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iShares U.S. Telecommunications ETF IYZ

i

Market dataready · fetched 2026-11-13T01:28:46.478Z

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 · 2026-11-13T01:00:03.976327221Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:45.029065+00:00

Share price$40.01
1D+1.5%
AH$39.47$39.71$39.95$40.19$40.435:30 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$0.73$1.07$1.41$1.74$2.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIYZ PRICE$0.88$0.88$0.91$0.96$0.95$1.16$1.37$1.58$1.78$1.98$0.77$0.88$0.94$1.07$1.23$1.44$1.64$1.74$1.80$1.86$1.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.46108.6%13.3%
25Δ45.14108.3%15.0%36.8593.7%10.1%
30Δ43.0383.6%9.7%
35Δ41.8969.8%7.0%
40Δ41.1561.0%5.3%39.3553.5%4.0%
45Δ39.7651.1%3.3%
50Δ40.1549.5%2.7%
55Δ39.8134.9%1.9%40.5249.1%2.3%
60Δ39.5236.4%1.7%40.8948.7%1.9%
65Δ39.2237.9%1.5%41.1245.6%1.6%
70Δ38.9238.6%1.2%41.3041.5%1.3%
75Δ38.6237.3%1.0%41.4837.3%1.0%
80Δ38.3235.9%0.7%41.6633.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.46
IV
108.6%
B/E move
13.3%

25Δ

Calls
Pseudo strike
45.14
IV
108.3%
B/E move
15.0%
Puts
Pseudo strike
36.85
IV
93.7%
B/E move
10.1%

30Δ

Calls
Pseudo strike
43.03
IV
83.6%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
41.89
IV
69.8%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
41.15
IV
61.0%
B/E move
5.3%
Puts
Pseudo strike
39.35
IV
53.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.76
IV
51.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.15
IV
49.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
39.81
IV
34.9%
B/E move
1.9%
Puts
Pseudo strike
40.52
IV
49.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
39.52
IV
36.4%
B/E move
1.7%
Puts
Pseudo strike
40.89
IV
48.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
39.22
IV
37.9%
B/E move
1.5%
Puts
Pseudo strike
41.12
IV
45.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
38.92
IV
38.6%
B/E move
1.2%
Puts
Pseudo strike
41.30
IV
41.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
38.62
IV
37.3%
B/E move
1.0%
Puts
Pseudo strike
41.48
IV
37.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
38.32
IV
35.9%
B/E move
0.7%
Puts
Pseudo strike
41.66
IV
33.2%
B/E move
0.7%

Options history

IV · four-Friday blend27.55%
Daily close
IYZ21.3%28.0%34.7%2026-08-14: 22.64%2026-08-17: 24.69%2026-08-19: 28.65%2026-08-21: 22.90%2026-08-24: 22.69%2026-08-25: 23.91%2026-08-26: 24.46%2026-08-27: 24.32%2026-08-28: 25.32%2026-08-31: 22.22%2026-09-01: 26.98%2026-09-02: 23.88%2026-09-03: 22.34%2026-09-04: 27.43%2026-09-08: 23.46%2026-09-09: 23.31%2026-09-10: 29.54%2026-09-11: 23.77%2026-09-14: 29.20%2026-09-15: 32.97%2026-09-16: 33.73%2026-09-18: 26.42%2026-09-21: 24.09%2026-09-22: 24.99%2026-09-23: 26.54%2026-09-24: 22.96%2026-09-25: 27.68%2026-09-28: 26.83%2026-09-29: 22.53%2026-09-30: 24.54%2026-10-01: 26.14%2026-10-02: 22.96%2026-10-05: 24.26%2026-10-06: 24.36%2026-10-07: 23.67%2026-10-08: 26.30%2026-10-09: 25.96%2026-10-12: 24.04%2026-10-13: 28.60%2026-10-14: 27.79%2026-10-16: 24.34%2026-10-19: 23.72%2026-10-20: 24.31%2026-10-21: 22.51%2026-10-22: 24.76%2026-10-23: 25.33%2026-10-26: 25.89%2026-10-27: 29.04%2026-10-28: 25.78%2026-10-29: 25.92%2026-10-30: 27.55%Aug 14Sep 24Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
22.64%
24.69%
28.65%
22.90%
22.69%
23.91%
24.46%
24.32%
25.32%
22.22%
26.98%
23.88%
22.34%
27.43%
23.46%
23.31%
29.54%
23.77%
29.20%
32.97%
33.73%
26.42%
24.09%
24.99%
26.54%
22.96%
27.68%
26.83%
22.53%
24.54%
26.14%
22.96%
24.26%
24.36%
23.67%
26.30%
25.96%
24.04%
28.60%
27.79%
24.34%
23.72%
24.31%
22.51%
24.76%
25.33%
25.89%
29.04%
25.78%
25.92%
27.55%