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iShares Global Consumer Discretionary ETF RXI

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Market datapartial · fetched 2026-10-22T18:11:35.848Z

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 · 2026-10-22T17:29:31.825998376Z

FundamentalsAlpha Vantage · unavailable

Share price$192.38
1D+0.6%
$191.02$191.50$191.98$192.45$192.935:30 AM6:30 AM9:00 AM1:00 PMRXI
Sold putSold call

iShares Global Consumer Discretionary ETF options

Live interpolated RXI call and put midpoint premiums by absolute delta.iShares Global Consumer Discretionary ETF$1.07$4.24$7.41$10.58$13.75$177.96$184.76$191.56$198.36$205.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RXI spot · $192.38RXI PRICE$1.41$1.82$2.29$2.81$3.36$3.95$4.62$5.30$6.16$6.88$8.30$9.45$1.93$2.36$2.93$3.51$4.08$4.76$5.64$6.54$7.26$8.38$10.13$12.83
PutsExpensive1.57×
CallsExpensive1.30×
SkewBearish+3.01 pp
Implied moveBearish±$8.71
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ199.9017.9%4.6%185.0323.0%4.8%
30Δ198.4718.1%4.1%187.1222.1%4.0%
35Δ197.1318.4%3.7%188.7522.2%3.4%
40Δ195.8518.7%3.3%190.3421.9%2.9%
45Δ194.5418.8%2.9%191.8721.4%2.4%
50Δ193.2518.9%2.5%193.3221.2%2.0%
55Δ191.9619.0%2.2%194.8121.5%1.7%
60Δ190.6718.8%1.9%196.3221.5%1.4%
65Δ189.3019.0%1.6%197.6820.7%1.0%
70Δ188.0418.5%1.3%199.3020.7%0.8%
75Δ186.2719.4%1.1%201.4721.2%0.5%
80Δ184.6919.1%0.9%204.4823.3%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
199.90
IV
17.9%
B/E move
4.6%
Puts
Pseudo strike
185.03
IV
23.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
198.47
IV
18.1%
B/E move
4.1%
Puts
Pseudo strike
187.12
IV
22.1%
B/E move
4.0%

35Δ

Calls
Pseudo strike
197.13
IV
18.4%
B/E move
3.7%
Puts
Pseudo strike
188.75
IV
22.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
195.85
IV
18.7%
B/E move
3.3%
Puts
Pseudo strike
190.34
IV
21.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
194.54
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
191.87
IV
21.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
193.25
IV
18.9%
B/E move
2.5%
Puts
Pseudo strike
193.32
IV
21.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
191.96
IV
19.0%
B/E move
2.2%
Puts
Pseudo strike
194.81
IV
21.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
190.67
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
196.32
IV
21.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
189.30
IV
19.0%
B/E move
1.6%
Puts
Pseudo strike
197.68
IV
20.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
188.04
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
199.30
IV
20.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
186.27
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
201.47
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
184.69
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
204.48
IV
23.3%
B/E move
0.4%

Options history

No recorded observations