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iShares U.S. Telecommunications ETF IYZ

i

Market datapartial · fetched 2026-10-23T17:55:16.479Z

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 · 2026-10-23T17:53:34.013773814Z

FundamentalsAlpha Vantage · unavailable

Share price$38.47
1D+1.1%
$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$0.24$1.59$2.94$4.29$5.64$33.45$36.57$39.70$42.83$45.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYZ spot · $38.47IYZ PRICE$0.38$0.48$0.58$0.68$0.77$0.87$1.07$1.28$1.49$1.70$1.91$2.12$2.33$0.46$0.55$0.67$0.84$1.01$1.18$1.35$1.55$1.81$2.07$2.69$3.46$5.25
PutsCheap0.92×
CallsCheap0.71×
SkewBearish+5.93 pp
Implied moveBearish±$2.43
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.9633.5%10.1%35.1539.9%9.8%
25Δ41.3731.9%8.8%36.3933.2%6.8%
30Δ40.7830.2%7.5%36.9931.7%5.6%
35Δ40.2028.5%6.3%37.4231.2%4.9%
40Δ39.6126.8%5.0%37.8430.7%4.3%
45Δ39.0325.1%3.7%38.2730.3%3.6%
50Δ38.6625.2%3.3%38.6929.8%2.9%
55Δ38.3025.3%2.9%39.1229.4%2.3%
60Δ37.9525.5%2.5%39.5329.4%1.9%
65Δ37.5925.7%2.1%39.9529.4%1.5%
70Δ37.2325.9%1.8%40.6532.6%1.3%
75Δ36.8925.4%1.4%41.5136.0%1.1%
80Δ36.5723.8%1.1%43.3346.2%1.0%

20Δ

Calls
Pseudo strike
41.96
IV
33.5%
B/E move
10.1%
Puts
Pseudo strike
35.15
IV
39.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
41.37
IV
31.9%
B/E move
8.8%
Puts
Pseudo strike
36.39
IV
33.2%
B/E move
6.8%

30Δ

Calls
Pseudo strike
40.78
IV
30.2%
B/E move
7.5%
Puts
Pseudo strike
36.99
IV
31.7%
B/E move
5.6%

35Δ

Calls
Pseudo strike
40.20
IV
28.5%
B/E move
6.3%
Puts
Pseudo strike
37.42
IV
31.2%
B/E move
4.9%

40Δ

Calls
Pseudo strike
39.61
IV
26.8%
B/E move
5.0%
Puts
Pseudo strike
37.84
IV
30.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
39.03
IV
25.1%
B/E move
3.7%
Puts
Pseudo strike
38.27
IV
30.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
38.66
IV
25.2%
B/E move
3.3%
Puts
Pseudo strike
38.69
IV
29.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
38.30
IV
25.3%
B/E move
2.9%
Puts
Pseudo strike
39.12
IV
29.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
37.95
IV
25.5%
B/E move
2.5%
Puts
Pseudo strike
39.53
IV
29.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
37.59
IV
25.7%
B/E move
2.1%
Puts
Pseudo strike
39.95
IV
29.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
37.23
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
40.65
IV
32.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
36.89
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
41.51
IV
36.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
36.57
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
43.33
IV
46.2%
B/E move
1.0%

Options history

No recorded observations