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iShares S&P 100 ETF OEF

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Market datapartial · fetched 2026-10-22T21:06:42.894Z

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 · 2026-10-22T20:10:00.00139298Z

FundamentalsAlpha Vantage · unavailable

Share price$379.54
1D-0.3%
AH$378$379$380$381$3825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOEF
Sold putSold callAH

iShares S&P 100 ETF options

Live interpolated OEF call and put midpoint premiums by absolute delta.iShares S&P 100 ETF$1.93$6.75$11.57$16.39$21.21$358.60$369.32$380.04$390.75$401.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OEF spot · $379.54OEF PRICE$2.45$2.58$3.00$3.56$4.18$5.26$6.33$7.68$9.31$11.02$12.88$15.92$19.82$2.60$3.14$3.66$3.89$4.67$5.48$6.37$7.35$8.33$9.93$11.58$13.70$16.00
PutsExpensive1.22×
CallsExpensive1.41×
SkewBullish-0.93 pp
Implied moveBalanced±$12.71
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ401.4621.2%6.4%362.5121.3%5.2%
25Δ393.6416.6%4.4%367.5119.2%4.0%
30Δ389.6815.1%3.5%371.2417.6%3.2%
35Δ387.2214.4%3.0%374.8515.1%2.3%
40Δ384.8214.0%2.5%376.9814.8%1.9%
45Δ382.9114.5%2.3%379.0414.6%1.6%
50Δ381.0015.0%2.1%381.0314.4%1.3%
55Δ378.8915.7%1.9%382.9514.3%1.0%
60Δ376.5516.5%1.7%384.8714.1%0.8%
65Δ374.1117.1%1.5%387.1314.3%0.6%
70Δ371.4517.3%1.3%389.4114.6%0.4%
75Δ367.8018.7%1.1%392.1314.9%0.3%
80Δ363.3520.3%1.0%394.9915.1%0.1%

20Δ

Calls
Pseudo strike
401.46
IV
21.2%
B/E move
6.4%
Puts
Pseudo strike
362.51
IV
21.3%
B/E move
5.2%

25Δ

Calls
Pseudo strike
393.64
IV
16.6%
B/E move
4.4%
Puts
Pseudo strike
367.51
IV
19.2%
B/E move
4.0%

30Δ

Calls
Pseudo strike
389.68
IV
15.1%
B/E move
3.5%
Puts
Pseudo strike
371.24
IV
17.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
387.22
IV
14.4%
B/E move
3.0%
Puts
Pseudo strike
374.85
IV
15.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
384.82
IV
14.0%
B/E move
2.5%
Puts
Pseudo strike
376.98
IV
14.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
382.91
IV
14.5%
B/E move
2.3%
Puts
Pseudo strike
379.04
IV
14.6%
B/E move
1.6%

50Δ

Calls
Pseudo strike
381.00
IV
15.0%
B/E move
2.1%
Puts
Pseudo strike
381.03
IV
14.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
378.89
IV
15.7%
B/E move
1.9%
Puts
Pseudo strike
382.95
IV
14.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
376.55
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
384.87
IV
14.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
374.11
IV
17.1%
B/E move
1.5%
Puts
Pseudo strike
387.13
IV
14.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
371.45
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
389.41
IV
14.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
367.80
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
392.13
IV
14.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
363.35
IV
20.3%
B/E move
1.0%
Puts
Pseudo strike
394.99
IV
15.1%
B/E move
0.1%

Options history

No recorded observations