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iShares U.S. Basic Materials ETF IYM

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Market datapartial · fetched 2026-10-22T17:37:15.142Z

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 · 2026-10-22T17:26:49.802053269Z

FundamentalsAlpha Vantage · unavailable

Share price$179.15
1D-0.4%
$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$1.05$4.39$7.74$11.08$14.43$-0.18$0.16$0.50$0.84$1.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIYM PRICE$1.41$1.80$2.20$2.29$2.89$3.68$4.46$5.14$5.81$6.98$8.31$10.58$13.46$4.53$5.77$7.01$8.25$9.49$10.78
PutsCheap0.92×
CallsExpensive1.30×
SkewBullish-3.38 pp
Implied move——
TiltBullish20.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ191.8825.4%7.9%
25Δ188.9824.8%6.5%
30Δ186.7223.7%5.5%
35Δ183.9119.8%3.9%
40Δ182.6120.4%3.5%
45Δ181.2921.5%3.2%
50Δ179.9822.5%3.0%
55Δ178.6522.8%2.6%181.1818.5%1.4%
60Δ177.2222.3%2.2%182.8019.1%1.2%
65Δ175.5823.2%1.9%184.4319.7%1.0%
70Δ173.7924.1%1.6%186.0520.2%0.8%
75Δ171.0825.4%1.4%187.6820.8%0.5%
80Δ167.7727.0%1.2%189.3621.2%0.3%

20Δ

Calls
Pseudo strike
191.88
IV
25.4%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
188.98
IV
24.8%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
186.72
IV
23.7%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
183.91
IV
19.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
182.61
IV
20.4%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
181.29
IV
21.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
179.98
IV
22.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
178.65
IV
22.8%
B/E move
2.6%
Puts
Pseudo strike
181.18
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
177.22
IV
22.3%
B/E move
2.2%
Puts
Pseudo strike
182.80
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
175.58
IV
23.2%
B/E move
1.9%
Puts
Pseudo strike
184.43
IV
19.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
173.79
IV
24.1%
B/E move
1.6%
Puts
Pseudo strike
186.05
IV
20.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
171.08
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
187.68
IV
20.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
167.77
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
189.36
IV
21.2%
B/E move
0.3%

Options history

No recorded observations