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iShares Dow Jones U.S. ETF IYY

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Market dataready · fetched 2026-10-22T22:07:17.957Z

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 · 2026-10-22T20:10:00.002659668Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:07:16.445214+00:00

Share price$185.72
1D-0.3%
AH$184.93$185.31$185.69$186.06$186.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYY
Sold putSold callAH

iShares Dow Jones U.S. ETF options

Live interpolated IYY call and put midpoint premiums by absolute delta.iShares Dow Jones U.S. ETF$0.44$2.51$4.58$6.65$8.72$175.39$180.04$184.69$189.33$193.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYY spot · $185.72IYY PRICE$0.66$0.87$1.12$1.41$1.72$2.10$2.53$3.01$3.54$4.08$4.84$5.57$6.79$1.13$1.43$1.82$2.18$2.48$2.96$3.38$3.84$4.44$5.20$6.12$6.65$8.12
PutsExpensive1.46×
CallsExpensive1.11×
SkewBearish+3.96 pp
Implied moveBearish±$5.90
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ191.6311.5%3.5%178.4018.8%4.5%
25Δ190.4311.2%3.0%180.2917.9%3.7%
30Δ189.5711.4%2.7%181.7017.8%3.1%
35Δ188.7711.6%2.4%183.0617.2%2.6%
40Δ187.9711.7%2.1%184.3616.1%2.1%
45Δ187.2012.0%1.9%185.4216.2%1.8%
50Δ186.4112.3%1.7%186.4815.7%1.4%
55Δ185.5812.6%1.5%187.4915.3%1.1%
60Δ184.7212.8%1.4%188.5215.3%0.9%
65Δ183.8312.8%1.2%189.6515.5%0.7%
70Δ182.8013.3%1.0%190.9015.8%0.5%
75Δ181.7713.3%0.9%191.8214.9%0.3%
80Δ180.3214.0%0.8%193.5515.7%0.2%

20Δ

Calls
Pseudo strike
191.63
IV
11.5%
B/E move
3.5%
Puts
Pseudo strike
178.40
IV
18.8%
B/E move
4.5%

25Δ

Calls
Pseudo strike
190.43
IV
11.2%
B/E move
3.0%
Puts
Pseudo strike
180.29
IV
17.9%
B/E move
3.7%

30Δ

Calls
Pseudo strike
189.57
IV
11.4%
B/E move
2.7%
Puts
Pseudo strike
181.70
IV
17.8%
B/E move
3.1%

35Δ

Calls
Pseudo strike
188.77
IV
11.6%
B/E move
2.4%
Puts
Pseudo strike
183.06
IV
17.2%
B/E move
2.6%

40Δ

Calls
Pseudo strike
187.97
IV
11.7%
B/E move
2.1%
Puts
Pseudo strike
184.36
IV
16.1%
B/E move
2.1%

45Δ

Calls
Pseudo strike
187.20
IV
12.0%
B/E move
1.9%
Puts
Pseudo strike
185.42
IV
16.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
186.41
IV
12.3%
B/E move
1.7%
Puts
Pseudo strike
186.48
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
185.58
IV
12.6%
B/E move
1.5%
Puts
Pseudo strike
187.49
IV
15.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
184.72
IV
12.8%
B/E move
1.4%
Puts
Pseudo strike
188.52
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
183.83
IV
12.8%
B/E move
1.2%
Puts
Pseudo strike
189.65
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
182.80
IV
13.3%
B/E move
1.0%
Puts
Pseudo strike
190.90
IV
15.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
181.77
IV
13.3%
B/E move
0.9%
Puts
Pseudo strike
191.82
IV
14.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
180.32
IV
14.0%
B/E move
0.8%
Puts
Pseudo strike
193.55
IV
15.7%
B/E move
0.2%

Options history

No recorded observations