShares U.S. Energy ETF$0.49$1.18$1.87$2.56$3.25$51.07$59.64$68.21$76.79$85.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYE spot · $67.90IYE PRICE$0.56$0.64$0.73$0.83$0.93$0.94$0.95$1.19$1.44$1.70$2.00$2.31$2.80$0.58$0.63$0.70$0.80$0.93$1.07$1.21$1.43$1.65$1.93$2.30$2.67$3.05
PutsCheap0.24×
CallsCheap0.23×
SkewBullish-0.52 pp
Implied moveBearish±$2.16
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.7553.1%8.0%64.0650.6%6.5%
25Δ71.2045.1%5.8%65.3441.5%4.7%
30Δ70.2140.1%4.5%66.1736.5%3.6%
35Δ69.5237.1%3.6%66.7433.4%2.9%
40Δ68.9334.1%2.9%67.2231.4%2.4%
45Δ68.4629.2%2.2%67.6230.4%2.0%
50Δ68.0024.2%1.5%68.0229.4%1.6%
55Δ67.6525.5%1.4%68.4029.3%1.4%
60Δ67.3026.7%1.2%68.7829.3%1.1%
65Δ66.9427.9%1.1%69.2028.9%0.9%
70Δ66.5128.3%0.9%69.6828.2%0.8%
75Δ66.0828.8%0.7%70.1627.5%0.6%
80Δ65.4930.0%0.6%70.6426.7%0.5%

20Δ

Calls
Pseudo strike
72.75
IV
53.1%
B/E move
8.0%
Puts
Pseudo strike
64.06
IV
50.6%
B/E move
6.5%

25Δ

Calls
Pseudo strike
71.20
IV
45.1%
B/E move
5.8%
Puts
Pseudo strike
65.34
IV
41.5%
B/E move
4.7%

30Δ

Calls
Pseudo strike
70.21
IV
40.1%
B/E move
4.5%
Puts
Pseudo strike
66.17
IV
36.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
69.52
IV
37.1%
B/E move
3.6%
Puts
Pseudo strike
66.74
IV
33.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
68.93
IV
34.1%
B/E move
2.9%
Puts
Pseudo strike
67.22
IV
31.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
68.46
IV
29.2%
B/E move
2.2%
Puts
Pseudo strike
67.62
IV
30.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
68.00
IV
24.2%
B/E move
1.5%
Puts
Pseudo strike
68.02
IV
29.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
67.65
IV
25.5%
B/E move
1.4%
Puts
Pseudo strike
68.40
IV
29.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
67.30
IV
26.7%
B/E move
1.2%
Puts
Pseudo strike
68.78
IV
29.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
66.94
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
69.20
IV
28.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
66.51
IV
28.3%
B/E move
0.9%
Puts
Pseudo strike
69.68
IV
28.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
66.08
IV
28.8%
B/E move
0.7%
Puts
Pseudo strike
70.16
IV
27.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
65.49
IV
30.0%
B/E move
0.6%
Puts
Pseudo strike
70.64
IV
26.7%
B/E move
0.5%

Options history

IV · four-Friday blend28.46%
Daily close
IYE23.6%28.6%33.5%2026-08-14: 25.91%2026-08-17: 26.36%2026-08-18: 26.26%2026-08-19: 30.05%2026-08-20: 32.85%2026-08-21: 25.32%2026-08-24: 25.95%2026-08-25: 25.36%2026-08-26: 25.89%2026-08-27: 24.95%2026-08-28: 24.94%2026-08-31: 24.93%2026-09-01: 25.56%2026-09-02: 24.75%2026-09-03: 24.28%2026-09-04: 24.97%2026-09-08: 25.18%2026-09-09: 24.87%2026-09-10: 27.42%2026-09-11: 25.37%2026-09-14: 29.18%2026-09-15: 29.70%2026-09-16: 30.25%2026-09-17: 32.70%2026-09-18: 29.10%2026-09-21: 27.38%2026-09-22: 26.66%2026-09-23: 28.08%2026-09-24: 27.08%2026-09-25: 27.40%2026-09-28: 26.79%2026-09-29: 26.48%2026-09-30: 25.86%2026-10-01: 25.83%2026-10-02: 25.65%2026-10-05: 26.53%2026-10-06: 26.46%2026-10-07: 26.17%2026-10-08: 26.58%2026-10-09: 25.75%2026-10-12: 26.67%2026-10-13: 28.41%2026-10-14: 26.39%2026-10-15: 28.96%2026-10-16: 26.39%2026-10-19: 26.34%2026-10-20: 26.69%2026-10-21: 26.71%2026-10-22: 27.62%2026-10-23: 27.97%2026-10-26: 28.28%2026-10-27: 27.54%2026-10-28: 28.63%2026-10-29: 27.58%2026-10-30: 28.46%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
25.91%
26.36%
26.26%
30.05%
32.85%
25.32%
25.95%
25.36%
25.89%
24.95%
24.94%
24.93%
25.56%
24.75%
24.28%
24.97%
25.18%
24.87%
27.42%
25.37%
29.18%
29.70%
30.25%
32.70%
29.10%
27.38%
26.66%
28.08%
27.08%
27.40%
26.79%
26.48%
25.86%
25.83%
25.65%
26.53%
26.46%
26.17%
26.58%
25.75%
26.67%
28.41%
26.39%
28.96%
26.39%
26.34%
26.69%
26.71%
27.62%
27.97%
28.28%
27.54%
28.63%
27.58%
28.46%