IntraAlpha
Create free account Start free

iShares U.S. Financial Services ETF IYG

i

Market datapartial · fetched 2026-10-22T14:54:31.431Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:54:02.230162891Z

FundamentalsAlpha Vantage · unavailable

Share price$93.78
1D+0.4%
$93.34$93.62$93.89$94.16$94.445:30 AM6:30 AM9:00 AM1:00 PMIYG
Sold putSold call

iShares U.S. Financial Services ETF options

Live interpolated IYG call and put midpoint premiums by absolute delta.iShares U.S. Financial Services ETF$0.92$2.53$4.14$5.74$7.35$84.80$89.18$93.55$97.93$102.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYG spot · $93.78IYG PRICE$1.66$2.11$2.57$3.02$3.48$3.93$4.39$4.84$5.30$5.95$1.10$1.41$1.71$1.90$1.95$2.46$3.01$3.56$4.11$4.65$5.22$6.40$6.89
PutsExpensive1.33×
CallsExpensive1.32×
SkewBearish+1.23 pp
Implied moveBalanced±$6.03
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.6923.2%8.7%
25Δ88.4023.0%7.2%
30Δ90.1122.7%5.7%
35Δ97.4818.7%5.7%91.6221.0%4.3%
40Δ96.5618.6%5.2%92.9117.7%3.0%
45Δ95.6418.6%4.7%93.8417.7%2.6%
50Δ94.7218.5%4.2%94.7418.0%2.2%
55Δ93.7918.5%3.7%95.6418.2%1.8%
60Δ92.8718.4%3.2%96.5318.4%1.4%
65Δ91.9518.4%2.7%97.4318.7%1.1%
70Δ91.0318.3%2.2%98.3418.6%0.7%
75Δ90.1018.3%1.7%99.7519.7%0.5%
80Δ89.1517.8%1.4%100.5318.3%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.69
IV
23.2%
B/E move
8.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.40
IV
23.0%
B/E move
7.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.11
IV
22.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
97.48
IV
18.7%
B/E move
5.7%
Puts
Pseudo strike
91.62
IV
21.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
96.56
IV
18.6%
B/E move
5.2%
Puts
Pseudo strike
92.91
IV
17.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
95.64
IV
18.6%
B/E move
4.7%
Puts
Pseudo strike
93.84
IV
17.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
94.72
IV
18.5%
B/E move
4.2%
Puts
Pseudo strike
94.74
IV
18.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
93.79
IV
18.5%
B/E move
3.7%
Puts
Pseudo strike
95.64
IV
18.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
92.87
IV
18.4%
B/E move
3.2%
Puts
Pseudo strike
96.53
IV
18.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
91.95
IV
18.4%
B/E move
2.7%
Puts
Pseudo strike
97.43
IV
18.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
91.03
IV
18.3%
B/E move
2.2%
Puts
Pseudo strike
98.34
IV
18.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
90.10
IV
18.3%
B/E move
1.7%
Puts
Pseudo strike
99.75
IV
19.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
89.15
IV
17.8%
B/E move
1.4%
Puts
Pseudo strike
100.53
IV
18.3%
B/E move
0.1%

Options history

No recorded observations