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iShares U.S. Consumer Staples ETF IYK

i

Market dataready · fetched 2026-11-11T15:59:47.607Z

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 · 2026-11-11T15:58:27.651041036Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:59:45.478464+00:00

Share price$78.63
1D-0.2%
$78.53$78.66$78.79$78.91$79.045:30 AM6:30 AM9:00 AM1:00 PMIYK
Sold putSold call

iShares U.S. Consumer Staples ETF options

Live interpolated IYK call and put midpoint premiums by absolute delta.iShares U.S. Consumer Staples ETF$0.46$1.23$2.00$2.76$3.53$70.29$74.18$78.06$81.95$85.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IYK spot · $78.63IYK PRICE$0.56$0.63$0.71$0.84$0.98$1.17$1.39$1.61$1.97$2.33$2.76$3.31$0.55$0.61$0.66$0.73$0.82$0.93$1.03$1.15$1.32$1.50$1.67
Puts——
Calls——
Skew——
Implied moveBullish±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.9438.1%5.4%
25Δ81.5131.1%4.4%76.1531.9%3.9%
30Δ80.6627.5%3.4%77.0327.0%2.9%
35Δ79.9824.6%2.6%77.5624.6%2.3%
40Δ79.5624.2%2.3%78.0522.5%1.8%
45Δ79.1423.8%1.9%78.3921.5%1.5%
50Δ78.7523.9%1.6%78.7220.5%1.2%
55Δ78.3724.4%1.4%79.0519.6%0.9%
60Δ77.9924.8%1.2%79.3519.2%0.8%
65Δ77.5126.0%1.1%79.6418.8%0.6%
70Δ77.0327.2%0.9%79.9418.4%0.5%
75Δ76.4627.8%0.8%
80Δ75.8029.0%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.94
IV
38.1%
B/E move
5.4%

25Δ

Calls
Pseudo strike
81.51
IV
31.1%
B/E move
4.4%
Puts
Pseudo strike
76.15
IV
31.9%
B/E move
3.9%

30Δ

Calls
Pseudo strike
80.66
IV
27.5%
B/E move
3.4%
Puts
Pseudo strike
77.03
IV
27.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
79.98
IV
24.6%
B/E move
2.6%
Puts
Pseudo strike
77.56
IV
24.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
79.56
IV
24.2%
B/E move
2.3%
Puts
Pseudo strike
78.05
IV
22.5%
B/E move
1.8%

45Δ

Calls
Pseudo strike
79.14
IV
23.8%
B/E move
1.9%
Puts
Pseudo strike
78.39
IV
21.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
78.75
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
78.72
IV
20.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
78.37
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
79.05
IV
19.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
77.99
IV
24.8%
B/E move
1.2%
Puts
Pseudo strike
79.35
IV
19.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
77.51
IV
26.0%
B/E move
1.1%
Puts
Pseudo strike
79.64
IV
18.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
77.03
IV
27.2%
B/E move
0.9%
Puts
Pseudo strike
79.94
IV
18.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
76.46
IV
27.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
75.80
IV
29.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.97%
Daily close
IYK13.8%17.6%21.4%2026-08-13: 16.43%2026-08-14: 16.38%2026-08-17: 17.40%2026-08-18: 18.12%2026-08-19: 18.79%2026-08-20: 20.56%2026-08-21: 16.21%2026-08-24: 16.73%2026-08-25: 16.64%2026-08-26: 15.92%2026-08-27: 15.61%2026-08-28: 15.41%2026-08-31: 15.61%2026-09-01: 15.54%2026-09-02: 15.87%2026-09-03: 15.26%2026-09-04: 15.36%2026-09-08: 16.22%2026-09-09: 16.72%2026-09-10: 16.79%2026-09-11: 16.83%2026-09-14: 17.78%2026-09-15: 18.39%2026-09-17: 20.16%2026-09-18: 14.94%2026-09-21: 14.99%2026-09-22: 14.79%2026-09-23: 14.48%2026-09-24: 14.70%2026-09-25: 14.85%2026-09-28: 14.87%2026-09-29: 15.24%2026-09-30: 14.33%2026-10-01: 15.36%2026-10-02: 15.28%2026-10-05: 15.95%2026-10-06: 15.54%2026-10-07: 15.69%2026-10-08: 16.03%2026-10-09: 15.72%2026-10-12: 16.78%2026-10-13: 17.12%2026-10-15: 20.90%2026-10-23: 16.84%2026-10-26: 17.50%2026-10-27: 17.04%2026-10-28: 17.10%2026-10-29: 16.83%2026-10-30: 17.97%Aug 13Sep 18Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.43%
16.38%
17.40%
18.12%
18.79%
20.56%
16.21%
16.73%
16.64%
15.92%
15.61%
15.41%
15.61%
15.54%
15.87%
15.26%
15.36%
16.22%
16.72%
16.79%
16.83%
17.78%
18.39%
20.16%
14.94%
14.99%
14.79%
14.48%
14.70%
14.85%
14.87%
15.24%
14.33%
15.36%
15.28%
15.95%
15.54%
15.69%
16.03%
15.72%
16.78%
17.12%
20.90%
16.84%
17.50%
17.04%
17.10%
16.83%
17.97%