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iShares U.S. Transportation ETF IYT

i

Market datapartial · fetched 2026-11-13T02:53:54.879Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:03.648490736Z

FundamentalsAlpha Vantage · unavailable

Share price$83.52
1D-1.2%
AH$83.20$83.62$84.04$84.46$84.885:30 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$0.38$2.04$3.69$5.35$7.01$79.99$81.72$83.45$85.19$86.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IYT spot · $83.52IYT PRICE$1.70$2.07$2.10$2.18$2.23$2.27$4.33$4.99$6.53$0.56$0.62$0.71$1.06$1.42$1.68$1.70$1.72$1.74$1.92$2.54
Puts——
Calls——
Skew——
Implied moveBullish±$3.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ93.30100.6%13.7%
30Δ82.1023.6%2.4%
35Δ82.5721.3%1.9%
40Δ83.0319.5%1.4%
45Δ84.6952.0%3.9%83.3923.2%1.4%
50Δ83.8044.5%2.9%83.7526.9%1.4%
55Δ83.1439.5%2.2%84.0728.7%1.4%
60Δ82.6935.2%1.7%84.3225.7%1.1%
65Δ82.2930.9%1.3%84.5722.7%0.8%
70Δ80.5251.6%1.6%84.8219.7%0.5%
75Δ79.6152.0%1.3%85.1918.3%0.3%
80Δ77.9359.6%1.1%85.8520.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
93.30
IV
100.6%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.10
IV
23.6%
B/E move
2.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.57
IV
21.3%
B/E move
1.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.03
IV
19.5%
B/E move
1.4%

45Δ

Calls
Pseudo strike
84.69
IV
52.0%
B/E move
3.9%
Puts
Pseudo strike
83.39
IV
23.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
83.80
IV
44.5%
B/E move
2.9%
Puts
Pseudo strike
83.75
IV
26.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
83.14
IV
39.5%
B/E move
2.2%
Puts
Pseudo strike
84.07
IV
28.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
82.69
IV
35.2%
B/E move
1.7%
Puts
Pseudo strike
84.32
IV
25.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
82.29
IV
30.9%
B/E move
1.3%
Puts
Pseudo strike
84.57
IV
22.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
80.52
IV
51.6%
B/E move
1.6%
Puts
Pseudo strike
84.82
IV
19.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
79.61
IV
52.0%
B/E move
1.3%
Puts
Pseudo strike
85.19
IV
18.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
77.93
IV
59.6%
B/E move
1.1%
Puts
Pseudo strike
85.85
IV
20.8%
B/E move
0.2%

Options history

IV · four-Friday blend22.88%
Daily close
IYT18.1%23.0%27.9%2026-08-14: 22.48%2026-08-17: 22.58%2026-08-18: 25.70%2026-08-19: 23.72%2026-08-20: 27.20%2026-08-21: 19.91%2026-08-24: 20.35%2026-08-25: 20.59%2026-08-26: 20.74%2026-08-27: 21.36%2026-08-28: 20.85%2026-08-31: 21.15%2026-09-01: 19.89%2026-09-02: 20.46%2026-09-03: 19.72%2026-09-04: 20.10%2026-09-08: 20.00%2026-09-09: 21.23%2026-09-10: 21.85%2026-09-11: 20.23%2026-09-14: 21.63%2026-09-15: 23.07%2026-09-16: 25.74%2026-09-17: 24.33%2026-09-18: 19.44%2026-09-21: 19.83%2026-09-22: 20.86%2026-09-23: 19.37%2026-09-24: 22.30%2026-09-25: 19.90%2026-09-28: 20.84%2026-09-29: 19.84%2026-09-30: 20.76%2026-10-01: 21.93%2026-10-02: 19.71%2026-10-05: 18.80%2026-10-06: 20.50%2026-10-07: 21.14%2026-10-08: 20.16%2026-10-09: 19.00%2026-10-12: 22.23%2026-10-13: 21.99%2026-10-14: 23.70%2026-10-16: 20.35%2026-10-19: 20.78%2026-10-20: 20.65%2026-10-21: 19.96%2026-10-22: 20.56%2026-10-23: 21.56%2026-10-26: 19.92%2026-10-27: 22.68%2026-10-28: 22.36%2026-10-29: 21.36%2026-10-30: 22.88%Aug 14Sep 22Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
22.48%
22.58%
25.70%
23.72%
27.20%
19.91%
20.35%
20.59%
20.74%
21.36%
20.85%
21.15%
19.89%
20.46%
19.72%
20.10%
20.00%
21.23%
21.85%
20.23%
21.63%
23.07%
25.74%
24.33%
19.44%
19.83%
20.86%
19.37%
22.30%
19.90%
20.84%
19.84%
20.76%
21.93%
19.71%
18.80%
20.50%
21.14%
20.16%
19.00%
22.23%
21.99%
23.70%
20.35%
20.78%
20.65%
19.96%
20.56%
21.56%
19.92%
22.68%
22.36%
21.36%
22.88%