iShares U.S. Tech Breakthrough Multisector ETF TECB
i
Market dataready · fetched 2026-11-13T01:29:04.885Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T01:00:00.086526587Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:29:04.462688+00:00
iShares U.S. Tech Breakthrough Multisector ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.41 | 44.0% | 6.6% | 70.02 | 48.1% | 6.2% |
| 25Δ | 76.97 | 36.8% | 4.7% | 71.30 | 40.6% | 4.6% |
| 30Δ | 76.17 | 33.9% | 3.8% | 72.19 | 35.5% | 3.5% |
| 35Δ | 75.55 | 31.4% | 3.1% | 72.85 | 31.9% | 2.7% |
| 40Δ | 74.98 | 29.3% | 2.5% | 73.33 | 29.3% | 2.2% |
| 45Δ | 74.58 | 29.2% | 2.2% | 73.76 | 27.0% | 1.8% |
| 50Δ | 74.17 | 29.2% | 1.9% | 74.14 | 25.2% | 1.4% |
| 55Δ | 73.74 | 29.9% | 1.6% | 74.45 | 24.2% | 1.1% |
| 60Δ | 73.29 | 31.1% | 1.4% | 74.77 | 23.1% | 0.9% |
| 65Δ | 72.80 | 32.4% | 1.2% | |||
| 70Δ | 72.23 | 34.1% | 1.1% | |||
| 75Δ | 71.53 | 36.4% | 0.9% | |||
| 80Δ | 70.68 | 39.0% | 0.7% | |||
20Δ
- Pseudo strike
- 78.41
- IV
- 44.0%
- B/E move
- 6.6%
- Pseudo strike
- 70.02
- IV
- 48.1%
- B/E move
- 6.2%
25Δ
- Pseudo strike
- 76.97
- IV
- 36.8%
- B/E move
- 4.7%
- Pseudo strike
- 71.30
- IV
- 40.6%
- B/E move
- 4.6%
30Δ
- Pseudo strike
- 76.17
- IV
- 33.9%
- B/E move
- 3.8%
- Pseudo strike
- 72.19
- IV
- 35.5%
- B/E move
- 3.5%
35Δ
- Pseudo strike
- 75.55
- IV
- 31.4%
- B/E move
- 3.1%
- Pseudo strike
- 72.85
- IV
- 31.9%
- B/E move
- 2.7%
40Δ
- Pseudo strike
- 74.98
- IV
- 29.3%
- B/E move
- 2.5%
- Pseudo strike
- 73.33
- IV
- 29.3%
- B/E move
- 2.2%
45Δ
- Pseudo strike
- 74.58
- IV
- 29.2%
- B/E move
- 2.2%
- Pseudo strike
- 73.76
- IV
- 27.0%
- B/E move
- 1.8%
50Δ
- Pseudo strike
- 74.17
- IV
- 29.2%
- B/E move
- 1.9%
- Pseudo strike
- 74.14
- IV
- 25.2%
- B/E move
- 1.4%
55Δ
- Pseudo strike
- 73.74
- IV
- 29.9%
- B/E move
- 1.6%
- Pseudo strike
- 74.45
- IV
- 24.2%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 73.29
- IV
- 31.1%
- B/E move
- 1.4%
- Pseudo strike
- 74.77
- IV
- 23.1%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 72.80
- IV
- 32.4%
- B/E move
- 1.2%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 72.23
- IV
- 34.1%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 71.53
- IV
- 36.4%
- B/E move
- 0.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 70.68
- IV
- 39.0%
- B/E move
- 0.7%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 20.32% | |
| 20.96% | |
| 20.17% | |
| 23.04% | |
| 22.80% | |
| 22.04% | |
| 21.20% | |
| 20.99% | |
| 21.03% | |
| 23.97% |