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iShares U.S. Industrials ETF IYJ

i

Market datapartial · fetched 2026-10-22T21:54:36.445Z

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 · 2026-10-22T20:10:03.847317956Z

FundamentalsAlpha Vantage · unavailable

Share price$157.15
1D+0.3%
AH$155.64$156.04$156.45$156.86$157.265:30 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$0.88$3.74$6.60$9.46$12.31$144.20$150.21$156.21$162.22$168.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYJ spot · $157.15IYJ PRICE$1.19$1.47$1.61$1.99$2.55$3.06$3.08$3.69$4.25$4.91$5.34$6.16$7.90$1.64$1.68$2.28$2.43$3.17$3.64$3.42$4.69$5.60$6.47$7.83$10.04$11.49
PutsExpensive1.49×
CallsExpensive1.19×
SkewBearish+4.24 pp
Implied moveBearish±$6.50
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.9025.1%7.6%146.8231.7%7.6%
25Δ165.0223.0%5.9%150.7524.7%5.1%
30Δ162.5419.6%4.5%152.0426.1%4.7%
35Δ161.2919.6%3.9%154.1922.3%3.4%
40Δ160.2620.8%3.6%155.2924.2%3.2%
45Δ159.1121.1%3.2%156.7023.2%2.6%
50Δ157.8417.9%2.4%157.8218.8%1.7%
55Δ156.8218.5%2.1%159.1821.8%1.7%
60Δ155.7818.4%1.8%160.4822.5%1.4%
65Δ154.7218.5%1.6%161.8622.4%1.1%
70Δ153.8017.5%1.3%163.5823.5%0.9%
75Δ152.6517.5%1.1%166.0625.9%0.7%
80Δ150.7219.6%0.9%167.9225.2%0.5%

20Δ

Calls
Pseudo strike
167.90
IV
25.1%
B/E move
7.6%
Puts
Pseudo strike
146.82
IV
31.7%
B/E move
7.6%

25Δ

Calls
Pseudo strike
165.02
IV
23.0%
B/E move
5.9%
Puts
Pseudo strike
150.75
IV
24.7%
B/E move
5.1%

30Δ

Calls
Pseudo strike
162.54
IV
19.6%
B/E move
4.5%
Puts
Pseudo strike
152.04
IV
26.1%
B/E move
4.7%

35Δ

Calls
Pseudo strike
161.29
IV
19.6%
B/E move
3.9%
Puts
Pseudo strike
154.19
IV
22.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
160.26
IV
20.8%
B/E move
3.6%
Puts
Pseudo strike
155.29
IV
24.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
159.11
IV
21.1%
B/E move
3.2%
Puts
Pseudo strike
156.70
IV
23.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
157.84
IV
17.9%
B/E move
2.4%
Puts
Pseudo strike
157.82
IV
18.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
156.82
IV
18.5%
B/E move
2.1%
Puts
Pseudo strike
159.18
IV
21.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
155.78
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
160.48
IV
22.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
154.72
IV
18.5%
B/E move
1.6%
Puts
Pseudo strike
161.86
IV
22.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
153.80
IV
17.5%
B/E move
1.3%
Puts
Pseudo strike
163.58
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
152.65
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
166.06
IV
25.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
150.72
IV
19.6%
B/E move
0.9%
Puts
Pseudo strike
167.92
IV
25.2%
B/E move
0.5%

Options history

No recorded observations