Share price$44.40
1D-0.3%
Sold putSold call
iShares MSCI Agriculture Producers ETF VEGI
i
Market datapartial · fetched 2026-10-23T15:05:51.884Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T14:44:27.905328557Z
FundamentalsAlpha Vantage · unavailable
iShares MSCI Agriculture Producers ETF options
PutsExpensive1.32×
CallsExpensive1.37×
SkewBullish-1.93 pp
Implied moveBearish±$4.25
TiltBullish28.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.93 | 26.9% | 11.8% | |||
| 25Δ | 48.44 | 29.7% | 11.3% | |||
| 30Δ | 47.95 | 32.4% | 10.7% | |||
| 35Δ | 47.45 | 35.2% | 10.2% | |||
| 40Δ | 46.91 | 37.4% | 9.5% | |||
| 45Δ | 45.86 | 33.4% | 7.4% | 44.33 | 32.7% | 4.8% |
| 50Δ | 45.04 | 30.9% | 5.9% | 45.02 | 30.1% | 3.7% |
| 55Δ | 44.38 | 29.5% | 4.9% | 45.52 | 27.3% | 2.8% |
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 48.93
- IV
- 26.9%
- B/E move
- 11.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 48.44
- IV
- 29.7%
- B/E move
- 11.3%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 47.95
- IV
- 32.4%
- B/E move
- 10.7%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 47.45
- IV
- 35.2%
- B/E move
- 10.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 46.91
- IV
- 37.4%
- B/E move
- 9.5%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 45.86
- IV
- 33.4%
- B/E move
- 7.4%
- Pseudo strike
- 44.33
- IV
- 32.7%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 45.04
- IV
- 30.9%
- B/E move
- 5.9%
- Pseudo strike
- 45.02
- IV
- 30.1%
- B/E move
- 3.7%
55Δ
- Pseudo strike
- 44.38
- IV
- 29.5%
- B/E move
- 4.9%
- Pseudo strike
- 45.52
- IV
- 27.3%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations