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iShares U.S. Transportation ETF IYT

i

Market datapartial · fetched 2026-10-23T03:52:24.358Z

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 · 2026-10-23T00:00:03.706623687Z

FundamentalsAlpha Vantage · unavailable

Share price$81.92
1D+1.5%
AH$80.64$80.99$81.34$81.69$82.045:30 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$0.75$2.51$4.28$6.04$7.80$73.98$77.69$81.41$85.12$88.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYT spot · $81.92IYT PRICE$1.00$0.97$1.15$1.24$1.31$1.50$1.65$1.99$2.57$2.95$3.50$4.45$4.44$0.94$1.04$1.40$1.40$1.93$2.20$2.70$3.53$4.38$3.37$4.48$5.44$7.29
PutsExpensive1.59×
CallsExpensive1.22×
SkewBearish+4.46 pp
Implied moveBearish±$4.35
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.2141.2%12.6%76.0434.7%8.3%
25Δ87.2529.4%7.7%78.0428.9%6.0%
30Δ85.8327.3%6.2%78.8730.2%5.4%
35Δ84.5623.9%4.7%80.3523.8%3.6%
40Δ83.5520.5%3.6%80.8627.6%3.6%
45Δ82.9019.8%3.0%81.6126.8%3.1%
50Δ82.3118.5%2.5%82.4627.6%2.6%
55Δ81.7118.9%2.2%83.4330.7%2.5%
60Δ81.0621.4%2.1%84.5232.7%2.2%
65Δ80.4321.4%1.8%84.4022.1%1.1%
70Δ79.6621.9%1.5%85.6025.4%1.0%
75Δ78.5724.3%1.3%86.7426.9%0.8%
80Δ78.3321.7%1.0%88.7330.7%0.6%

20Δ

Calls
Pseudo strike
91.21
IV
41.2%
B/E move
12.6%
Puts
Pseudo strike
76.04
IV
34.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
87.25
IV
29.4%
B/E move
7.7%
Puts
Pseudo strike
78.04
IV
28.9%
B/E move
6.0%

30Δ

Calls
Pseudo strike
85.83
IV
27.3%
B/E move
6.2%
Puts
Pseudo strike
78.87
IV
30.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
84.56
IV
23.9%
B/E move
4.7%
Puts
Pseudo strike
80.35
IV
23.8%
B/E move
3.6%

40Δ

Calls
Pseudo strike
83.55
IV
20.5%
B/E move
3.6%
Puts
Pseudo strike
80.86
IV
27.6%
B/E move
3.6%

45Δ

Calls
Pseudo strike
82.90
IV
19.8%
B/E move
3.0%
Puts
Pseudo strike
81.61
IV
26.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
82.31
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
82.46
IV
27.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
81.71
IV
18.9%
B/E move
2.2%
Puts
Pseudo strike
83.43
IV
30.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
81.06
IV
21.4%
B/E move
2.1%
Puts
Pseudo strike
84.52
IV
32.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
80.43
IV
21.4%
B/E move
1.8%
Puts
Pseudo strike
84.40
IV
22.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
79.66
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
85.60
IV
25.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
78.57
IV
24.3%
B/E move
1.3%
Puts
Pseudo strike
86.74
IV
26.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
78.33
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
88.73
IV
30.7%
B/E move
0.6%

Options history

No recorded observations