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iShares U.S. Carbon Transition Readiness Aware Active ETF LCTU

i

Market dataready · fetched 2026-11-11T14:57:50.835Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:48:35.886258727Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:50.123779+00:00

Share price$80.88
1D+0.0%
$80.84$80.86$80.88$80.90$80.925:30 AM6:30 AM9:00 AM1:00 PMLCTU
Sold putSold call

iShares U.S. Carbon Transition Readiness Aware Active ETF options

Live interpolated LCTU call and put midpoint premiums by absolute delta.iShares U.S. Carbon Transition Readiness Aware Active ETF$1.79$2.56$3.32$4.09$4.85$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELCTU PRICE$1.87$2.37$2.87$3.37$3.87$4.63$2.08$2.39$2.74$3.15$3.74
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
35Δ
40Δ
45Δ
50Δ
55Δ80.7415.7%2.1%
60Δ80.0716.5%1.9%82.2514.4%0.9%
65Δ79.4117.3%1.7%82.7414.4%0.7%
70Δ78.7418.2%1.5%83.2714.3%0.4%
75Δ78.0719.0%1.3%83.8214.2%0.3%
80Δ77.1419.8%1.1%84.5514.5%0.1%

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
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
80.74
IV
15.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
80.07
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
82.25
IV
14.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
79.41
IV
17.3%
B/E move
1.7%
Puts
Pseudo strike
82.74
IV
14.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
78.74
IV
18.2%
B/E move
1.5%
Puts
Pseudo strike
83.27
IV
14.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
78.07
IV
19.0%
B/E move
1.3%
Puts
Pseudo strike
83.82
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
77.14
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
84.55
IV
14.5%
B/E move
0.1%

Options history

IV · four-Friday blend16.67%
Daily EOD
LCTU14.1%15.5%16.9%2026-10-19: 14.62%2026-10-20: 14.53%2026-10-21: 15.34%2026-10-22: 15.58%2026-10-23: 15.74%2026-10-26: 16.36%2026-10-27: 14.82%2026-10-28: 14.44%2026-10-29: 14.32%2026-10-30: 16.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.62%
14.53%
15.34%
15.58%
15.74%
16.36%
14.82%
14.44%
14.32%
16.67%