IntraAlpha
Create free account Start free

iShares Global Consumer Discretionary ETF RXI

i

Market datapartial · fetched 2026-10-22T20:46:21.830Z

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 · 2026-10-22T20:10:00.00366791Z

FundamentalsAlpha Vantage · unavailable

Share price$192.32
1D+0.6%
AH$191.02$191.50$191.98$192.45$192.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRXI
Sold putSold callAH

iShares Global Consumer Discretionary ETF options

Live interpolated RXI call and put midpoint premiums by absolute delta.iShares Global Consumer Discretionary ETF$0.79$3.96$7.13$10.30$13.47$177.67$184.59$191.51$198.43$205.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RXI spot · $192.32RXI PRICE$1.13$1.43$1.86$2.33$2.86$3.42$4.02$4.66$5.38$6.27$7.16$8.52$9.72$1.48$1.96$2.42$2.99$3.56$4.13$4.83$5.73$6.64$7.80$8.42$9.72$12.56
PutsExpensive1.60×
CallsExpensive1.33×
SkewBearish+2.99 pp
Implied moveBearish±$8.85
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ202.5419.2%5.9%182.7823.7%5.7%
25Δ199.9718.2%4.7%184.9323.4%4.9%
30Δ198.5518.5%4.2%186.9622.6%4.0%
35Δ197.1618.7%3.7%188.6322.6%3.5%
40Δ195.8519.1%3.3%190.2522.2%2.9%
45Δ194.5219.2%2.9%191.8021.6%2.4%
50Δ193.2019.2%2.6%193.2821.5%2.0%
55Δ191.8919.1%2.2%194.7921.8%1.7%
60Δ190.5819.1%1.9%196.3221.8%1.4%
65Δ189.1919.3%1.6%198.0022.2%1.1%
70Δ187.7919.2%1.4%199.2720.8%0.8%
75Δ186.0419.9%1.2%201.0720.5%0.5%
80Δ184.4019.7%0.9%204.1822.8%0.4%

20Δ

Calls
Pseudo strike
202.54
IV
19.2%
B/E move
5.9%
Puts
Pseudo strike
182.78
IV
23.7%
B/E move
5.7%

25Δ

Calls
Pseudo strike
199.97
IV
18.2%
B/E move
4.7%
Puts
Pseudo strike
184.93
IV
23.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
198.55
IV
18.5%
B/E move
4.2%
Puts
Pseudo strike
186.96
IV
22.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
197.16
IV
18.7%
B/E move
3.7%
Puts
Pseudo strike
188.63
IV
22.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
195.85
IV
19.1%
B/E move
3.3%
Puts
Pseudo strike
190.25
IV
22.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
194.52
IV
19.2%
B/E move
2.9%
Puts
Pseudo strike
191.80
IV
21.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
193.20
IV
19.2%
B/E move
2.6%
Puts
Pseudo strike
193.28
IV
21.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
191.89
IV
19.1%
B/E move
2.2%
Puts
Pseudo strike
194.79
IV
21.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
190.58
IV
19.1%
B/E move
1.9%
Puts
Pseudo strike
196.32
IV
21.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
189.19
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
198.00
IV
22.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
187.79
IV
19.2%
B/E move
1.4%
Puts
Pseudo strike
199.27
IV
20.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
186.04
IV
19.9%
B/E move
1.2%
Puts
Pseudo strike
201.07
IV
20.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
184.40
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
204.18
IV
22.8%
B/E move
0.4%

Options history

No recorded observations