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iShares U.S. Industrials ETF IYJ

i

Market datapartial · fetched 2026-10-23T19:41:41.722Z

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 · 2026-10-23T19:35:33.545232324Z

FundamentalsAlpha Vantage · unavailable

Share price$155.46
1D-0.4%
$153.63$154.29$154.95$155.61$156.275:30 AM6:30 AM9:00 AM1:00 PMIYJ
Sold putSold call

iShares U.S. Industrials ETF options

Live interpolated IYJ call and put midpoint premiums by absolute delta.iShares U.S. Industrials ETF$0.58$3.87$7.16$10.44$13.73$142.06$147.92$153.77$159.63$165.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYJ spot · $155.46IYJ PRICE$0.93$1.29$1.65$2.01$2.37$2.72$3.08$3.44$3.90$4.39$5.59$6.07$6.54$1.54$1.92$2.31$2.69$3.07$3.45$4.06$4.94$6.07$7.20$8.38$9.24$12.78
PutsExpensive1.41×
CallsExpensive1.10×
SkewBearish+7.83 pp
Implied moveBearish±$7.14
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.4819.1%5.8%145.4630.9%7.4%
25Δ162.2918.9%5.2%147.3729.3%6.4%
30Δ161.1118.7%4.7%149.2827.6%5.5%
35Δ159.9318.5%4.2%151.1926.0%4.5%
40Δ158.7518.3%3.6%153.1024.4%3.5%
45Δ157.5618.1%3.1%155.0022.7%2.5%
50Δ156.3817.8%2.6%156.2422.7%2.1%
55Δ155.2017.6%2.0%157.6023.3%1.8%
60Δ154.2317.3%1.7%159.1324.4%1.5%
65Δ153.3116.9%1.4%160.6625.4%1.3%
70Δ151.9218.9%1.3%162.2925.8%1.0%
75Δ151.0617.7%1.1%163.6424.7%0.7%
80Δ150.2016.5%0.8%167.4228.9%0.5%

20Δ

Calls
Pseudo strike
163.48
IV
19.1%
B/E move
5.8%
Puts
Pseudo strike
145.46
IV
30.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
162.29
IV
18.9%
B/E move
5.2%
Puts
Pseudo strike
147.37
IV
29.3%
B/E move
6.4%

30Δ

Calls
Pseudo strike
161.11
IV
18.7%
B/E move
4.7%
Puts
Pseudo strike
149.28
IV
27.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
159.93
IV
18.5%
B/E move
4.2%
Puts
Pseudo strike
151.19
IV
26.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
158.75
IV
18.3%
B/E move
3.6%
Puts
Pseudo strike
153.10
IV
24.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
157.56
IV
18.1%
B/E move
3.1%
Puts
Pseudo strike
155.00
IV
22.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
156.38
IV
17.8%
B/E move
2.6%
Puts
Pseudo strike
156.24
IV
22.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
155.20
IV
17.6%
B/E move
2.0%
Puts
Pseudo strike
157.60
IV
23.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
154.23
IV
17.3%
B/E move
1.7%
Puts
Pseudo strike
159.13
IV
24.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
153.31
IV
16.9%
B/E move
1.4%
Puts
Pseudo strike
160.66
IV
25.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
151.92
IV
18.9%
B/E move
1.3%
Puts
Pseudo strike
162.29
IV
25.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
151.06
IV
17.7%
B/E move
1.1%
Puts
Pseudo strike
163.64
IV
24.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
150.20
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
167.42
IV
28.9%
B/E move
0.5%

Options history

No recorded observations