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iShares U.S. Financial Services ETF IYG

i

Market datapartial · fetched 2026-10-22T23:30:58.459Z

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 · 2026-10-22T22:30:00.003088307Z

FundamentalsAlpha Vantage · unavailable

Share price$94.43
1D+1.1%
AH$93.34$93.63$93.93$94.22$94.515:30 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$0.61$2.05$3.49$4.93$6.37$87.63$90.79$93.95$97.11$100.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYG spot · $94.43IYG PRICE$0.77$0.85$0.94$1.07$1.19$1.33$1.56$1.92$2.22$2.48$2.87$3.39$3.80$0.91$1.03$1.16$1.28$1.53$1.78$2.02$2.42$2.84$3.18$3.87$4.55$5.95
PutsExpensive1.53×
CallsExpensive1.21×
SkewBearish+3.46 pp
Implied moveBearish±$3.58
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.3927.1%8.2%88.6729.5%7.1%
25Δ99.0222.1%5.8%90.5725.1%5.2%
30Δ97.6619.2%4.4%91.8822.2%3.9%
35Δ96.7317.5%3.6%92.8819.9%3.0%
40Δ95.9616.1%2.9%93.5719.4%2.5%
45Δ95.3615.2%2.4%94.2119.1%2.1%
50Δ94.7915.0%2.0%94.8418.4%1.7%
55Δ94.2715.8%1.9%95.5018.7%1.4%
60Δ93.7516.0%1.6%96.1619.0%1.2%
65Δ93.2415.4%1.4%96.7718.5%0.9%
70Δ92.6515.5%1.2%97.6519.4%0.7%
75Δ91.9816.0%1.0%98.5219.8%0.5%
80Δ91.3915.4%0.8%100.0522.2%0.3%

20Δ

Calls
Pseudo strike
101.39
IV
27.1%
B/E move
8.2%
Puts
Pseudo strike
88.67
IV
29.5%
B/E move
7.1%

25Δ

Calls
Pseudo strike
99.02
IV
22.1%
B/E move
5.8%
Puts
Pseudo strike
90.57
IV
25.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
97.66
IV
19.2%
B/E move
4.4%
Puts
Pseudo strike
91.88
IV
22.2%
B/E move
3.9%

35Δ

Calls
Pseudo strike
96.73
IV
17.5%
B/E move
3.6%
Puts
Pseudo strike
92.88
IV
19.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
95.96
IV
16.1%
B/E move
2.9%
Puts
Pseudo strike
93.57
IV
19.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
95.36
IV
15.2%
B/E move
2.4%
Puts
Pseudo strike
94.21
IV
19.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
94.79
IV
15.0%
B/E move
2.0%
Puts
Pseudo strike
94.84
IV
18.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
94.27
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
95.50
IV
18.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
93.75
IV
16.0%
B/E move
1.6%
Puts
Pseudo strike
96.16
IV
19.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
93.24
IV
15.4%
B/E move
1.4%
Puts
Pseudo strike
96.77
IV
18.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
92.65
IV
15.5%
B/E move
1.2%
Puts
Pseudo strike
97.65
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
91.98
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
98.52
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
91.39
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
100.05
IV
22.2%
B/E move
0.3%

Options history

No recorded observations