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iShares Top 20 U.S. Stocks ETF TOPT

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Market datapartial · fetched 2026-10-23T01:58:21.225Z

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 · 2026-10-23T00:00:00.055009327Z

FundamentalsAlpha Vantage · unavailable

Share price$34.44
1D-0.8%
AH$34.32$34.44$34.57$34.69$34.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOPT
Sold putSold callAH

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$0.21$0.75$1.29$1.82$2.36$31.75$33.08$34.42$35.76$37.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOPT spot · $34.44TOPT PRICE$0.34$0.27$0.35$0.44$0.52$0.65$0.81$0.96$1.11$1.34$1.61$1.87$2.21$0.44$0.48$0.55$0.65$0.75$0.79$0.83$0.86$0.90$1.01$1.13$1.24$1.36
PutsFair1.02×
CallsExpensive1.07×
SkewBearish+0.40 pp
Implied moveBalanced±$1.63
TiltBullish6.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5432.8%10.0%31.7138.6%9.2%
25Δ35.8618.6%4.9%32.6132.2%6.7%
30Δ35.6018.8%4.4%33.2128.7%5.2%
35Δ35.3419.0%3.9%33.6127.4%4.3%
40Δ35.0819.3%3.4%34.0026.0%3.4%
45Δ34.8319.8%3.0%34.2523.7%2.8%
50Δ34.5720.5%2.7%34.5021.3%2.2%
55Δ34.3221.2%2.4%34.7519.0%1.6%
60Δ34.0721.9%2.1%35.0016.7%1.0%
65Δ33.7422.8%1.9%35.1815.9%0.8%
70Δ33.3923.6%1.6%35.3715.2%0.6%
75Δ33.0424.5%1.4%35.5514.5%0.4%
80Δ32.6224.7%1.1%35.7313.7%0.2%

20Δ

Calls
Pseudo strike
37.54
IV
32.8%
B/E move
10.0%
Puts
Pseudo strike
31.71
IV
38.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
35.86
IV
18.6%
B/E move
4.9%
Puts
Pseudo strike
32.61
IV
32.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
35.60
IV
18.8%
B/E move
4.4%
Puts
Pseudo strike
33.21
IV
28.7%
B/E move
5.2%

35Δ

Calls
Pseudo strike
35.34
IV
19.0%
B/E move
3.9%
Puts
Pseudo strike
33.61
IV
27.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
35.08
IV
19.3%
B/E move
3.4%
Puts
Pseudo strike
34.00
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
34.83
IV
19.8%
B/E move
3.0%
Puts
Pseudo strike
34.25
IV
23.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
34.57
IV
20.5%
B/E move
2.7%
Puts
Pseudo strike
34.50
IV
21.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.32
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
34.75
IV
19.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
34.07
IV
21.9%
B/E move
2.1%
Puts
Pseudo strike
35.00
IV
16.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
33.74
IV
22.8%
B/E move
1.9%
Puts
Pseudo strike
35.18
IV
15.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
33.39
IV
23.6%
B/E move
1.6%
Puts
Pseudo strike
35.37
IV
15.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
33.04
IV
24.5%
B/E move
1.4%
Puts
Pseudo strike
35.55
IV
14.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
32.62
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
35.73
IV
13.7%
B/E move
0.2%

Options history

No recorded observations