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iShares U.S. Telecommunications ETF IYZ

i

Market datapartial · fetched 2026-10-22T23:24:24.967Z

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 · 2026-10-22T22:30:03.861730783Z

FundamentalsAlpha Vantage · unavailable

Share price$38.49
1D-1.8%
AH$38.09$38.35$38.61$38.86$39.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYZ
Sold putSold callAH

iShares U.S. Telecommunications ETF options

Live interpolated IYZ call and put midpoint premiums by absolute delta.iShares U.S. Telecommunications ETF$0.27$1.24$2.22$3.19$4.16$33.45$36.58$39.70$42.83$45.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYZ spot · $38.49IYZ PRICE$0.38$0.42$0.50$0.63$0.78$0.94$1.11$1.30$1.49$1.95$2.44$3.05$3.88$0.39$0.50$0.60$0.67$0.75$0.91$1.07$1.23$1.37$1.51$1.64$1.83$2.09
PutsCheap0.67×
CallsCheap0.78×
SkewBullish-5.80 pp
Implied moveBalanced±$2.19
TiltBullish12.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.9232.6%9.9%36.0530.6%7.3%
25Δ40.8227.2%7.1%36.6129.4%6.2%
30Δ40.2025.2%5.7%37.1427.9%5.1%
35Δ39.7725.0%5.0%37.6125.4%4.0%
40Δ39.4225.7%4.5%38.0523.3%3.1%
45Δ39.0826.5%4.0%38.3823.3%2.7%
50Δ38.7226.7%3.5%38.7023.4%2.3%
55Δ38.3526.7%3.0%39.0123.4%1.8%
60Δ37.9826.8%2.6%39.2922.3%1.5%
65Δ37.4530.2%2.4%39.5621.3%1.1%
70Δ36.8933.6%2.2%39.8320.2%0.8%
75Δ36.1836.7%1.9%40.1319.3%0.5%
80Δ35.2441.1%1.6%40.4818.8%0.3%

20Δ

Calls
Pseudo strike
41.92
IV
32.6%
B/E move
9.9%
Puts
Pseudo strike
36.05
IV
30.6%
B/E move
7.3%

25Δ

Calls
Pseudo strike
40.82
IV
27.2%
B/E move
7.1%
Puts
Pseudo strike
36.61
IV
29.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
40.20
IV
25.2%
B/E move
5.7%
Puts
Pseudo strike
37.14
IV
27.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
39.77
IV
25.0%
B/E move
5.0%
Puts
Pseudo strike
37.61
IV
25.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
39.42
IV
25.7%
B/E move
4.5%
Puts
Pseudo strike
38.05
IV
23.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
39.08
IV
26.5%
B/E move
4.0%
Puts
Pseudo strike
38.38
IV
23.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
38.72
IV
26.7%
B/E move
3.5%
Puts
Pseudo strike
38.70
IV
23.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
38.35
IV
26.7%
B/E move
3.0%
Puts
Pseudo strike
39.01
IV
23.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
37.98
IV
26.8%
B/E move
2.6%
Puts
Pseudo strike
39.29
IV
22.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
37.45
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
39.56
IV
21.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
36.89
IV
33.6%
B/E move
2.2%
Puts
Pseudo strike
39.83
IV
20.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
36.18
IV
36.7%
B/E move
1.9%
Puts
Pseudo strike
40.13
IV
19.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
35.24
IV
41.1%
B/E move
1.6%
Puts
Pseudo strike
40.48
IV
18.8%
B/E move
0.3%

Options history

No recorded observations