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iShares U.S. Consumer Staples ETF IYK

i

Market dataready · fetched 2026-11-11T15:45:06.886Z

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 · 2026-11-11T15:44:50.437540605Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:45:05.875156+00:00

Share price$78.77
1D-0.1%
$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$0.48$1.13$1.77$2.42$3.06$70.42$74.31$78.20$82.09$85.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IYK spot · $78.77IYK PRICE$0.55$0.63$0.72$0.83$0.95$1.09$1.29$1.50$1.77$2.12$2.47$2.87$0.55$0.61$0.67$0.75$0.87$1.02$1.18$1.33$1.49$1.64
Puts——
Calls——
Skew——
Implied moveBearish±$2.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.0538.4%5.4%
25Δ81.6130.6%4.3%76.2632.2%4.0%
30Δ80.7827.3%3.4%77.1327.5%2.9%
35Δ80.1725.2%2.7%77.6825.1%2.3%
40Δ79.7023.9%2.2%78.1523.5%1.9%
45Δ79.2922.9%1.9%78.4923.0%1.6%
50Δ78.8922.4%1.5%78.8422.4%1.4%
55Δ78.5322.6%1.3%79.1821.9%1.2%
60Δ78.1722.9%1.1%79.5321.3%0.9%
65Δ77.7723.4%1.0%79.8820.7%0.7%
70Δ77.3124.3%0.8%
75Δ76.8424.9%0.7%
80Δ76.3224.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.05
IV
38.4%
B/E move
5.4%

25Δ

Calls
Pseudo strike
81.61
IV
30.6%
B/E move
4.3%
Puts
Pseudo strike
76.26
IV
32.2%
B/E move
4.0%

30Δ

Calls
Pseudo strike
80.78
IV
27.3%
B/E move
3.4%
Puts
Pseudo strike
77.13
IV
27.5%
B/E move
2.9%

35Δ

Calls
Pseudo strike
80.17
IV
25.2%
B/E move
2.7%
Puts
Pseudo strike
77.68
IV
25.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
79.70
IV
23.9%
B/E move
2.2%
Puts
Pseudo strike
78.15
IV
23.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
79.29
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
78.49
IV
23.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
78.89
IV
22.4%
B/E move
1.5%
Puts
Pseudo strike
78.84
IV
22.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
78.53
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
79.18
IV
21.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
78.17
IV
22.9%
B/E move
1.1%
Puts
Pseudo strike
79.53
IV
21.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
77.77
IV
23.4%
B/E move
1.0%
Puts
Pseudo strike
79.88
IV
20.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
77.31
IV
24.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
76.84
IV
24.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
76.32
IV
24.9%
B/E move
0.5%
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%