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iShares Dow Jones U.S. ETF IYY

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Market dataready · fetched 2026-11-12T02:51:52.214Z

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 · 2026-11-12T01:00:00.027625503Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:51:51.812074+00:00

Share price$184.78
1D+0.4%
AH$183.63$184.09$184.56$185.02$185.485:30 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$0.60$1.59$2.59$3.58$4.57$176.32$181.15$185.99$190.83$195.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IYY spot · $184.78IYY PRICE$0.71$0.93$1.16$1.38$1.60$1.99$2.40$2.85$3.43$3.95$4.28$0.97$1.13$1.30$1.47$1.63$1.80$2.03$2.33$2.62$2.92
Puts——
Calls——
Skew——
Implied moveBullish±$3.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ186.9813.0%1.6%
35Δ186.4813.2%1.4%183.3513.9%1.3%
40Δ185.9913.5%1.3%183.8313.4%1.1%
45Δ185.4913.7%1.1%184.3212.9%1.0%
50Δ185.0014.0%1.0%184.8012.4%0.8%
55Δ184.4414.8%0.9%185.2911.8%0.6%
60Δ183.8615.5%0.8%185.7711.3%0.4%
65Δ183.2216.0%0.7%186.2310.9%0.3%
70Δ182.4616.8%0.6%186.6610.6%0.2%
75Δ181.7616.8%0.5%187.0910.3%0.2%
80Δ181.2015.8%0.4%187.5210.1%0.1%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
186.98
IV
13.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
186.48
IV
13.2%
B/E move
1.4%
Puts
Pseudo strike
183.35
IV
13.9%
B/E move
1.3%

40Δ

Calls
Pseudo strike
185.99
IV
13.5%
B/E move
1.3%
Puts
Pseudo strike
183.83
IV
13.4%
B/E move
1.1%

45Δ

Calls
Pseudo strike
185.49
IV
13.7%
B/E move
1.1%
Puts
Pseudo strike
184.32
IV
12.9%
B/E move
1.0%

50Δ

Calls
Pseudo strike
185.00
IV
14.0%
B/E move
1.0%
Puts
Pseudo strike
184.80
IV
12.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
184.44
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
185.29
IV
11.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
183.86
IV
15.5%
B/E move
0.8%
Puts
Pseudo strike
185.77
IV
11.3%
B/E move
0.4%

65Δ

Calls
Pseudo strike
183.22
IV
16.0%
B/E move
0.7%
Puts
Pseudo strike
186.23
IV
10.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
182.46
IV
16.8%
B/E move
0.6%
Puts
Pseudo strike
186.66
IV
10.6%
B/E move
0.2%

75Δ

Calls
Pseudo strike
181.76
IV
16.8%
B/E move
0.5%
Puts
Pseudo strike
187.09
IV
10.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
181.20
IV
15.8%
B/E move
0.4%
Puts
Pseudo strike
187.52
IV
10.1%
B/E move
0.1%

Options history

IV · four-Friday blend14.89%
Daily close
IYY11.6%13.4%15.1%2026-08-13: 12.37%2026-08-14: 12.00%2026-08-17: 12.38%2026-08-18: 13.20%2026-08-19: 12.98%2026-08-20: 13.46%2026-08-21: 13.07%2026-08-24: 13.17%2026-08-25: 13.17%2026-08-26: 13.06%2026-08-27: 12.57%2026-08-28: 12.42%2026-08-31: 12.51%2026-09-01: 13.04%2026-09-02: 12.76%2026-09-03: 12.35%2026-09-08: 13.10%2026-09-09: 13.23%2026-09-10: 13.78%2026-09-11: 13.23%2026-09-14: 13.92%2026-09-17: 14.15%2026-09-18: 12.61%2026-09-21: 12.44%2026-09-22: 12.38%2026-09-23: 12.62%2026-09-24: 12.83%2026-09-25: 12.31%2026-09-28: 13.05%2026-09-29: 12.91%2026-09-30: 13.21%2026-10-01: 13.16%2026-10-02: 12.78%2026-10-05: 12.49%2026-10-06: 12.39%2026-10-07: 12.34%2026-10-08: 12.38%2026-10-09: 11.86%2026-10-12: 12.02%2026-10-13: 12.25%2026-10-14: 13.51%2026-10-15: 13.43%2026-10-16: 13.78%2026-10-19: 13.55%2026-10-20: 13.55%2026-10-21: 13.32%2026-10-22: 14.16%2026-10-23: 14.60%2026-10-26: 13.91%2026-10-27: 13.74%2026-10-28: 13.64%2026-10-29: 13.34%2026-10-30: 14.89%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
12.37%
12.00%
12.38%
13.20%
12.98%
13.46%
13.07%
13.17%
13.17%
13.06%
12.57%
12.42%
12.51%
13.04%
12.76%
12.35%
13.10%
13.23%
13.78%
13.23%
13.92%
14.15%
12.61%
12.44%
12.38%
12.62%
12.83%
12.31%
13.05%
12.91%
13.21%
13.16%
12.78%
12.49%
12.39%
12.34%
12.38%
11.86%
12.02%
12.25%
13.51%
13.43%
13.78%
13.55%
13.55%
13.32%
14.16%
14.60%
13.91%
13.74%
13.64%
13.34%
14.89%