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iShares U.S. Thematic Rotation Active ETF THRO

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Market dataready · fetched 2026-11-12T00:47:09.435Z

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 · 2026-11-11T23:30:00.002544654Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:47:09.053307+00:00

Share price$42.86
1D+0.5%
AH$42.56$42.69$42.82$42.94$43.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHRO
Sold putSold callAH

iShares U.S. Thematic Rotation Active ETF options

Live interpolated THRO call and put midpoint premiums by absolute delta.iShares U.S. Thematic Rotation Active ETF$0.48$0.68$0.87$1.07$1.27$40.30$41.57$42.84$44.11$45.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THRO spot · $42.86THRO PRICE$0.50$0.50$0.50$0.51$0.55$0.60$0.64$0.68$0.72$0.76$0.80$0.85$0.89$0.50$0.52$0.55$0.58$0.61$0.64$0.67$0.74$0.83$0.93$1.02$1.11$1.21
PutsExpensive1.57×
CallsExpensive1.28×
SkewBearish+0.66 pp
Implied moveBearish±$1.30
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.3970.9%11.7%39.6164.4%8.7%
25Δ45.5352.8%7.4%40.7950.6%6.0%
30Δ44.5241.4%5.0%41.4842.6%4.5%
35Δ43.8934.0%3.6%42.0436.0%3.3%
40Δ43.5630.8%2.9%42.3332.2%2.7%
45Δ43.2327.5%2.3%42.6228.5%2.1%
50Δ42.9624.7%1.7%42.9124.8%1.4%
55Δ42.8323.0%1.5%43.1222.9%1.1%
60Δ42.7121.3%1.3%43.2922.0%0.9%
65Δ42.5819.5%1.1%43.4621.1%0.8%
70Δ42.4517.8%0.9%43.6320.2%0.6%
75Δ42.3216.1%0.7%43.8019.2%0.4%
80Δ42.1914.4%0.5%43.9718.3%0.2%

20Δ

Calls
Pseudo strike
47.39
IV
70.9%
B/E move
11.7%
Puts
Pseudo strike
39.61
IV
64.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
45.53
IV
52.8%
B/E move
7.4%
Puts
Pseudo strike
40.79
IV
50.6%
B/E move
6.0%

30Δ

Calls
Pseudo strike
44.52
IV
41.4%
B/E move
5.0%
Puts
Pseudo strike
41.48
IV
42.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
43.89
IV
34.0%
B/E move
3.6%
Puts
Pseudo strike
42.04
IV
36.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
43.56
IV
30.8%
B/E move
2.9%
Puts
Pseudo strike
42.33
IV
32.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
43.23
IV
27.5%
B/E move
2.3%
Puts
Pseudo strike
42.62
IV
28.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
42.96
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
42.91
IV
24.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
42.83
IV
23.0%
B/E move
1.5%
Puts
Pseudo strike
43.12
IV
22.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
42.71
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
43.29
IV
22.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
42.58
IV
19.5%
B/E move
1.1%
Puts
Pseudo strike
43.46
IV
21.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
42.45
IV
17.8%
B/E move
0.9%
Puts
Pseudo strike
43.63
IV
20.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
42.32
IV
16.1%
B/E move
0.7%
Puts
Pseudo strike
43.80
IV
19.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
42.19
IV
14.4%
B/E move
0.5%
Puts
Pseudo strike
43.97
IV
18.3%
B/E move
0.2%

Options history

IV · four-Friday blend16.79%
Daily EOD
THRO14.9%15.9%16.9%2026-10-19: 15.11%2026-10-20: 15.01%2026-10-21: 15.12%2026-10-22: 15.93%2026-10-23: 16.05%2026-10-26: 15.50%2026-10-27: 15.79%2026-10-28: 15.83%2026-10-29: 15.43%2026-10-30: 16.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.11%
15.01%
15.12%
15.93%
16.05%
15.50%
15.79%
15.83%
15.43%
16.79%