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ARK Israel Innovative Technology ETF IZRL

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Market dataready · fetched 2026-11-12T03:15:34.664Z

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 · 2026-11-12T01:00:04.184119762Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:15:34.047679+00:00

Share price$26.75
1D+0.3%
AH$26.55$26.63$26.70$26.78$26.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIZRL
Sold putSold callAH

ARK Israel Innovative Technology ETF options

Live interpolated IZRL call and put midpoint premiums by absolute delta.ARK Israel Innovative Technology ETF$0.66$0.84$1.02$1.20$1.38$23.52$24.88$26.24$27.61$28.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IZRL spot · $26.75IZRL PRICE$0.68$0.74$0.78$0.82$0.88$0.94$1.01$1.07$0.72$0.73$0.76$0.79$0.83$0.89$0.95$1.01$1.07$1.13$1.20$1.26$1.33
PutsExpensive1.63×
Calls——
Skew——
Implied moveBearish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.80141.3%17.5%
25Δ24.21109.2%12.2%
30Δ29.0790.4%11.2%25.1289.6%8.9%
35Δ28.3882.0%8.9%25.7276.5%6.8%
40Δ27.7470.7%6.6%26.1867.1%5.2%
45Δ27.2862.7%5.1%26.5061.0%4.2%
50Δ26.9156.3%3.9%26.8354.9%3.2%
55Δ26.6752.3%3.2%27.0850.0%2.5%
60Δ26.4348.2%2.6%27.2546.5%2.1%
65Δ26.1944.2%1.9%27.4343.0%1.7%
70Δ27.6039.4%1.3%
75Δ27.7735.9%0.9%
80Δ27.9432.4%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.80
IV
141.3%
B/E move
17.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.21
IV
109.2%
B/E move
12.2%

30Δ

Calls
Pseudo strike
29.07
IV
90.4%
B/E move
11.2%
Puts
Pseudo strike
25.12
IV
89.6%
B/E move
8.9%

35Δ

Calls
Pseudo strike
28.38
IV
82.0%
B/E move
8.9%
Puts
Pseudo strike
25.72
IV
76.5%
B/E move
6.8%

40Δ

Calls
Pseudo strike
27.74
IV
70.7%
B/E move
6.6%
Puts
Pseudo strike
26.18
IV
67.1%
B/E move
5.2%

45Δ

Calls
Pseudo strike
27.28
IV
62.7%
B/E move
5.1%
Puts
Pseudo strike
26.50
IV
61.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
26.91
IV
56.3%
B/E move
3.9%
Puts
Pseudo strike
26.83
IV
54.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
26.67
IV
52.3%
B/E move
3.2%
Puts
Pseudo strike
27.08
IV
50.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
26.43
IV
48.2%
B/E move
2.6%
Puts
Pseudo strike
27.25
IV
46.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
26.19
IV
44.2%
B/E move
1.9%
Puts
Pseudo strike
27.43
IV
43.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.60
IV
39.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.77
IV
35.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.94
IV
32.4%
B/E move
0.5%

Options history

IV · four-Friday blend36.15%
Daily close
IZRL30.5%49.2%67.9%2026-08-13: 38.92%2026-08-14: 39.13%2026-08-17: 44.39%2026-08-18: 47.35%2026-08-19: 51.54%2026-08-20: 59.53%2026-08-21: 36.71%2026-08-24: 36.53%2026-08-25: 37.44%2026-08-26: 33.53%2026-08-27: 35.34%2026-08-28: 36.57%2026-08-31: 35.32%2026-09-01: 35.97%2026-09-02: 39.92%2026-09-03: 39.08%2026-09-04: 38.80%2026-09-08: 42.75%2026-09-09: 44.02%2026-09-10: 44.42%2026-09-11: 45.95%2026-09-14: 50.40%2026-09-15: 51.98%2026-09-16: 57.56%2026-09-17: 64.62%2026-09-18: 39.30%2026-09-21: 36.11%2026-09-22: 34.94%2026-09-23: 34.03%2026-09-24: 34.01%2026-09-25: 34.04%2026-09-28: 36.34%2026-09-29: 38.26%2026-09-30: 37.47%2026-10-01: 37.68%2026-10-02: 37.50%2026-10-05: 35.96%2026-10-06: 35.45%2026-10-07: 40.43%2026-10-08: 41.11%2026-10-09: 39.16%2026-10-12: 43.92%2026-10-13: 47.79%2026-10-14: 52.41%2026-10-15: 65.34%2026-10-16: 33.08%2026-10-19: 33.42%2026-10-20: 34.03%2026-10-21: 33.81%2026-10-22: 33.61%2026-10-23: 34.28%2026-10-26: 35.21%2026-10-27: 35.59%2026-10-28: 36.09%2026-10-29: 35.29%2026-10-30: 36.15%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
38.92%
39.13%
44.39%
47.35%
51.54%
59.53%
36.71%
36.53%
37.44%
33.53%
35.34%
36.57%
35.32%
35.97%
39.92%
39.08%
38.80%
42.75%
44.02%
44.42%
45.95%
50.40%
51.98%
57.56%
64.62%
39.30%
36.11%
34.94%
34.03%
34.01%
34.04%
36.34%
38.26%
37.47%
37.68%
37.50%
35.96%
35.45%
40.43%
41.11%
39.16%
43.92%
47.79%
52.41%
65.34%
33.08%
33.42%
34.03%
33.81%
33.61%
34.28%
35.21%
35.59%
36.09%
35.29%
36.15%