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iShares Top 20 U.S. Stocks ETF TOPT

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Market dataready · fetched 2026-11-12T14:56:18.327Z

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 · 2026-11-12T14:55:20.070641204Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:17.699530+00:00

Share price$33.73
1D+0.8%
$33.33$33.45$33.57$33.68$33.805:30 AM6:30 AM9:00 AM1:00 PMTOPT
Sold putSold call

iShares Top 20 U.S. Stocks ETF options

Live interpolated TOPT call and put midpoint premiums by absolute delta.iShares Top 20 U.S. Stocks ETF$0.18$0.65$1.12$1.58$2.05$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETOPT PRICE$0.23$0.30$0.38$0.45$0.43$0.47$0.53$0.59$0.65$0.71$0.77$0.84$0.98$1.12$1.26$1.40$1.92
PutsFair1.04×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.0271.5%9.3%
25Δ34.6926.2%3.5%31.9059.6%6.8%
30Δ34.5227.7%3.2%32.3154.7%5.8%
35Δ34.3429.1%2.9%32.6550.6%4.9%
40Δ34.1730.5%2.6%33.0046.6%4.1%
45Δ33.3542.6%3.2%
50Δ33.6938.5%2.4%
55Δ34.0234.8%1.6%
60Δ34.2534.2%1.4%
65Δ34.4733.6%1.1%
70Δ34.6933.0%0.9%
75Δ34.9132.3%0.6%
80Δ35.4837.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.02
IV
71.5%
B/E move
9.3%

25Δ

Calls
Pseudo strike
34.69
IV
26.2%
B/E move
3.5%
Puts
Pseudo strike
31.90
IV
59.6%
B/E move
6.8%

30Δ

Calls
Pseudo strike
34.52
IV
27.7%
B/E move
3.2%
Puts
Pseudo strike
32.31
IV
54.7%
B/E move
5.8%

35Δ

Calls
Pseudo strike
34.34
IV
29.1%
B/E move
2.9%
Puts
Pseudo strike
32.65
IV
50.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
34.17
IV
30.5%
B/E move
2.6%
Puts
Pseudo strike
33.00
IV
46.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.35
IV
42.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.69
IV
38.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.02
IV
34.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.25
IV
34.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.47
IV
33.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.69
IV
33.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.91
IV
32.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.48
IV
37.5%
B/E move
0.5%

Options history

IV · four-Friday blend21.97%
Daily EOD
TOPT18.6%20.4%22.2%2026-10-19: 18.82%2026-10-20: 18.95%2026-10-21: 19.53%2026-10-22: 20.56%2026-10-23: 20.61%2026-10-26: 19.62%2026-10-27: 19.27%2026-10-28: 19.80%2026-10-29: 20.15%2026-10-30: 21.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.82%
18.95%
19.53%
20.56%
20.61%
19.62%
19.27%
19.80%
20.15%
21.97%