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iShares U.S. Basic Materials ETF IYM

i

Market dataready · fetched 2026-11-12T03:21:16.372Z

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 · 2026-11-12T01:00:00.027640833Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:21:15.784748+00:00

Share price$184.39
1D+0.5%
AH$182.88$183.32$183.76$184.20$184.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYM
Sold putSold callAH

iShares U.S. Basic Materials ETF options

Live interpolated IYM call and put midpoint premiums by absolute delta.iShares U.S. Basic Materials ETF$1.52$2.98$4.45$5.92$7.39$175.48$180.58$185.68$190.78$195.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive IYM spot · $184.39IYM PRICE$1.68$1.78$2.36$2.56$2.69$2.90$2.94$3.13$3.47$4.03$5.28$2.09$2.27$2.47$2.70$2.89$3.46$4.03$4.62$5.50$6.55$6.97
Puts——
Calls——
Skew——
Implied moveBearish±$5.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ189.3830.8%3.6%179.3737.3%3.9%
35Δ187.6426.6%2.7%181.2232.9%2.9%
40Δ186.9629.8%2.7%182.6229.4%2.3%
45Δ185.7426.8%2.1%183.7426.8%1.8%
50Δ184.7123.8%1.6%184.6824.4%1.4%
55Δ183.9022.1%1.3%185.6425.0%1.2%
60Δ183.2919.4%1.0%186.5725.1%1.0%
65Δ182.6817.7%0.8%187.5224.9%0.8%
70Δ182.0617.1%0.6%188.6825.7%0.7%
75Δ181.2917.2%0.5%190.0026.6%0.5%
80Δ179.9419.6%0.4%190.7524.4%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
189.38
IV
30.8%
B/E move
3.6%
Puts
Pseudo strike
179.37
IV
37.3%
B/E move
3.9%

35Δ

Calls
Pseudo strike
187.64
IV
26.6%
B/E move
2.7%
Puts
Pseudo strike
181.22
IV
32.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
186.96
IV
29.8%
B/E move
2.7%
Puts
Pseudo strike
182.62
IV
29.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
185.74
IV
26.8%
B/E move
2.1%
Puts
Pseudo strike
183.74
IV
26.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
184.71
IV
23.8%
B/E move
1.6%
Puts
Pseudo strike
184.68
IV
24.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
183.90
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
185.64
IV
25.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
183.29
IV
19.4%
B/E move
1.0%
Puts
Pseudo strike
186.57
IV
25.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
182.68
IV
17.7%
B/E move
0.8%
Puts
Pseudo strike
187.52
IV
24.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
182.06
IV
17.1%
B/E move
0.6%
Puts
Pseudo strike
188.68
IV
25.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
181.29
IV
17.2%
B/E move
0.5%
Puts
Pseudo strike
190.00
IV
26.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
179.94
IV
19.6%
B/E move
0.4%
Puts
Pseudo strike
190.75
IV
24.4%
B/E move
0.3%

Options history

IV · four-Friday blend20.91%
Daily close
IYM17.9%24.1%30.2%2026-08-13: 21.20%2026-08-14: 20.02%2026-08-17: 21.53%2026-08-18: 22.76%2026-08-19: 22.24%2026-08-20: 24.51%2026-08-21: 19.55%2026-08-24: 19.87%2026-08-25: 19.38%2026-08-26: 19.42%2026-08-27: 19.49%2026-08-28: 19.19%2026-08-31: 19.41%2026-09-01: 20.15%2026-09-02: 20.36%2026-09-03: 19.29%2026-09-04: 18.80%2026-09-08: 20.96%2026-09-09: 20.13%2026-09-10: 21.14%2026-09-11: 21.41%2026-09-14: 22.29%2026-09-16: 25.96%2026-09-17: 29.37%2026-09-18: 19.92%2026-09-21: 20.47%2026-09-22: 18.75%2026-09-23: 19.67%2026-09-24: 19.51%2026-09-25: 19.48%2026-09-28: 20.50%2026-09-29: 20.43%2026-09-30: 20.47%2026-10-01: 20.77%2026-10-02: 20.21%2026-10-05: 20.53%2026-10-06: 20.84%2026-10-07: 22.24%2026-10-08: 21.05%2026-10-09: 20.54%2026-10-12: 22.04%2026-10-13: 22.58%2026-10-14: 24.01%2026-10-15: 25.91%2026-10-16: 20.41%2026-10-19: 20.49%2026-10-20: 20.08%2026-10-21: 19.57%2026-10-22: 20.47%2026-10-23: 20.58%2026-10-26: 20.58%2026-10-27: 20.60%2026-10-28: 20.69%2026-10-29: 20.12%2026-10-30: 20.91%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.20%
20.02%
21.53%
22.76%
22.24%
24.51%
19.55%
19.87%
19.38%
19.42%
19.49%
19.19%
19.41%
20.15%
20.36%
19.29%
18.80%
20.96%
20.13%
21.14%
21.41%
22.29%
25.96%
29.37%
19.92%
20.47%
18.75%
19.67%
19.51%
19.48%
20.50%
20.43%
20.47%
20.77%
20.21%
20.53%
20.84%
22.24%
21.05%
20.54%
22.04%
22.58%
24.01%
25.91%
20.41%
20.49%
20.08%
19.57%
20.47%
20.58%
20.58%
20.60%
20.69%
20.12%
20.91%