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iShares Global Materials ETF MXI

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Market datapartial · fetched 2026-10-22T15:41:48.098Z

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 · 2026-10-22T15:40:41.420720315Z

FundamentalsAlpha Vantage · unavailable

Share price$106.37
1D-0.6%
$106.06$106.32$106.59$106.85$107.115:30 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$2.32$3.64$4.97$6.29$7.61$97.15$101.92$106.69$111.45$116.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MXI spot · $106.36MXI PRICE$2.50$2.54$3.02$3.50$3.99$4.34$2.47$2.58$2.75$2.77$2.79$3.64$4.50$5.18$6.10$7.23
PutsExpensive1.18×
CallsExpensive1.46×
SkewBullish-2.13 pp
Implied moveBullish±$5.79
TiltBearish33.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ103.3133.3%5.2%
40Δ109.5030.8%5.3%104.7829.0%3.9%
45Δ107.9826.0%3.9%106.0025.9%2.9%
50Δ106.9926.2%3.4%106.7222.8%2.3%
55Δ106.0026.3%2.9%107.4419.7%1.6%
60Δ105.0226.0%2.5%108.5821.5%1.3%
65Δ104.1524.5%2.0%109.6123.0%1.2%
70Δ110.6322.9%0.9%
75Δ111.8023.4%0.6%
80Δ113.1723.4%0.4%

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
103.31
IV
33.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
109.50
IV
30.8%
B/E move
5.3%
Puts
Pseudo strike
104.78
IV
29.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
107.98
IV
26.0%
B/E move
3.9%
Puts
Pseudo strike
106.00
IV
25.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
106.99
IV
26.2%
B/E move
3.4%
Puts
Pseudo strike
106.72
IV
22.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
106.00
IV
26.3%
B/E move
2.9%
Puts
Pseudo strike
107.44
IV
19.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
105.02
IV
26.0%
B/E move
2.5%
Puts
Pseudo strike
108.58
IV
21.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
104.15
IV
24.5%
B/E move
2.0%
Puts
Pseudo strike
109.61
IV
23.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.63
IV
22.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.80
IV
23.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.17
IV
23.4%
B/E move
0.4%

Options history

No recorded observations