IntraAlpha
Create free account Start free

iShares U.S. Basic Materials ETF IYM

i

Market datapartial · fetched 2026-10-22T16:40:23.652Z

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 · 2026-10-22T16:32:06.019837098Z

FundamentalsAlpha Vantage · unavailable

Share price$179.53
1D-0.2%
$178.17$178.65$179.13$179.60$180.085:30 AM6:30 AM9:00 AM1:00 PMIYM
Sold putSold call

iShares U.S. Basic Materials ETF options

Live interpolated IYM call and put midpoint premiums by absolute delta.iShares U.S. Basic Materials ETF$0.98$3.69$6.39$9.10$11.80$165.88$172.68$179.48$186.28$193.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYM spot · $179.53IYM PRICE$1.28$1.49$2.00$2.37$2.74$3.55$4.12$5.03$5.48$6.61$7.76$9.04$10.32$1.50$1.67$2.26$2.52$2.86$3.54$4.31$5.01$5.91$6.72$8.32$9.40$11.02
PutsFair0.98×
CallsExpensive1.19×
SkewBullish-0.26 pp
Implied moveBearish±$8.43
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.5622.9%6.9%169.9925.5%6.1%
25Δ187.4920.3%5.3%173.3121.3%4.4%
30Δ186.1921.3%4.8%174.5222.6%4.0%
35Δ184.4720.5%4.1%176.4020.5%3.1%
40Δ182.8919.5%3.4%177.8919.2%2.5%
45Δ181.7921.4%3.2%179.1119.9%2.2%
50Δ180.4221.2%2.8%180.3720.6%1.9%
55Δ179.0322.2%2.5%181.7120.4%1.6%
60Δ177.7320.9%2.0%183.1120.8%1.3%
65Δ176.1821.9%1.8%184.4520.5%1.0%
70Δ174.5522.5%1.5%186.3721.9%0.8%
75Δ172.8122.8%1.3%187.9421.5%0.6%
80Δ171.0622.4%1.0%189.9521.7%0.3%

20Δ

Calls
Pseudo strike
190.56
IV
22.9%
B/E move
6.9%
Puts
Pseudo strike
169.99
IV
25.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
187.49
IV
20.3%
B/E move
5.3%
Puts
Pseudo strike
173.31
IV
21.3%
B/E move
4.4%

30Δ

Calls
Pseudo strike
186.19
IV
21.3%
B/E move
4.8%
Puts
Pseudo strike
174.52
IV
22.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
184.47
IV
20.5%
B/E move
4.1%
Puts
Pseudo strike
176.40
IV
20.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
182.89
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
177.89
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
181.79
IV
21.4%
B/E move
3.2%
Puts
Pseudo strike
179.11
IV
19.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
180.42
IV
21.2%
B/E move
2.8%
Puts
Pseudo strike
180.37
IV
20.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
179.03
IV
22.2%
B/E move
2.5%
Puts
Pseudo strike
181.71
IV
20.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
177.73
IV
20.9%
B/E move
2.0%
Puts
Pseudo strike
183.11
IV
20.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
176.18
IV
21.9%
B/E move
1.8%
Puts
Pseudo strike
184.45
IV
20.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
174.55
IV
22.5%
B/E move
1.5%
Puts
Pseudo strike
186.37
IV
21.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
172.81
IV
22.8%
B/E move
1.3%
Puts
Pseudo strike
187.94
IV
21.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
171.06
IV
22.4%
B/E move
1.0%
Puts
Pseudo strike
189.95
IV
21.7%
B/E move
0.3%

Options history

No recorded observations