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iShares Global REIT ETF REET

i

Market dataready · fetched 2026-11-12T03:10:23.851Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T01:00:00.115562011Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:23.485529+00:00

Share price$27.21
1D+0.0%
AH$27.12$27.15$27.17$27.20$27.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREET
Sold putSold callAH

iShares Global REIT ETF options

Live interpolated REET call and put midpoint premiums by absolute delta.iShares Global REIT ETF$0.39$0.63$0.88$1.13$1.37$24.80$25.75$26.69$27.63$28.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive REET spot · $27.21REET PRICE$0.42$0.53$0.54$0.57$0.61$0.66$0.70$0.77$0.87$0.96$1.05$1.15$0.53$0.53$0.53$0.56$0.60$0.64$0.71$0.77$0.83$0.89$0.95$1.10$1.30
PutsExpensive2.17×
Calls——
Skew——
Implied moveBearish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.10103.6%13.4%
25Δ29.2764.6%9.1%25.2379.5%9.2%
30Δ28.9969.3%8.5%26.0162.4%6.3%
35Δ28.3758.2%6.3%26.3855.7%5.1%
40Δ27.9049.9%4.6%26.7448.9%3.9%
45Δ27.6445.9%3.8%27.0543.4%2.9%
50Δ27.3841.8%3.1%27.2340.8%2.5%
55Δ27.1237.7%2.3%27.4138.3%2.1%
60Δ26.9234.9%1.8%27.5835.7%1.7%
65Δ26.7533.2%1.5%27.7633.2%1.2%
70Δ26.5931.5%1.3%27.9430.7%0.8%
75Δ26.4329.9%1.0%28.1629.4%0.6%
80Δ26.2628.2%0.7%28.4028.8%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.10
IV
103.6%
B/E move
13.4%

25Δ

Calls
Pseudo strike
29.27
IV
64.6%
B/E move
9.1%
Puts
Pseudo strike
25.23
IV
79.5%
B/E move
9.2%

30Δ

Calls
Pseudo strike
28.99
IV
69.3%
B/E move
8.5%
Puts
Pseudo strike
26.01
IV
62.4%
B/E move
6.3%

35Δ

Calls
Pseudo strike
28.37
IV
58.2%
B/E move
6.3%
Puts
Pseudo strike
26.38
IV
55.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
27.90
IV
49.9%
B/E move
4.6%
Puts
Pseudo strike
26.74
IV
48.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
27.64
IV
45.9%
B/E move
3.8%
Puts
Pseudo strike
27.05
IV
43.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
27.38
IV
41.8%
B/E move
3.1%
Puts
Pseudo strike
27.23
IV
40.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
27.12
IV
37.7%
B/E move
2.3%
Puts
Pseudo strike
27.41
IV
38.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
26.92
IV
34.9%
B/E move
1.8%
Puts
Pseudo strike
27.58
IV
35.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
26.75
IV
33.2%
B/E move
1.5%
Puts
Pseudo strike
27.76
IV
33.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
26.59
IV
31.5%
B/E move
1.3%
Puts
Pseudo strike
27.94
IV
30.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
26.43
IV
29.9%
B/E move
1.0%
Puts
Pseudo strike
28.16
IV
29.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
26.26
IV
28.2%
B/E move
0.7%
Puts
Pseudo strike
28.40
IV
28.8%
B/E move
0.4%

Options history

IV · four-Friday blend48.98%
Daily EOD
REET25.2%61.1%97.0%2026-10-19: 59.47%2026-10-20: 74.87%2026-10-21: 57.11%2026-10-22: 30.18%2026-10-23: 48.21%2026-10-26: 61.53%2026-10-27: 85.49%2026-10-28: 92.07%2026-10-29: 35.96%2026-10-30: 48.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.47%
74.87%
57.11%
30.18%
48.21%
61.53%
85.49%
92.07%
35.96%
48.98%