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iShares U.S. Energy ETF IYE

i

Market dataready · fetched 2026-10-22T16:44:37.537Z

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 · 2026-10-22T16:44:28.171885822Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:44:35.844754+00:00

Share price$70.52
1D-2.0%
$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$0.62$2.35$4.09$5.82$7.56$60.99$65.73$70.46$75.19$79.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYE spot · $70.52IYE PRICE$0.81$1.50$1.29$2.31$2.59$2.61$2.17$2.53$3.25$4.10$5.09$5.29$5.34$1.90$2.02$2.07$2.43$2.34$2.05$2.46$2.40$2.32$4.10$4.75$4.34$7.06
PutsExpensive1.09×
CallsExpensive1.06×
SkewBearish+0.55 pp
Implied moveBearish±$4.63
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.2435.6%10.7%60.3676.7%17.1%
25Δ78.1449.5%12.9%63.8062.2%12.4%
30Δ75.2036.2%8.5%66.4749.8%8.7%
35Δ75.8653.3%10.9%67.5848.8%7.6%
40Δ74.0449.3%8.7%69.2038.9%5.2%
45Δ72.3141.6%6.2%70.2628.7%3.3%
50Δ70.9728.7%3.7%70.9829.5%2.8%
55Δ70.2528.7%3.2%71.4325.3%2.1%
60Δ69.3832.1%3.0%71.8821.0%1.4%
65Δ68.3835.5%2.8%73.4530.9%1.6%
70Δ67.1938.8%2.5%74.3630.9%1.3%
75Δ66.5935.2%1.9%74.3824.9%0.7%
80Δ66.1030.3%1.3%77.0834.3%0.7%

20Δ

Calls
Pseudo strike
77.24
IV
35.6%
B/E move
10.7%
Puts
Pseudo strike
60.36
IV
76.7%
B/E move
17.1%

25Δ

Calls
Pseudo strike
78.14
IV
49.5%
B/E move
12.9%
Puts
Pseudo strike
63.80
IV
62.2%
B/E move
12.4%

30Δ

Calls
Pseudo strike
75.20
IV
36.2%
B/E move
8.5%
Puts
Pseudo strike
66.47
IV
49.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
75.86
IV
53.3%
B/E move
10.9%
Puts
Pseudo strike
67.58
IV
48.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
74.04
IV
49.3%
B/E move
8.7%
Puts
Pseudo strike
69.20
IV
38.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
72.31
IV
41.6%
B/E move
6.2%
Puts
Pseudo strike
70.26
IV
28.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
70.97
IV
28.7%
B/E move
3.7%
Puts
Pseudo strike
70.98
IV
29.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
70.25
IV
28.7%
B/E move
3.2%
Puts
Pseudo strike
71.43
IV
25.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
69.38
IV
32.1%
B/E move
3.0%
Puts
Pseudo strike
71.88
IV
21.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
68.38
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
73.45
IV
30.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
67.19
IV
38.8%
B/E move
2.5%
Puts
Pseudo strike
74.36
IV
30.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
66.59
IV
35.2%
B/E move
1.9%
Puts
Pseudo strike
74.38
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
66.10
IV
30.3%
B/E move
1.3%
Puts
Pseudo strike
77.08
IV
34.3%
B/E move
0.7%

Options history

No recorded observations