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iShares U.S. Transportation ETF IYT

i

Market dataready · fetched 2026-10-24T02:23:44.428Z

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 · 2026-10-24T00:00:03.664185605Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T02:23:44.429287+00:00

Share price$80.18
1D-0.9%
AH$79.36$79.77$80.18$80.59$81.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYT
Sold putSold callAH

iShares U.S. Transportation ETF options

Live interpolated IYT call and put midpoint premiums by absolute delta.iShares U.S. Transportation ETF$0.51$1.91$3.30$4.70$6.10$73.60$76.97$80.33$83.70$87.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYT spot · $80.18IYT PRICE$0.66$0.83$0.92$1.22$1.57$1.84$2.20$2.63$2.83$3.16$3.62$4.25$5.36$0.79$1.14$1.15$1.24$1.43$1.71$2.08$2.43$2.73$3.09$3.51$4.18$5.70
PutsExpensive1.20×
CallsExpensive1.28×
SkewBullish-1.37 pp
Implied moveBullish±$4.28
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.3328.3%8.5%75.5128.8%6.8%
25Δ84.7326.1%6.7%75.9832.6%6.7%
30Δ83.2922.6%5.0%77.5826.4%4.7%
35Δ82.6223.7%4.6%78.6122.9%3.5%
40Δ82.0825.7%4.3%79.3521.7%2.8%
45Δ81.3525.4%3.7%79.9621.8%2.4%
50Δ80.6125.8%3.3%80.5922.4%2.1%
55Δ79.9126.7%2.9%81.2122.5%1.7%
60Δ79.2424.8%2.4%81.8121.9%1.4%
65Δ78.5624.0%1.9%82.4321.4%1.1%
70Δ77.8423.9%1.6%83.0721.1%0.8%
75Δ77.0024.5%1.3%83.9221.7%0.6%
80Δ75.7426.8%1.1%85.5425.1%0.4%

20Δ

Calls
Pseudo strike
86.33
IV
28.3%
B/E move
8.5%
Puts
Pseudo strike
75.51
IV
28.8%
B/E move
6.8%

25Δ

Calls
Pseudo strike
84.73
IV
26.1%
B/E move
6.7%
Puts
Pseudo strike
75.98
IV
32.6%
B/E move
6.7%

30Δ

Calls
Pseudo strike
83.29
IV
22.6%
B/E move
5.0%
Puts
Pseudo strike
77.58
IV
26.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
82.62
IV
23.7%
B/E move
4.6%
Puts
Pseudo strike
78.61
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
82.08
IV
25.7%
B/E move
4.3%
Puts
Pseudo strike
79.35
IV
21.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
81.35
IV
25.4%
B/E move
3.7%
Puts
Pseudo strike
79.96
IV
21.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
80.61
IV
25.8%
B/E move
3.3%
Puts
Pseudo strike
80.59
IV
22.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
79.91
IV
26.7%
B/E move
2.9%
Puts
Pseudo strike
81.21
IV
22.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
79.24
IV
24.8%
B/E move
2.4%
Puts
Pseudo strike
81.81
IV
21.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
78.56
IV
24.0%
B/E move
1.9%
Puts
Pseudo strike
82.43
IV
21.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
77.84
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
83.07
IV
21.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
77.00
IV
24.5%
B/E move
1.3%
Puts
Pseudo strike
83.92
IV
21.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
75.74
IV
26.8%
B/E move
1.1%
Puts
Pseudo strike
85.54
IV
25.1%
B/E move
0.4%

Options history

No recorded observations