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iShares U.S. Financials ETF IYF

i

Market datapartial · fetched 2026-10-22T09:21:11.286Z

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 · 2026-10-22T09:19:02.883772534Z

FundamentalsAlpha Vantage · unavailable

Share price$130.23
1D
Price history unavailable.

iShares U.S. Financials ETF options

Live interpolated IYF call and put midpoint premiums by absolute delta.iShares U.S. Financials ETF$0.71$2.55$4.39$6.23$8.07$121.69$125.87$130.06$134.24$138.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYF spot · $130.23IYF PRICE$0.91$1.06$1.27$1.56$1.85$2.14$2.43$2.72$3.24$3.77$4.30$4.90$5.68$1.08$1.22$1.40$1.67$1.95$2.22$2.74$3.27$3.79$4.32$4.84$5.56$7.54
PutsExpensive1.25×
CallsExpensive1.23×
SkewBearish+0.94 pp
Implied moveBearish±$5.17
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.7323.2%7.2%123.3625.2%6.1%
25Δ136.3520.2%5.5%125.6121.6%4.5%
30Δ134.6118.4%4.3%127.1619.3%3.4%
35Δ133.6918.0%3.9%128.1118.6%2.9%
40Δ132.7717.6%3.4%129.0518.0%2.4%
45Δ131.8617.2%2.9%129.9917.3%1.9%
50Δ130.9416.8%2.4%130.8417.3%1.6%
55Δ130.0216.4%1.9%131.7017.3%1.4%
60Δ129.1916.5%1.7%132.5517.2%1.1%
65Δ128.3716.6%1.5%133.4017.2%0.9%
70Δ127.5416.7%1.2%134.2617.2%0.6%
75Δ126.6716.8%1.0%135.2817.5%0.4%
80Δ125.6516.8%0.8%137.4319.6%0.3%

20Δ

Calls
Pseudo strike
138.73
IV
23.2%
B/E move
7.2%
Puts
Pseudo strike
123.36
IV
25.2%
B/E move
6.1%

25Δ

Calls
Pseudo strike
136.35
IV
20.2%
B/E move
5.5%
Puts
Pseudo strike
125.61
IV
21.6%
B/E move
4.5%

30Δ

Calls
Pseudo strike
134.61
IV
18.4%
B/E move
4.3%
Puts
Pseudo strike
127.16
IV
19.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
133.69
IV
18.0%
B/E move
3.9%
Puts
Pseudo strike
128.11
IV
18.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
132.77
IV
17.6%
B/E move
3.4%
Puts
Pseudo strike
129.05
IV
18.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
131.86
IV
17.2%
B/E move
2.9%
Puts
Pseudo strike
129.99
IV
17.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
130.94
IV
16.8%
B/E move
2.4%
Puts
Pseudo strike
130.84
IV
17.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
130.02
IV
16.4%
B/E move
1.9%
Puts
Pseudo strike
131.70
IV
17.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
129.19
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
132.55
IV
17.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
128.37
IV
16.6%
B/E move
1.5%
Puts
Pseudo strike
133.40
IV
17.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
127.54
IV
16.7%
B/E move
1.2%
Puts
Pseudo strike
134.26
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
126.67
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
135.28
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
125.65
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
137.43
IV
19.6%
B/E move
0.3%

Options history

No recorded observations