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iShares U.S. Basic Materials ETF IYM

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Market datapartial · fetched 2026-10-22T23:23:30.254Z

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 · 2026-10-22T22:57:54.832459913Z

FundamentalsAlpha Vantage · unavailable

Share price$179.80
1D-0.1%
AH$178.17$178.65$179.13$179.60$180.085:30 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$0.89$4.22$7.55$10.88$14.21$165.93$172.68$179.43$186.18$192.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYM spot · $179.80IYM PRICE$1.25$1.46$1.95$2.50$2.63$3.45$4.05$4.79$5.28$6.22$7.31$8.61$9.76$1.50$1.72$2.32$2.53$2.96$3.74$4.35$5.30$6.16$7.00$8.51$10.65$13.25
PutsFair1.02×
CallsExpensive1.15×
SkewBearish+1.47 pp
Implied moveBearish±$8.39
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.6022.4%6.7%170.2125.7%6.2%
25Δ187.6319.9%5.2%173.4021.9%4.5%
30Δ186.2920.7%4.7%174.6723.1%4.1%
35Δ184.9921.6%4.3%176.6620.6%3.2%
40Δ183.0518.8%3.3%178.1119.8%2.6%
45Δ182.0020.8%3.1%179.3620.9%2.3%
50Δ180.6820.8%2.7%180.6520.8%1.9%
55Δ179.3221.1%2.4%182.0921.6%1.7%
60Δ178.0820.1%2.0%183.5121.6%1.4%
65Δ176.6620.6%1.7%184.9121.3%1.0%
70Δ175.1321.1%1.5%186.7922.4%0.8%
75Δ173.4221.6%1.2%189.2624.1%0.7%
80Δ171.8221.0%1.0%192.2425.7%0.4%

20Δ

Calls
Pseudo strike
190.60
IV
22.4%
B/E move
6.7%
Puts
Pseudo strike
170.21
IV
25.7%
B/E move
6.2%

25Δ

Calls
Pseudo strike
187.63
IV
19.9%
B/E move
5.2%
Puts
Pseudo strike
173.40
IV
21.9%
B/E move
4.5%

30Δ

Calls
Pseudo strike
186.29
IV
20.7%
B/E move
4.7%
Puts
Pseudo strike
174.67
IV
23.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
184.99
IV
21.6%
B/E move
4.3%
Puts
Pseudo strike
176.66
IV
20.6%
B/E move
3.2%

40Δ

Calls
Pseudo strike
183.05
IV
18.8%
B/E move
3.3%
Puts
Pseudo strike
178.11
IV
19.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
182.00
IV
20.8%
B/E move
3.1%
Puts
Pseudo strike
179.36
IV
20.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
180.68
IV
20.8%
B/E move
2.7%
Puts
Pseudo strike
180.65
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
179.32
IV
21.1%
B/E move
2.4%
Puts
Pseudo strike
182.09
IV
21.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
178.08
IV
20.1%
B/E move
2.0%
Puts
Pseudo strike
183.51
IV
21.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
176.66
IV
20.6%
B/E move
1.7%
Puts
Pseudo strike
184.91
IV
21.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
175.13
IV
21.1%
B/E move
1.5%
Puts
Pseudo strike
186.79
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
173.42
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
189.26
IV
24.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
171.82
IV
21.0%
B/E move
1.0%
Puts
Pseudo strike
192.24
IV
25.7%
B/E move
0.4%

Options history

No recorded observations