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iShares Global REIT ETF REET

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Market datapartial · fetched 2026-10-22T21:06:16.147Z

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 · 2026-10-22T20:10:00.003780761Z

FundamentalsAlpha Vantage · unavailable

Share price$26.17
1D+0.9%
AH$25.90$25.97$26.05$26.13$26.205:30 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$0.46$0.83$1.20$1.57$1.94$23.44$24.80$26.16$27.51$28.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REET spot · $26.17REET PRICE$0.50$0.50$0.50$0.53$0.56$0.61$0.65$0.70$0.80$1.00$1.20$1.40$1.60$0.50$0.52$0.57$0.61$0.65$0.70$0.77$0.84$0.90$0.97$1.12$1.48$1.84
PutsExpensive2.05×
CallsExpensive1.88×
SkewBearish+0.36 pp
Implied moveBearish±$1.42
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.3966.8%21.8%23.2456.6%13.1%
25Δ29.0948.7%13.1%24.2844.9%9.2%
30Δ27.9537.9%8.7%24.9538.5%6.8%
35Δ27.3832.6%6.7%25.3634.2%5.4%
40Δ26.9228.3%5.0%25.7530.0%4.1%
45Δ26.6726.0%4.2%26.0726.8%3.1%
50Δ26.4123.7%3.4%26.2625.2%2.6%
55Δ26.1621.4%2.6%26.4623.6%2.1%
60Δ25.9019.9%2.0%26.6622.1%1.6%
65Δ25.6319.8%1.8%26.8520.5%1.1%
70Δ25.3619.7%1.5%27.1019.9%0.7%
75Δ25.0919.5%1.2%27.5022.1%0.6%
80Δ24.8219.4%0.9%27.9024.3%0.4%

20Δ

Calls
Pseudo strike
31.39
IV
66.8%
B/E move
21.8%
Puts
Pseudo strike
23.24
IV
56.6%
B/E move
13.1%

25Δ

Calls
Pseudo strike
29.09
IV
48.7%
B/E move
13.1%
Puts
Pseudo strike
24.28
IV
44.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
27.95
IV
37.9%
B/E move
8.7%
Puts
Pseudo strike
24.95
IV
38.5%
B/E move
6.8%

35Δ

Calls
Pseudo strike
27.38
IV
32.6%
B/E move
6.7%
Puts
Pseudo strike
25.36
IV
34.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
26.92
IV
28.3%
B/E move
5.0%
Puts
Pseudo strike
25.75
IV
30.0%
B/E move
4.1%

45Δ

Calls
Pseudo strike
26.67
IV
26.0%
B/E move
4.2%
Puts
Pseudo strike
26.07
IV
26.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
26.41
IV
23.7%
B/E move
3.4%
Puts
Pseudo strike
26.26
IV
25.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
26.16
IV
21.4%
B/E move
2.6%
Puts
Pseudo strike
26.46
IV
23.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
25.90
IV
19.9%
B/E move
2.0%
Puts
Pseudo strike
26.66
IV
22.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
25.63
IV
19.8%
B/E move
1.8%
Puts
Pseudo strike
26.85
IV
20.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
25.36
IV
19.7%
B/E move
1.5%
Puts
Pseudo strike
27.10
IV
19.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
25.09
IV
19.5%
B/E move
1.2%
Puts
Pseudo strike
27.50
IV
22.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
24.82
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
27.90
IV
24.3%
B/E move
0.4%

Options history

No recorded observations