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iShares Core 60/40 Balanced Allocation ETF AOR

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Market datapartial · fetched 2026-11-04T03:33:19.436Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-04T01:00:00.167300501Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:33:15.557718+00:00

NewsAlpha Vantage · collected 2026-11-04T02:22:31.427919+00:00

Share price$68.06
1D-0.8%
AH$67.98$68.15$68.31$68.48$68.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAOR
Sold putSold callAH

iShares Core 60/40 Balanced Allocation ETF options

Live interpolated AOR call and put midpoint premiums by absolute delta.iShares Core 60/40 Balanced Allocation ETF$0.10$2.47$4.85$7.22$9.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAOR PRICE$0.36$0.47$0.58$0.70$0.81$1.31$2.40$3.48$4.57$5.65$6.74$7.82$8.91
Puts——
CallsExpensive1.16×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.3913.0%5.4%
25Δ70.8712.8%4.8%
30Δ70.3512.5%4.2%
35Δ69.8312.3%3.6%
40Δ69.3112.0%3.0%
45Δ68.5112.7%2.6%
50Δ67.2914.6%2.4%
55Δ66.0716.6%2.2%
60Δ64.8518.6%2.0%
65Δ63.6420.5%1.8%
70Δ62.4222.5%1.6%
75Δ61.2024.5%1.4%
80Δ59.9826.4%1.2%

20Δ

Calls
Pseudo strike
71.39
IV
13.0%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
70.87
IV
12.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
70.35
IV
12.5%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
69.83
IV
12.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
69.31
IV
12.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
68.51
IV
12.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
67.29
IV
14.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
66.07
IV
16.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
64.85
IV
18.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
63.64
IV
20.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
62.42
IV
22.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
61.20
IV
24.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
59.98
IV
26.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.95%
Daily close
AOR9.7%14.8%20.0%2026-08-05: 13.69%2026-08-06: 14.00%2026-08-07: 13.43%2026-08-10: 14.52%2026-08-11: 12.11%2026-08-12: 12.05%2026-08-13: 12.31%2026-08-14: 12.69%2026-08-17: 13.89%2026-08-18: 14.75%2026-08-19: 15.67%2026-08-20: 19.08%2026-08-21: 11.18%2026-08-24: 11.53%2026-08-25: 11.33%2026-08-26: 11.41%2026-08-27: 11.19%2026-08-28: 11.00%2026-08-31: 11.42%2026-09-01: 11.53%2026-09-02: 11.65%2026-09-03: 11.13%2026-09-04: 11.40%2026-09-08: 11.77%2026-09-09: 12.53%2026-09-10: 13.09%2026-09-11: 12.82%2026-09-14: 13.74%2026-09-15: 15.55%2026-09-16: 16.27%2026-09-17: 19.27%2026-09-18: 11.13%2026-09-21: 10.87%2026-09-22: 10.68%2026-09-23: 10.38%2026-09-24: 11.13%2026-09-25: 11.52%2026-09-28: 11.06%2026-09-29: 11.20%2026-09-30: 11.26%2026-10-01: 11.64%2026-10-02: 11.10%2026-10-05: 11.20%2026-10-06: 11.54%2026-10-07: 11.47%2026-10-08: 11.85%2026-10-09: 11.79%2026-10-12: 13.10%2026-10-13: 13.86%2026-10-14: 15.32%2026-10-16: 10.90%2026-10-19: 11.18%2026-10-20: 11.03%2026-10-21: 10.86%2026-10-22: 11.44%2026-10-23: 11.78%2026-10-26: 11.55%2026-10-27: 11.32%2026-10-28: 11.22%2026-10-29: 11.17%2026-10-30: 12.12%2026-11-03: 12.95%Aug 5Sep 17Nov 3
62 observations2026-08-05 — 2026-11-03
Table
DateIV (%)
13.69%
14.00%
13.43%
14.52%
12.11%
12.05%
12.31%
12.69%
13.89%
14.75%
15.67%
19.08%
11.18%
11.53%
11.33%
11.41%
11.19%
11.00%
11.42%
11.53%
11.65%
11.13%
11.40%
11.77%
12.53%
13.09%
12.82%
13.74%
15.55%
16.27%
19.27%
11.13%
10.87%
10.68%
10.38%
11.13%
11.52%
11.06%
11.20%
11.26%
11.64%
11.10%
11.20%
11.54%
11.47%
11.85%
11.79%
13.10%
13.86%
15.32%
10.90%
11.18%
11.03%
10.86%
11.44%
11.78%
11.55%
11.32%
11.22%
11.17%
12.12%
12.95%

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