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iShares U.S. Transportation ETF IYT

i

Market datapartial · fetched 2026-10-23T15:57:39.888Z

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 · 2026-10-23T15:57:24.401505089Z

FundamentalsAlpha Vantage · unavailable

Share price$80.16
1D-0.9%
$79.36$79.77$80.18$80.59$81.005:30 AM6:30 AM9:00 AM1:00 PMIYT
Sold putSold call

iShares U.S. Transportation ETF options

Live interpolated IYT call and put midpoint premiums by absolute delta.iShares U.S. Transportation ETF$0.39$2.33$4.27$6.22$8.16$72.81$76.40$79.98$83.57$87.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYT spot · $80.16IYT PRICE$0.60$0.92$0.93$1.22$1.58$1.84$2.21$2.63$2.83$3.18$3.65$4.31$5.36$0.79$1.13$1.18$1.24$1.46$1.81$2.18$2.78$3.74$4.71$5.67$6.64$7.60
PutsExpensive1.31×
CallsExpensive1.28×
SkewBearish+1.59 pp
Implied moveBalanced±$4.40
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.4324.8%7.3%75.4828.8%6.8%
25Δ85.3829.6%7.7%75.9832.5%6.6%
30Δ83.3622.9%5.1%77.4427.1%4.9%
35Δ82.5823.6%4.5%78.5123.3%3.6%
40Δ82.0725.8%4.3%79.3322.1%2.9%
45Δ81.3325.5%3.8%79.9323.0%2.5%
50Δ80.5925.9%3.3%80.5823.5%2.2%
55Δ79.8926.8%2.9%81.4324.3%1.9%
60Δ79.2224.9%2.4%82.6025.8%1.6%
65Δ78.5324.1%1.9%83.7627.2%1.4%
70Δ77.8024.1%1.6%84.9328.7%1.1%
75Δ76.9324.7%1.3%86.1030.1%0.9%
80Δ75.6924.8%1.1%87.2731.6%0.6%

20Δ

Calls
Pseudo strike
85.43
IV
24.8%
B/E move
7.3%
Puts
Pseudo strike
75.48
IV
28.8%
B/E move
6.8%

25Δ

Calls
Pseudo strike
85.38
IV
29.6%
B/E move
7.7%
Puts
Pseudo strike
75.98
IV
32.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
83.36
IV
22.9%
B/E move
5.1%
Puts
Pseudo strike
77.44
IV
27.1%
B/E move
4.9%

35Δ

Calls
Pseudo strike
82.58
IV
23.6%
B/E move
4.5%
Puts
Pseudo strike
78.51
IV
23.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
82.07
IV
25.8%
B/E move
4.3%
Puts
Pseudo strike
79.33
IV
22.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
81.33
IV
25.5%
B/E move
3.8%
Puts
Pseudo strike
79.93
IV
23.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
80.59
IV
25.9%
B/E move
3.3%
Puts
Pseudo strike
80.58
IV
23.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
79.89
IV
26.8%
B/E move
2.9%
Puts
Pseudo strike
81.43
IV
24.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
79.22
IV
24.9%
B/E move
2.4%
Puts
Pseudo strike
82.60
IV
25.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
78.53
IV
24.1%
B/E move
1.9%
Puts
Pseudo strike
83.76
IV
27.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
77.80
IV
24.1%
B/E move
1.6%
Puts
Pseudo strike
84.93
IV
28.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
76.93
IV
24.7%
B/E move
1.3%
Puts
Pseudo strike
86.10
IV
30.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
75.69
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
87.27
IV
31.6%
B/E move
0.6%

Options history

No recorded observations