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iShares Global Utilities ETF JXI

i

Market dataready · fetched 2026-11-13T02:54:03.234Z

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 · 2026-11-13T01:00:00.015366939Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:54:02.626152+00:00

Share price$84.00
1D-0.3%
AH$83.90$84.03$84.17$84.31$84.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJXI
Sold putSold callAH

iShares Global Utilities ETF options

Live interpolated JXI call and put midpoint premiums by absolute delta.iShares Global Utilities ETF$0.60$0.82$1.05$1.28$1.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEJXI PRICE$0.98$1.06$1.15$1.24$1.32$0.62$0.79$0.95$1.11$1.28$1.44
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ83.1520.6%1.8%
40Δ83.4720.6%1.6%
45Δ83.8020.7%1.4%
50Δ84.1320.7%1.2%
55Δ83.8717.5%1.0%84.4520.8%1.0%
60Δ83.6516.4%0.9%84.7820.9%0.8%
65Δ83.4315.4%0.7%
70Δ83.2214.4%0.5%
75Δ83.0013.3%0.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.15
IV
20.6%
B/E move
1.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.47
IV
20.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.80
IV
20.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.13
IV
20.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
83.87
IV
17.5%
B/E move
1.0%
Puts
Pseudo strike
84.45
IV
20.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
83.65
IV
16.4%
B/E move
0.9%
Puts
Pseudo strike
84.78
IV
20.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
83.43
IV
15.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
83.22
IV
14.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
83.00
IV
13.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.76%
Daily close
JXI13.1%16.7%20.4%2026-08-14: 15.06%2026-08-17: 15.45%2026-08-19: 16.76%2026-08-20: 19.28%2026-08-21: 14.86%2026-08-24: 15.20%2026-08-25: 15.11%2026-08-26: 14.80%2026-08-27: 14.79%2026-08-28: 15.08%2026-08-31: 14.48%2026-09-01: 14.17%2026-09-02: 14.14%2026-09-03: 14.48%2026-09-04: 14.12%2026-09-08: 14.52%2026-09-09: 14.59%2026-09-10: 14.78%2026-09-11: 14.26%2026-09-14: 15.85%2026-09-15: 17.20%2026-09-16: 18.05%2026-09-17: 19.84%2026-09-18: 13.86%2026-09-21: 13.72%2026-09-22: 13.61%2026-09-23: 13.88%2026-09-24: 14.52%2026-09-25: 15.32%2026-09-28: 16.05%2026-09-29: 15.96%2026-09-30: 16.25%2026-10-01: 16.99%2026-10-02: 16.39%2026-10-05: 16.48%2026-10-06: 15.80%2026-10-07: 15.50%2026-10-08: 15.34%2026-10-09: 15.39%2026-10-12: 16.00%2026-10-13: 16.86%2026-10-14: 17.44%2026-10-15: 19.87%2026-10-16: 14.94%2026-10-19: 14.79%2026-10-20: 15.25%2026-10-21: 14.97%2026-10-22: 14.49%2026-10-23: 14.43%2026-10-26: 14.70%2026-10-27: 14.77%2026-10-28: 14.88%2026-10-29: 14.65%2026-10-30: 14.76%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
15.06%
15.45%
16.76%
19.28%
14.86%
15.20%
15.11%
14.80%
14.79%
15.08%
14.48%
14.17%
14.14%
14.48%
14.12%
14.52%
14.59%
14.78%
14.26%
15.85%
17.20%
18.05%
19.84%
13.86%
13.72%
13.61%
13.88%
14.52%
15.32%
16.05%
15.96%
16.25%
16.99%
16.39%
16.48%
15.80%
15.50%
15.34%
15.39%
16.00%
16.86%
17.44%
19.87%
14.94%
14.79%
15.25%
14.97%
14.49%
14.43%
14.70%
14.77%
14.88%
14.65%
14.76%