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iShares Global Consumer Discretionary ETF RXI

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Market dataready · fetched 2026-11-12T03:18:05.960Z

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 · 2026-11-12T01:00:00.12369611Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:18:05.409782+00:00

Share price$200.28
1D+0.1%
AH$200.23$200.33$200.44$200.55$200.655:30 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$1.12$2.90$4.67$6.45$8.23$-0.20$0.15$0.50$0.85$1.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERXI PRICE$3.34$3.88$4.42$5.02$5.92$1.31$1.61$1.91$2.21$2.47$2.95$3.53$4.11$4.70$5.28$6.20$7.72
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ194.7827.2%3.4%
30Δ196.0626.2%2.9%
35Δ197.3525.1%2.4%
40Δ198.6324.1%1.9%
45Δ199.6922.7%1.5%
50Δ200.6422.2%1.3%
55Δ201.5822.2%1.1%
60Δ198.9720.2%1.0%202.5222.3%0.9%
65Δ198.1320.1%0.9%203.4622.3%0.8%
70Δ197.2820.0%0.7%204.4022.3%0.6%
75Δ196.4019.8%0.6%205.6322.7%0.4%
80Δ195.2720.2%0.5%207.3823.7%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
194.78
IV
27.2%
B/E move
3.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
196.06
IV
26.2%
B/E move
2.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
197.35
IV
25.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
198.63
IV
24.1%
B/E move
1.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
199.69
IV
22.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
200.64
IV
22.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
201.58
IV
22.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
198.97
IV
20.2%
B/E move
1.0%
Puts
Pseudo strike
202.52
IV
22.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
198.13
IV
20.1%
B/E move
0.9%
Puts
Pseudo strike
203.46
IV
22.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
197.28
IV
20.0%
B/E move
0.7%
Puts
Pseudo strike
204.40
IV
22.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
196.40
IV
19.8%
B/E move
0.6%
Puts
Pseudo strike
205.63
IV
22.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
195.27
IV
20.2%
B/E move
0.5%
Puts
Pseudo strike
207.38
IV
23.7%
B/E move
0.3%

Options history

IV · four-Friday blend19.68%
Daily EOD
RXI18.3%19.3%20.2%2026-10-19: 18.43%2026-10-20: 18.61%2026-10-21: 19.15%2026-10-22: 19.72%2026-10-23: 20.10%2026-10-26: 19.76%2026-10-27: 18.86%2026-10-28: 19.38%2026-10-29: 18.82%2026-10-30: 19.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.43%
18.61%
19.15%
19.72%
20.10%
19.76%
18.86%
19.38%
18.82%
19.68%