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iShares U.S. Consumer Staples ETF IYK

i

Market datapartial · fetched 2026-10-22T13:47:39.300Z

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 · 2026-10-22T13:46:18.593394974Z

FundamentalsAlpha Vantage · unavailable

Share price$77.81
1D+0.6%
$77.33$77.46$77.59$77.72$77.855:30 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$0.51$1.32$2.13$2.93$3.74$69.18$72.71$76.25$79.78$83.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYK spot · $77.81IYK PRICE$0.61$0.72$0.84$0.97$1.19$1.41$1.64$1.88$2.17$2.51$2.89$3.33$0.60$0.70$0.81$0.98$1.17$1.41$1.66$1.92$2.22$2.59$3.02$3.51
PutsExpensive1.28×
CallsCheap0.89×
SkewBearish+2.25 pp
Implied moveBearish±$3.06
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.9923.6%5.7%
25Δ81.1519.2%5.1%75.1820.7%4.3%
30Δ80.2817.5%4.1%76.0418.8%3.3%
35Δ79.6116.6%3.4%76.6118.4%2.8%
40Δ79.0315.9%2.8%77.1518.1%2.4%
45Δ78.5816.2%2.5%77.6518.2%2.0%
50Δ78.1316.5%2.2%78.1618.3%1.7%
55Δ77.6816.5%1.9%78.6618.1%1.4%
60Δ77.2316.3%1.7%79.1818.0%1.1%
65Δ76.7516.3%1.4%79.7318.2%0.9%
70Δ76.2516.4%1.2%80.3318.4%0.6%
75Δ75.7116.5%1.0%80.9818.6%0.4%
80Δ75.1316.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.99
IV
23.6%
B/E move
5.7%

25Δ

Calls
Pseudo strike
81.15
IV
19.2%
B/E move
5.1%
Puts
Pseudo strike
75.18
IV
20.7%
B/E move
4.3%

30Δ

Calls
Pseudo strike
80.28
IV
17.5%
B/E move
4.1%
Puts
Pseudo strike
76.04
IV
18.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
79.61
IV
16.6%
B/E move
3.4%
Puts
Pseudo strike
76.61
IV
18.4%
B/E move
2.8%

40Δ

Calls
Pseudo strike
79.03
IV
15.9%
B/E move
2.8%
Puts
Pseudo strike
77.15
IV
18.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
78.58
IV
16.2%
B/E move
2.5%
Puts
Pseudo strike
77.65
IV
18.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
78.13
IV
16.5%
B/E move
2.2%
Puts
Pseudo strike
78.16
IV
18.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
77.68
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
78.66
IV
18.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
77.23
IV
16.3%
B/E move
1.7%
Puts
Pseudo strike
79.18
IV
18.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
76.75
IV
16.3%
B/E move
1.4%
Puts
Pseudo strike
79.73
IV
18.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
76.25
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
80.33
IV
18.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
75.71
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
80.98
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
75.13
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations