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ARK Israel Innovative Technology ETF IZRL

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Market datapartial · fetched 2026-10-22T23:29:59.280Z

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 · 2026-10-22T22:30:03.862882081Z

FundamentalsAlpha Vantage · unavailable

Share price$28.07
1D-0.4%
AH$28.06$28.12$28.18$28.24$28.305:30 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$0.63$1.24$1.84$2.45$3.05$24.37$26.38$28.39$30.40$32.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IZRL spot · $28.07IZRL PRICE$0.70$0.70$0.76$0.82$0.88$0.96$1.06$1.17$1.36$1.54$1.78$2.28$2.88$0.73$0.76$0.81$0.88$0.94$0.99$1.06$1.12$1.18$1.25$1.40$1.55$1.70
PutsExpensive1.55×
CallsExpensive1.57×
SkewBullish-7.97 pp
Implied moveBalanced±$2.12
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.8989.0%30.3%24.1374.6%16.7%
25Δ32.4465.1%18.0%25.4859.8%11.9%
30Δ30.9254.6%12.8%26.3850.5%8.9%
35Δ30.1248.4%10.2%27.0544.3%6.8%
40Δ29.3242.2%7.5%27.5039.7%5.4%
45Δ28.7638.3%5.9%27.9535.0%4.0%
50Δ28.3635.9%4.8%28.2332.2%3.2%
55Δ27.9733.7%3.8%28.4829.5%2.5%
60Δ27.6333.5%3.2%28.7326.9%1.9%
65Δ27.2833.2%2.7%28.9924.2%1.2%
70Δ26.9133.6%2.2%29.2223.0%0.9%
75Δ26.3437.4%1.9%29.4421.9%0.6%
80Δ25.6641.6%1.7%29.6720.8%0.4%

20Δ

Calls
Pseudo strike
35.89
IV
89.0%
B/E move
30.3%
Puts
Pseudo strike
24.13
IV
74.6%
B/E move
16.7%

25Δ

Calls
Pseudo strike
32.44
IV
65.1%
B/E move
18.0%
Puts
Pseudo strike
25.48
IV
59.8%
B/E move
11.9%

30Δ

Calls
Pseudo strike
30.92
IV
54.6%
B/E move
12.8%
Puts
Pseudo strike
26.38
IV
50.5%
B/E move
8.9%

35Δ

Calls
Pseudo strike
30.12
IV
48.4%
B/E move
10.2%
Puts
Pseudo strike
27.05
IV
44.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
29.32
IV
42.2%
B/E move
7.5%
Puts
Pseudo strike
27.50
IV
39.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
28.76
IV
38.3%
B/E move
5.9%
Puts
Pseudo strike
27.95
IV
35.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
28.36
IV
35.9%
B/E move
4.8%
Puts
Pseudo strike
28.23
IV
32.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
27.97
IV
33.7%
B/E move
3.8%
Puts
Pseudo strike
28.48
IV
29.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
27.63
IV
33.5%
B/E move
3.2%
Puts
Pseudo strike
28.73
IV
26.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
27.28
IV
33.2%
B/E move
2.7%
Puts
Pseudo strike
28.99
IV
24.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
26.91
IV
33.6%
B/E move
2.2%
Puts
Pseudo strike
29.22
IV
23.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
26.34
IV
37.4%
B/E move
1.9%
Puts
Pseudo strike
29.44
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
25.66
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
29.67
IV
20.8%
B/E move
0.4%

Options history

No recorded observations