IntraAlpha
Create free account Start free

iShares U.S. Power Infrastructure ETF POWR

i

Market datapartial · fetched 2026-10-23T01:58:44.123Z

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 · 2026-10-23T00:00:00.130013632Z

FundamentalsAlpha Vantage · unavailable

Share price$24.53
1D-0.4%
AH$24.21$24.32$24.44$24.56$24.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPOWR
Sold putSold callAH

iShares U.S. Power Infrastructure ETF options

Live interpolated POWR call and put midpoint premiums by absolute delta.iShares U.S. Power Infrastructure ETF$0.46$0.97$1.47$1.97$2.47$20.10$22.29$24.48$26.67$28.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive POWR spot · $24.53POWR PRICE$0.53$0.52$0.57$0.61$0.66$0.70$0.76$0.81$0.87$0.93$1.03$1.17$1.32$0.53$0.55$0.60$0.66$0.73$0.79$0.86$0.93$1.09$1.29$1.49$1.74$2.33
PutsCheap0.69×
CallsCheap0.69×
SkewBearish+0.82 pp
Implied moveBearish±$1.62
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0775.2%24.7%21.5263.2%14.4%
25Δ27.6554.5%14.8%22.5650.7%10.3%
30Δ26.7447.5%11.3%23.2243.6%7.8%
35Δ26.1642.2%9.1%23.7038.9%6.1%
40Δ25.5736.9%6.9%24.1035.1%4.7%
45Δ24.9931.6%4.8%24.3732.6%3.9%
50Δ24.7729.4%4.1%24.6430.1%3.1%
55Δ24.5527.2%3.4%24.9127.7%2.2%
60Δ24.3225.0%2.7%25.1927.1%1.7%
65Δ24.1022.8%2.0%25.4727.4%1.4%
70Δ23.8821.4%1.6%25.7527.7%1.1%
75Δ23.6820.5%1.3%26.0728.4%0.8%
80Δ23.4719.7%1.1%26.7132.1%0.6%

20Δ

Calls
Pseudo strike
30.07
IV
75.2%
B/E move
24.7%
Puts
Pseudo strike
21.52
IV
63.2%
B/E move
14.4%

25Δ

Calls
Pseudo strike
27.65
IV
54.5%
B/E move
14.8%
Puts
Pseudo strike
22.56
IV
50.7%
B/E move
10.3%

30Δ

Calls
Pseudo strike
26.74
IV
47.5%
B/E move
11.3%
Puts
Pseudo strike
23.22
IV
43.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
26.16
IV
42.2%
B/E move
9.1%
Puts
Pseudo strike
23.70
IV
38.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
25.57
IV
36.9%
B/E move
6.9%
Puts
Pseudo strike
24.10
IV
35.1%
B/E move
4.7%

45Δ

Calls
Pseudo strike
24.99
IV
31.6%
B/E move
4.8%
Puts
Pseudo strike
24.37
IV
32.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
24.77
IV
29.4%
B/E move
4.1%
Puts
Pseudo strike
24.64
IV
30.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
24.55
IV
27.2%
B/E move
3.4%
Puts
Pseudo strike
24.91
IV
27.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
24.32
IV
25.0%
B/E move
2.7%
Puts
Pseudo strike
25.19
IV
27.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
24.10
IV
22.8%
B/E move
2.0%
Puts
Pseudo strike
25.47
IV
27.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
23.88
IV
21.4%
B/E move
1.6%
Puts
Pseudo strike
25.75
IV
27.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
23.68
IV
20.5%
B/E move
1.3%
Puts
Pseudo strike
26.07
IV
28.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
23.47
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
26.71
IV
32.1%
B/E move
0.6%

Options history

No recorded observations