IntraAlpha
Create free account Start free

iShares Residential and Multisector Real Estate ETF REZ

i

Market dataready · fetched 2026-11-12T16:39:24.155Z

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 · 2026-11-12T16:36:17.15540356Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:39:22.993159+00:00

Share price$94.65
1D-0.7%
$94.18$94.48$94.78$95.07$95.375:30 AM6:30 AM9:00 AM1:00 PMREZ
Sold putSold call

iShares Residential and Multisector Real Estate ETF options

Live interpolated REZ call and put midpoint premiums by absolute delta.iShares Residential and Multisector Real Estate ETF$0.72$1.37$2.02$2.66$3.31$89.08$91.84$94.60$97.36$100.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive REZ spot · $94.65REZ PRICE$0.81$0.84$0.91$0.99$1.08$1.18$1.30$1.41$1.69$2.03$2.38$2.77$0.79$0.90$1.00$1.11$1.21$1.32$1.42$1.53$1.63$1.74$2.00$2.52$3.12
PutsFair1.04×
Calls——
Skew——
Implied moveBearish±$2.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.1249.5%6.7%
25Δ98.7739.3%5.2%89.8446.2%6.0%
30Δ97.3032.2%3.7%90.5543.0%5.4%
35Δ96.4128.0%2.8%91.2739.8%4.7%
40Δ95.7625.2%2.2%91.9936.6%4.1%
45Δ95.2523.1%1.8%92.7033.4%3.5%
50Δ94.8221.4%1.4%93.4230.2%2.8%
55Δ94.4620.3%1.2%94.1327.0%2.2%
60Δ94.1119.1%0.9%94.8523.8%1.5%
65Δ93.7019.4%0.8%95.5620.6%0.9%
70Δ93.2620.4%0.7%96.2319.3%0.4%
75Δ92.7921.0%0.6%96.8221.1%0.4%
80Δ92.3021.0%0.4%97.5122.5%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.12
IV
49.5%
B/E move
6.7%

25Δ

Calls
Pseudo strike
98.77
IV
39.3%
B/E move
5.2%
Puts
Pseudo strike
89.84
IV
46.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
97.30
IV
32.2%
B/E move
3.7%
Puts
Pseudo strike
90.55
IV
43.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
96.41
IV
28.0%
B/E move
2.8%
Puts
Pseudo strike
91.27
IV
39.8%
B/E move
4.7%

40Δ

Calls
Pseudo strike
95.76
IV
25.2%
B/E move
2.2%
Puts
Pseudo strike
91.99
IV
36.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
95.25
IV
23.1%
B/E move
1.8%
Puts
Pseudo strike
92.70
IV
33.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
94.82
IV
21.4%
B/E move
1.4%
Puts
Pseudo strike
93.42
IV
30.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
94.46
IV
20.3%
B/E move
1.2%
Puts
Pseudo strike
94.13
IV
27.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
94.11
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
94.85
IV
23.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
93.70
IV
19.4%
B/E move
0.8%
Puts
Pseudo strike
95.56
IV
20.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
93.26
IV
20.4%
B/E move
0.7%
Puts
Pseudo strike
96.23
IV
19.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
92.79
IV
21.0%
B/E move
0.6%
Puts
Pseudo strike
96.82
IV
21.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
92.30
IV
21.0%
B/E move
0.4%
Puts
Pseudo strike
97.51
IV
22.5%
B/E move
0.3%

Options history

IV · four-Friday blend36.83%
Daily EOD
REZ20.3%29.2%38.1%2026-10-19: 25.03%2026-10-20: 24.08%2026-10-21: 24.65%2026-10-22: 33.14%2026-10-23: 24.23%2026-10-26: 29.15%2026-10-27: 35.72%2026-10-28: 21.51%2026-10-29: 31.37%2026-10-30: 36.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.03%
24.08%
24.65%
33.14%
24.23%
29.15%
35.72%
21.51%
31.37%
36.83%