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iShares Residential and Multisector Real Estate ETF REZ

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Market datapartial · fetched 2026-10-23T03:50:08.635Z

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 · 2026-10-23T00:00:00.178798915Z

FundamentalsAlpha Vantage · unavailable

Share price$91.74
1D+2.1%
AH$89.69$90.27$90.84$91.41$91.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREZ
Sold putSold callAH

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$0.79$2.07$3.36$4.64$5.92$84.18$87.84$91.51$95.17$98.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REZ spot · $91.74REZ PRICE$1.08$1.14$1.22$1.32$1.42$1.51$1.62$1.74$2.02$2.65$3.08$3.50$0.93$1.30$1.41$1.57$1.75$1.97$2.25$2.61$2.79$2.92$5.21$5.55$5.22
PutsExpensive1.14×
CallsCheap0.79×
SkewBearish+6.50 pp
Implied moveBearish±$3.75
TiltBearish22.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.9130.9%7.4%
25Δ97.7129.5%7.7%86.9632.3%6.6%
30Δ95.6524.2%5.5%88.6327.7%4.9%
35Δ94.3620.9%4.2%89.8225.0%3.8%
40Δ93.4318.6%3.3%90.7423.0%3.0%
45Δ92.7116.7%2.6%91.5021.7%2.4%
50Δ92.1315.0%2.1%92.1920.9%2.0%
55Δ91.6813.9%1.7%92.8720.8%1.6%
60Δ91.2812.9%1.4%93.4019.4%1.2%
65Δ90.7912.8%1.2%93.9017.6%0.8%
70Δ90.1114.7%1.1%96.0126.3%1.0%
75Δ89.5314.8%0.9%96.6524.9%0.7%
80Δ88.9514.6%0.8%96.7119.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.91
IV
30.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
97.71
IV
29.5%
B/E move
7.7%
Puts
Pseudo strike
86.96
IV
32.3%
B/E move
6.6%

30Δ

Calls
Pseudo strike
95.65
IV
24.2%
B/E move
5.5%
Puts
Pseudo strike
88.63
IV
27.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
94.36
IV
20.9%
B/E move
4.2%
Puts
Pseudo strike
89.82
IV
25.0%
B/E move
3.8%

40Δ

Calls
Pseudo strike
93.43
IV
18.6%
B/E move
3.3%
Puts
Pseudo strike
90.74
IV
23.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
92.71
IV
16.7%
B/E move
2.6%
Puts
Pseudo strike
91.50
IV
21.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
92.13
IV
15.0%
B/E move
2.1%
Puts
Pseudo strike
92.19
IV
20.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
91.68
IV
13.9%
B/E move
1.7%
Puts
Pseudo strike
92.87
IV
20.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
91.28
IV
12.9%
B/E move
1.4%
Puts
Pseudo strike
93.40
IV
19.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
90.79
IV
12.8%
B/E move
1.2%
Puts
Pseudo strike
93.90
IV
17.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
90.11
IV
14.7%
B/E move
1.1%
Puts
Pseudo strike
96.01
IV
26.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
89.53
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
96.65
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
88.95
IV
14.6%
B/E move
0.8%
Puts
Pseudo strike
96.71
IV
19.9%
B/E move
0.3%

Options history

No recorded observations