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iShares U.S. Real Estate ETF IYR

i

Market dataready · fetched 2026-10-20T06:07:27.293Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.1404928Z

FundamentalsAlpha Vantage · ready

Share price$96.24
1D-0.7%
AH$96.07$96.35$96.63$96.90$97.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYR
Sold putSold callAH

iShares U.S. Real Estate ETF options

Live interpolated IYR call and put midpoint premiums by absolute delta.iShares U.S. Real Estate ETF$0.50$1.65$2.80$3.96$5.11$88.27$92.22$96.17$100.12$104.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYR spot · $96.24IYR PRICE$0.62$1.51$1.05$1.42$2.46$2.45$2.51$2.47$2.45$2.57$4.55$3.73$4.78$0.66$0.82$1.87$2.54$2.45$2.45$2.97$2.70$4.01$3.11$3.41$3.71$3.97
PutsExpensive1.50×
CallsExpensive1.47×
SkewBearish+0.49 pp
Implied moveBearish±$5.48
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.4019.3%6.0%92.0520.2%5.0%
25Δ104.3636.6%10.0%93.1319.1%4.1%
30Δ99.6319.5%4.6%92.4032.7%5.9%
35Δ99.1421.9%4.5%92.9936.9%6.0%
40Δ99.4032.2%5.8%94.8928.9%3.9%
45Δ97.8826.7%4.3%95.9924.4%2.8%
50Δ96.7923.4%3.2%96.8425.3%2.5%
55Δ96.0819.5%2.4%97.4020.1%1.6%
60Δ95.5516.6%1.8%98.6525.2%1.7%
65Δ95.0215.2%1.4%98.5717.2%0.8%
70Δ93.3123.7%1.7%99.1016.3%0.6%
75Δ93.5216.5%1.1%99.6315.4%0.3%
80Δ92.3618.5%0.9%100.0914.3%0.1%

20Δ

Calls
Pseudo strike
101.40
IV
19.3%
B/E move
6.0%
Puts
Pseudo strike
92.05
IV
20.2%
B/E move
5.0%

25Δ

Calls
Pseudo strike
104.36
IV
36.6%
B/E move
10.0%
Puts
Pseudo strike
93.13
IV
19.1%
B/E move
4.1%

30Δ

Calls
Pseudo strike
99.63
IV
19.5%
B/E move
4.6%
Puts
Pseudo strike
92.40
IV
32.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
99.14
IV
21.9%
B/E move
4.5%
Puts
Pseudo strike
92.99
IV
36.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
99.40
IV
32.2%
B/E move
5.8%
Puts
Pseudo strike
94.89
IV
28.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
97.88
IV
26.7%
B/E move
4.3%
Puts
Pseudo strike
95.99
IV
24.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
96.79
IV
23.4%
B/E move
3.2%
Puts
Pseudo strike
96.84
IV
25.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
96.08
IV
19.5%
B/E move
2.4%
Puts
Pseudo strike
97.40
IV
20.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
95.55
IV
16.6%
B/E move
1.8%
Puts
Pseudo strike
98.65
IV
25.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
95.02
IV
15.2%
B/E move
1.4%
Puts
Pseudo strike
98.57
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
93.31
IV
23.7%
B/E move
1.7%
Puts
Pseudo strike
99.10
IV
16.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
93.52
IV
16.5%
B/E move
1.1%
Puts
Pseudo strike
99.63
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
92.36
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
100.09
IV
14.3%
B/E move
0.1%

Options history

IYR23.9723.9924.012026-10-19T20:00:04.630000+00:00: 23.99%Oct 19Oct 19
Table
ObservationIVSkewImplied move
23.99%-17.72 pp5.71%