IntraAlpha
Create free account Start free

iShares Global Materials ETF MXI

i

Market dataready · fetched 2026-11-11T15:56:35.882Z

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 · 2026-11-11T15:55:37.523433143Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:56:35.221833+00:00

Share price$109.64
1D-0.0%
$109.21$109.34$109.47$109.60$109.735:30 AM6:30 AM9:00 AM1:00 PMMXI
Sold putSold call

iShares Global Materials ETF options

Live interpolated MXI call and put midpoint premiums by absolute delta.iShares Global Materials ETF$2.43$3.12$3.80$4.49$5.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMXI PRICE$2.50$2.74$2.98$3.22$3.45$3.69$3.93$4.17$4.41$4.64$4.98$2.51
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.2573.8%29.3%
25Δ135.8468.3%26.4%
30Δ132.4262.8%23.5%
35Δ129.0157.2%20.6%106.6529.1%5.0%
40Δ125.5951.7%17.7%
45Δ122.1846.2%14.8%
50Δ118.7740.7%11.9%
55Δ115.3535.1%9.0%
60Δ111.9429.6%6.1%
65Δ108.5224.1%3.2%
70Δ106.5421.0%1.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
139.25
IV
73.8%
B/E move
29.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
135.84
IV
68.3%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
132.42
IV
62.8%
B/E move
23.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
129.01
IV
57.2%
B/E move
20.6%
Puts
Pseudo strike
106.65
IV
29.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
125.59
IV
51.7%
B/E move
17.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
122.18
IV
46.2%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
118.77
IV
40.7%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
115.35
IV
35.1%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
111.94
IV
29.6%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
108.52
IV
24.1%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
106.54
IV
21.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
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 blend24.90%
Daily EOD
MXI23.2%24.2%25.2%2026-10-19: 23.74%2026-10-20: 23.86%2026-10-21: 23.36%2026-10-22: 23.76%2026-10-23: 25.07%2026-10-26: 24.95%2026-10-27: 24.58%2026-10-28: 24.39%2026-10-29: 24.49%2026-10-30: 24.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.74%
23.86%
23.36%
23.76%
25.07%
24.95%
24.58%
24.39%
24.49%
24.90%