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iShares Global Materials ETF MXI

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Market datapartial · fetched 2026-10-22T20:52:23.470Z

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 · 2026-10-22T20:10:00.00114309Z

FundamentalsAlpha Vantage · unavailable

Share price$106.86
1D-0.2%
AH$106.06$106.32$106.59$106.85$107.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMXI
Sold putSold callAH

iShares Global Materials ETF options

Live interpolated MXI call and put midpoint premiums by absolute delta.iShares Global Materials ETF$2.16$4.08$6.00$7.91$9.83$96.67$101.79$106.91$112.02$117.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MXI spot · $106.86MXI PRICE$2.37$2.45$2.48$2.52$2.82$3.26$3.66$4.03$4.37$5.45$2.47$2.60$2.99$3.06$3.02$4.62$5.29$5.91$7.45$9.28
PutsExpensive1.34×
CallsExpensive1.53×
SkewBullish-0.32 pp
Implied moveBearish±$5.88
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ115.3444.0%10.1%
35Δ112.1836.5%7.3%103.8633.1%5.1%
40Δ109.9430.3%5.2%105.3428.9%3.9%
45Δ108.5025.9%3.9%106.4727.8%3.2%
50Δ107.4424.4%3.2%107.3624.7%2.4%
55Δ106.5324.3%2.7%108.1920.6%1.6%
60Δ105.6423.6%2.3%109.6026.9%1.8%
65Δ104.8222.5%1.9%110.6726.7%1.4%
70Δ104.0821.2%1.5%111.7025.8%1.0%
75Δ102.8023.1%1.3%113.4528.1%0.8%
80Δ115.5330.0%0.6%

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
115.34
IV
44.0%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
112.18
IV
36.5%
B/E move
7.3%
Puts
Pseudo strike
103.86
IV
33.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
109.94
IV
30.3%
B/E move
5.2%
Puts
Pseudo strike
105.34
IV
28.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
108.50
IV
25.9%
B/E move
3.9%
Puts
Pseudo strike
106.47
IV
27.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
107.44
IV
24.4%
B/E move
3.2%
Puts
Pseudo strike
107.36
IV
24.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
106.53
IV
24.3%
B/E move
2.7%
Puts
Pseudo strike
108.19
IV
20.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
105.64
IV
23.6%
B/E move
2.3%
Puts
Pseudo strike
109.60
IV
26.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
104.82
IV
22.5%
B/E move
1.9%
Puts
Pseudo strike
110.67
IV
26.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
104.08
IV
21.2%
B/E move
1.5%
Puts
Pseudo strike
111.70
IV
25.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
102.80
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
113.45
IV
28.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.53
IV
30.0%
B/E move
0.6%

Options history

No recorded observations