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iShares U.S. Financial Services ETF IYG

i

Market dataready · fetched 2026-11-12T03:24:37.002Z

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 · 2026-11-12T01:00:00.071091196Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:24:36.223931+00:00

Share price$97.69
1D+0.7%
AH$96.91$97.13$97.36$97.59$97.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYG
Sold putSold callAH

iShares U.S. Financial Services ETF options

Live interpolated IYG call and put midpoint premiums by absolute delta.iShares U.S. Financial Services ETF$0.63$1.69$2.76$3.82$4.89$94.30$96.30$98.30$100.30$102.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IYG spot · $97.69IYG PRICE$0.74$0.78$0.81$0.88$0.95$1.02$1.12$1.27$1.43$1.56$1.66$1.77$1.88$0.81$0.84$0.90$0.96$1.04$1.16$1.27$1.53$1.90$2.25$2.58$4.58
Puts——
CallsCheap0.89×
Skew——
Implied moveBearish±$2.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.0345.5%7.2%92.2946.3%6.3%
25Δ101.6535.5%4.8%94.2936.3%4.3%
30Δ100.2529.0%3.4%95.4730.7%3.2%
35Δ99.4125.5%2.7%96.3026.6%2.4%
40Δ98.7722.8%2.1%96.9523.8%1.8%
45Δ98.2720.4%1.6%97.3922.1%1.5%
50Δ97.8518.8%1.3%97.8120.5%1.2%
55Δ97.5018.3%1.1%98.2720.6%1.0%
60Δ97.1617.8%0.9%98.7422.1%0.9%
65Δ96.8716.9%0.8%99.2222.8%0.7%
70Δ96.6415.6%0.6%99.7122.7%0.6%
75Δ96.4014.4%0.5%
80Δ96.1613.1%0.4%101.8730.0%0.4%

20Δ

Calls
Pseudo strike
104.03
IV
45.5%
B/E move
7.2%
Puts
Pseudo strike
92.29
IV
46.3%
B/E move
6.3%

25Δ

Calls
Pseudo strike
101.65
IV
35.5%
B/E move
4.8%
Puts
Pseudo strike
94.29
IV
36.3%
B/E move
4.3%

30Δ

Calls
Pseudo strike
100.25
IV
29.0%
B/E move
3.4%
Puts
Pseudo strike
95.47
IV
30.7%
B/E move
3.2%

35Δ

Calls
Pseudo strike
99.41
IV
25.5%
B/E move
2.7%
Puts
Pseudo strike
96.30
IV
26.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
98.77
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
96.95
IV
23.8%
B/E move
1.8%

45Δ

Calls
Pseudo strike
98.27
IV
20.4%
B/E move
1.6%
Puts
Pseudo strike
97.39
IV
22.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
97.85
IV
18.8%
B/E move
1.3%
Puts
Pseudo strike
97.81
IV
20.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
97.50
IV
18.3%
B/E move
1.1%
Puts
Pseudo strike
98.27
IV
20.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
97.16
IV
17.8%
B/E move
0.9%
Puts
Pseudo strike
98.74
IV
22.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
96.87
IV
16.9%
B/E move
0.8%
Puts
Pseudo strike
99.22
IV
22.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
96.64
IV
15.6%
B/E move
0.6%
Puts
Pseudo strike
99.71
IV
22.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
96.40
IV
14.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
96.16
IV
13.1%
B/E move
0.4%
Puts
Pseudo strike
101.87
IV
30.0%
B/E move
0.4%

Options history

IV · four-Friday blend18.09%
Daily close
IYG15.2%20.3%25.5%2026-08-13: 17.10%2026-08-14: 17.07%2026-08-17: 18.08%2026-08-18: 19.10%2026-08-19: 20.18%2026-08-20: 22.82%2026-08-21: 16.27%2026-08-24: 16.92%2026-08-25: 17.23%2026-08-26: 16.63%2026-08-27: 16.69%2026-08-28: 16.59%2026-08-31: 16.75%2026-09-01: 17.32%2026-09-02: 17.26%2026-09-03: 16.74%2026-09-04: 16.60%2026-09-08: 18.07%2026-09-09: 18.27%2026-09-10: 19.09%2026-09-11: 18.35%2026-09-14: 19.50%2026-09-15: 20.62%2026-09-16: 22.05%2026-09-17: 24.76%2026-09-18: 17.34%2026-09-21: 15.92%2026-09-22: 16.70%2026-09-23: 16.87%2026-09-24: 18.40%2026-09-25: 17.02%2026-09-28: 17.89%2026-09-29: 17.29%2026-09-30: 18.13%2026-10-01: 18.66%2026-10-02: 16.80%2026-10-05: 18.14%2026-10-06: 17.94%2026-10-07: 19.29%2026-10-08: 18.87%2026-10-09: 18.36%2026-10-12: 20.40%2026-10-13: 20.17%2026-10-14: 22.28%2026-10-15: 23.40%2026-10-16: 16.08%2026-10-19: 17.54%2026-10-20: 17.20%2026-10-21: 16.47%2026-10-22: 17.28%2026-10-23: 18.16%2026-10-26: 16.43%2026-10-27: 17.50%2026-10-28: 16.13%2026-10-29: 17.29%2026-10-30: 18.09%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.10%
17.07%
18.08%
19.10%
20.18%
22.82%
16.27%
16.92%
17.23%
16.63%
16.69%
16.59%
16.75%
17.32%
17.26%
16.74%
16.60%
18.07%
18.27%
19.09%
18.35%
19.50%
20.62%
22.05%
24.76%
17.34%
15.92%
16.70%
16.87%
18.40%
17.02%
17.89%
17.29%
18.13%
18.66%
16.80%
18.14%
17.94%
19.29%
18.87%
18.36%
20.40%
20.17%
22.28%
23.40%
16.08%
17.54%
17.20%
16.47%
17.28%
18.16%
16.43%
17.50%
16.13%
17.29%
18.09%