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iShares U.S. Financials ETF IYF

i

Market dataready · fetched 2026-11-11T14:58:50.687Z

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 · 2026-11-11T14:51:21.897406594Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:58:50.005174+00:00

Share price$135.14
1D+0.2%
$134.63$134.78$134.92$135.06$135.215:30 AM6:30 AM9:00 AM1:00 PMIYF
Sold putSold call

iShares U.S. Financials ETF options

Live interpolated IYF call and put midpoint premiums by absolute delta.iShares U.S. Financials ETF$0.90$2.30$3.70$5.10$6.50$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIYF PRICE$2.03$2.85$3.66$4.47$5.28$6.09$1.05$1.13$1.21$1.29$1.37$1.45$1.80$2.26$2.72$3.18$3.64$4.10$4.56
PutsExpensive2.16×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.75136.1%26.2%
25Δ107.21114.0%21.5%
30Δ113.6791.9%16.8%
35Δ120.1369.8%12.1%
40Δ126.5947.7%7.3%
45Δ133.0425.6%2.6%
50Δ135.4519.0%1.1%
55Δ134.6619.4%1.1%136.0919.2%1.0%
60Δ133.6820.2%1.0%136.7419.4%0.8%
65Δ132.7021.0%0.9%137.3819.7%0.7%
70Δ131.7321.9%0.8%138.0219.9%0.6%
75Δ130.7522.7%0.7%138.6720.1%0.4%
80Δ129.7723.5%0.5%139.3120.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.75
IV
136.1%
B/E move
26.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.21
IV
114.0%
B/E move
21.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.67
IV
91.9%
B/E move
16.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
120.13
IV
69.8%
B/E move
12.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.59
IV
47.7%
B/E move
7.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.04
IV
25.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
135.45
IV
19.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
134.66
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
136.09
IV
19.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
133.68
IV
20.2%
B/E move
1.0%
Puts
Pseudo strike
136.74
IV
19.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
132.70
IV
21.0%
B/E move
0.9%
Puts
Pseudo strike
137.38
IV
19.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
131.73
IV
21.9%
B/E move
0.8%
Puts
Pseudo strike
138.02
IV
19.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
130.75
IV
22.7%
B/E move
0.7%
Puts
Pseudo strike
138.67
IV
20.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
129.77
IV
23.5%
B/E move
0.5%
Puts
Pseudo strike
139.31
IV
20.3%
B/E move
0.3%

Options history

IV · four-Friday blend17.73%
Daily close
IYF14.2%18.5%22.8%2026-08-13: 15.42%2026-08-14: 15.40%2026-08-17: 16.72%2026-08-18: 17.59%2026-08-19: 17.52%2026-08-20: 19.10%2026-08-21: 15.84%2026-08-24: 16.09%2026-08-25: 14.77%2026-08-26: 14.76%2026-08-27: 16.21%2026-08-28: 15.68%2026-08-31: 15.87%2026-09-01: 16.11%2026-09-02: 15.64%2026-09-03: 16.40%2026-09-04: 15.88%2026-09-08: 17.05%2026-09-09: 15.41%2026-09-10: 17.36%2026-09-11: 16.76%2026-09-14: 18.78%2026-09-15: 17.02%2026-09-16: 20.11%2026-09-17: 22.19%2026-09-18: 16.77%2026-09-21: 16.52%2026-09-22: 17.22%2026-09-23: 18.15%2026-09-24: 17.94%2026-09-25: 18.00%2026-09-28: 18.58%2026-09-29: 17.95%2026-09-30: 17.64%2026-10-01: 17.84%2026-10-02: 17.89%2026-10-05: 18.16%2026-10-06: 18.54%2026-10-07: 18.60%2026-10-08: 19.30%2026-10-09: 18.22%2026-10-12: 19.78%2026-10-13: 19.44%2026-10-15: 22.13%2026-10-16: 17.64%2026-10-19: 17.75%2026-10-20: 17.21%2026-10-21: 17.38%2026-10-22: 16.91%2026-10-23: 17.46%2026-10-26: 17.32%2026-10-27: 17.57%2026-10-28: 18.06%2026-10-29: 16.28%2026-10-30: 17.73%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.42%
15.40%
16.72%
17.59%
17.52%
19.10%
15.84%
16.09%
14.77%
14.76%
16.21%
15.68%
15.87%
16.11%
15.64%
16.40%
15.88%
17.05%
15.41%
17.36%
16.76%
18.78%
17.02%
20.11%
22.19%
16.77%
16.52%
17.22%
18.15%
17.94%
18.00%
18.58%
17.95%
17.64%
17.84%
17.89%
18.16%
18.54%
18.60%
19.30%
18.22%
19.78%
19.44%
22.13%
17.64%
17.75%
17.21%
17.38%
16.91%
17.46%
17.32%
17.57%
18.06%
16.28%
17.73%