iShares MSCI Global Metals & Mining Producers ETF PICK
i
Market dataready · fetched 2026-11-12T00:52:57.794Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T23:30:05.699745064Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:57.400092+00:00
iShares MSCI Global Metals & Mining Producers ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 60.98 | 62.9% | 10.3% | |||
| 25Δ | 60.35 | 68.0% | 9.6% | 52.61 | 62.3% | 7.3% |
| 30Δ | 59.26 | 65.0% | 8.0% | 53.28 | 64.3% | 6.6% |
| 35Δ | 58.08 | 57.3% | 6.0% | 54.08 | 61.8% | 5.5% |
| 40Δ | 57.26 | 52.0% | 4.8% | 54.81 | 58.7% | 4.6% |
| 45Δ | 56.60 | 47.5% | 3.8% | 55.44 | 51.9% | 3.6% |
| 50Δ | 56.01 | 43.2% | 2.9% | 56.02 | 43.9% | 2.5% |
| 55Δ | 55.55 | 42.4% | 2.5% | 56.45 | 42.0% | 2.1% |
| 60Δ | 55.08 | 41.7% | 2.0% | 56.89 | 40.1% | 1.6% |
| 65Δ | 54.61 | 41.4% | 1.7% | 57.30 | 38.4% | 1.3% |
| 70Δ | 54.13 | 41.2% | 1.4% | 57.70 | 36.9% | 1.0% |
| 75Δ | 53.58 | 41.4% | 1.1% | 58.27 | 37.4% | 0.7% |
| 80Δ | 53.00 | 41.6% | 0.8% | |||
20Δ
- Pseudo strike
- 60.98
- IV
- 62.9%
- B/E move
- 10.3%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 60.35
- IV
- 68.0%
- B/E move
- 9.6%
- Pseudo strike
- 52.61
- IV
- 62.3%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 59.26
- IV
- 65.0%
- B/E move
- 8.0%
- Pseudo strike
- 53.28
- IV
- 64.3%
- B/E move
- 6.6%
35Δ
- Pseudo strike
- 58.08
- IV
- 57.3%
- B/E move
- 6.0%
- Pseudo strike
- 54.08
- IV
- 61.8%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 57.26
- IV
- 52.0%
- B/E move
- 4.8%
- Pseudo strike
- 54.81
- IV
- 58.7%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- 56.60
- IV
- 47.5%
- B/E move
- 3.8%
- Pseudo strike
- 55.44
- IV
- 51.9%
- B/E move
- 3.6%
50Δ
- Pseudo strike
- 56.01
- IV
- 43.2%
- B/E move
- 2.9%
- Pseudo strike
- 56.02
- IV
- 43.9%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- 55.55
- IV
- 42.4%
- B/E move
- 2.5%
- Pseudo strike
- 56.45
- IV
- 42.0%
- B/E move
- 2.1%
60Δ
- Pseudo strike
- 55.08
- IV
- 41.7%
- B/E move
- 2.0%
- Pseudo strike
- 56.89
- IV
- 40.1%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 54.61
- IV
- 41.4%
- B/E move
- 1.7%
- Pseudo strike
- 57.30
- IV
- 38.4%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 54.13
- IV
- 41.2%
- B/E move
- 1.4%
- Pseudo strike
- 57.70
- IV
- 36.9%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 53.58
- IV
- 41.4%
- B/E move
- 1.1%
- Pseudo strike
- 58.27
- IV
- 37.4%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 53.00
- IV
- 41.6%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 30.93% | |
| 31.24% | |
| 29.45% | |
| 32.92% | |
| 32.95% | |
| 31.89% | |
| 31.78% | |
| 29.84% | |
| 32.47% | |
| 31.13% |