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iShares U.S. Industrials ETF IYJ

i

Market dataready · fetched 2026-11-13T01:32:02.411Z

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 · 2026-11-13T01:00:03.976321208Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:32:02.001740+00:00

Share price$159.99
1D-1.2%
AH$159.82$160.43$161.04$161.65$162.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYJ
Sold putSold callAH

iShares U.S. Industrials ETF options

Live interpolated IYJ call and put midpoint premiums by absolute delta.iShares U.S. Industrials ETF$0.40$2.00$3.61$5.21$6.81$153.62$156.92$160.22$163.52$166.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IYJ spot · $159.99IYJ PRICE$1.07$1.44$1.32$1.60$2.11$2.33$2.69$2.77$3.39$5.28$6.35$0.57$0.86$1.15$1.46$1.24$1.46$1.73$2.12$2.44$2.72$3.10$3.51$3.69
PutsExpensive1.07×
Calls——
Skew——
Implied moveBullish±$4.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ168.8641.0%6.2%155.9921.4%2.9%
25Δ167.2941.7%5.5%156.5723.2%2.7%
30Δ164.0630.0%3.4%157.1724.9%2.5%
35Δ162.9929.4%2.9%157.9225.7%2.2%
40Δ162.2231.9%2.7%159.1018.1%1.3%
45Δ161.1929.8%2.2%159.6517.8%1.1%
50Δ160.2829.2%1.9%160.2017.9%1.0%
55Δ160.7718.7%0.8%
60Δ158.8822.1%1.0%161.3118.7%0.7%
65Δ158.0823.6%0.9%161.8518.1%0.5%
70Δ156.3332.3%1.0%162.4417.9%0.4%
75Δ155.0033.8%0.9%163.0317.6%0.3%
80Δ163.3716.0%0.2%

20Δ

Calls
Pseudo strike
168.86
IV
41.0%
B/E move
6.2%
Puts
Pseudo strike
155.99
IV
21.4%
B/E move
2.9%

25Δ

Calls
Pseudo strike
167.29
IV
41.7%
B/E move
5.5%
Puts
Pseudo strike
156.57
IV
23.2%
B/E move
2.7%

30Δ

Calls
Pseudo strike
164.06
IV
30.0%
B/E move
3.4%
Puts
Pseudo strike
157.17
IV
24.9%
B/E move
2.5%

35Δ

Calls
Pseudo strike
162.99
IV
29.4%
B/E move
2.9%
Puts
Pseudo strike
157.92
IV
25.7%
B/E move
2.2%

40Δ

Calls
Pseudo strike
162.22
IV
31.9%
B/E move
2.7%
Puts
Pseudo strike
159.10
IV
18.1%
B/E move
1.3%

45Δ

Calls
Pseudo strike
161.19
IV
29.8%
B/E move
2.2%
Puts
Pseudo strike
159.65
IV
17.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
160.28
IV
29.2%
B/E move
1.9%
Puts
Pseudo strike
160.20
IV
17.9%
B/E move
1.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
160.77
IV
18.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
158.88
IV
22.1%
B/E move
1.0%
Puts
Pseudo strike
161.31
IV
18.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
158.08
IV
23.6%
B/E move
0.9%
Puts
Pseudo strike
161.85
IV
18.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
156.33
IV
32.3%
B/E move
1.0%
Puts
Pseudo strike
162.44
IV
17.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
155.00
IV
33.8%
B/E move
0.9%
Puts
Pseudo strike
163.03
IV
17.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
163.37
IV
16.0%
B/E move
0.2%

Options history

IV · four-Friday blend19.86%
Daily close
IYJ18.1%22.3%26.6%2026-08-14: 20.20%2026-08-17: 20.11%2026-08-18: 21.12%2026-08-19: 21.06%2026-08-20: 23.12%2026-08-21: 19.74%2026-08-24: 20.04%2026-08-25: 18.69%2026-08-26: 19.83%2026-08-27: 19.74%2026-08-28: 19.19%2026-08-31: 19.14%2026-09-01: 19.37%2026-09-02: 19.83%2026-09-03: 19.68%2026-09-04: 19.62%2026-09-08: 21.27%2026-09-09: 20.94%2026-09-10: 20.53%2026-09-11: 19.67%2026-09-14: 21.93%2026-09-15: 23.68%2026-09-16: 23.18%2026-09-17: 25.47%2026-09-18: 19.85%2026-09-21: 20.18%2026-09-22: 19.97%2026-09-23: 20.26%2026-09-24: 20.04%2026-09-25: 19.87%2026-09-28: 20.17%2026-09-29: 20.46%2026-09-30: 20.25%2026-10-01: 19.22%2026-10-02: 20.46%2026-10-05: 21.32%2026-10-06: 19.38%2026-10-07: 20.43%2026-10-08: 19.72%2026-10-09: 20.29%2026-10-12: 21.34%2026-10-13: 21.33%2026-10-14: 22.39%2026-10-15: 26.01%2026-10-16: 20.18%2026-10-19: 19.84%2026-10-20: 20.14%2026-10-21: 20.14%2026-10-22: 20.13%2026-10-23: 20.65%2026-10-26: 20.54%2026-10-27: 19.89%2026-10-28: 19.34%2026-10-29: 19.48%2026-10-30: 19.86%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.20%
20.11%
21.12%
21.06%
23.12%
19.74%
20.04%
18.69%
19.83%
19.74%
19.19%
19.14%
19.37%
19.83%
19.68%
19.62%
21.27%
20.94%
20.53%
19.67%
21.93%
23.68%
23.18%
25.47%
19.85%
20.18%
19.97%
20.26%
20.04%
19.87%
20.17%
20.46%
20.25%
19.22%
20.46%
21.32%
19.38%
20.43%
19.72%
20.29%
21.34%
21.33%
22.39%
26.01%
20.18%
19.84%
20.14%
20.14%
20.13%
20.65%
20.54%
19.89%
19.34%
19.48%
19.86%