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iShares U.S. Telecommunications ETF IYZ

i

Market datapartial · fetched 2026-10-23T16:44:29.638Z

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 · 2026-10-23T16:43:55.003089284Z

FundamentalsAlpha Vantage · unavailable

Share price$38.61
1D+1.4%
$38.01$38.18$38.35$38.51$38.685:30 AM6:30 AM9:00 AM1:00 PMIYZ
Sold putSold call

iShares U.S. Telecommunications ETF options

Live interpolated IYZ call and put midpoint premiums by absolute delta.iShares U.S. Telecommunications ETF$0.16$2.15$4.14$6.13$8.12$33.54$36.64$39.75$42.85$45.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYZ spot · $38.61IYZ PRICE$0.38$0.41$0.44$0.56$0.69$0.82$0.96$1.09$1.23$1.40$1.66$1.92$2.17$0.46$0.57$0.70$0.85$1.01$1.21$1.41$1.67$1.95$2.41$3.11$4.12$7.55
PutsFair1.00×
CallsCheap0.62×
SkewBearish+12.40 pp
Implied moveBearish±$2.37
TiltBearish32.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.0032.7%9.7%35.6637.0%8.8%
25Δ41.0927.7%7.5%36.4734.0%7.0%
30Δ40.1822.7%5.2%37.0832.7%5.8%
35Δ39.7522.2%4.4%37.5532.1%5.0%
40Δ39.4422.7%3.9%38.0231.5%4.1%
45Δ39.1223.3%3.5%38.4531.4%3.6%
50Δ38.8223.2%3.0%38.8731.2%3.0%
55Δ38.5122.6%2.6%39.3131.3%2.5%
60Δ38.2122.1%2.2%39.7631.5%2.1%
65Δ37.8921.8%1.8%40.3433.5%1.8%
70Δ37.5322.2%1.5%41.1237.4%1.5%
75Δ37.1722.6%1.3%42.2242.4%1.3%
80Δ36.8122.2%1.0%45.6063.4%1.5%

20Δ

Calls
Pseudo strike
42.00
IV
32.7%
B/E move
9.7%
Puts
Pseudo strike
35.66
IV
37.0%
B/E move
8.8%

25Δ

Calls
Pseudo strike
41.09
IV
27.7%
B/E move
7.5%
Puts
Pseudo strike
36.47
IV
34.0%
B/E move
7.0%

30Δ

Calls
Pseudo strike
40.18
IV
22.7%
B/E move
5.2%
Puts
Pseudo strike
37.08
IV
32.7%
B/E move
5.8%

35Δ

Calls
Pseudo strike
39.75
IV
22.2%
B/E move
4.4%
Puts
Pseudo strike
37.55
IV
32.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
39.44
IV
22.7%
B/E move
3.9%
Puts
Pseudo strike
38.02
IV
31.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
39.12
IV
23.3%
B/E move
3.5%
Puts
Pseudo strike
38.45
IV
31.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
38.82
IV
23.2%
B/E move
3.0%
Puts
Pseudo strike
38.87
IV
31.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
38.51
IV
22.6%
B/E move
2.6%
Puts
Pseudo strike
39.31
IV
31.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
38.21
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
39.76
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
37.89
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
40.34
IV
33.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
37.53
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
41.12
IV
37.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
37.17
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
42.22
IV
42.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
36.81
IV
22.2%
B/E move
1.0%
Puts
Pseudo strike
45.60
IV
63.4%
B/E move
1.5%

Options history

No recorded observations