iShares Future AI & Tech ETF ARTY
i
Market dataready · fetched 2026-11-04T03:57:10.068Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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: 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 dataPriceAlpaca · sip · 2026-11-04T01:00:00.184002226Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:57:09.724243+00:00
iShares Future AI & Tech ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.31 | 51.5% | 11.8% | |||
| 25Δ | 72.89 | 50.8% | 10.0% | |||
| 30Δ | 71.32 | 46.6% | 8.0% | |||
| 35Δ | 70.33 | 46.5% | 6.9% | 64.78 | 54.3% | 6.5% |
| 40Δ | 69.43 | 47.0% | 6.1% | 65.81 | 53.3% | 5.6% |
| 45Δ | 68.58 | 49.3% | 5.5% | 66.78 | 46.5% | 4.2% |
| 50Δ | 67.74 | 51.3% | 4.9% | 67.72 | 49.3% | 3.8% |
| 55Δ | 66.79 | 49.2% | 4.0% | 68.64 | 50.4% | 3.3% |
| 60Δ | 65.86 | 50.6% | 3.5% | 69.57 | 49.7% | 2.7% |
| 65Δ | 64.92 | 50.6% | 2.9% | 70.56 | 49.6% | 2.2% |
| 70Δ | 71.65 | 50.0% | 1.8% | |||
| 75Δ | 72.79 | 49.8% | 1.3% | |||
| 80Δ | 74.07 | 49.5% | 0.9% | |||
20Δ
- Pseudo strike
- 74.31
- IV
- 51.5%
- B/E move
- 11.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 72.89
- IV
- 50.8%
- B/E move
- 10.0%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 71.32
- IV
- 46.6%
- B/E move
- 8.0%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 70.33
- IV
- 46.5%
- B/E move
- 6.9%
- Pseudo strike
- 64.78
- IV
- 54.3%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 69.43
- IV
- 47.0%
- B/E move
- 6.1%
- Pseudo strike
- 65.81
- IV
- 53.3%
- B/E move
- 5.6%
45Δ
- Pseudo strike
- 68.58
- IV
- 49.3%
- B/E move
- 5.5%
- Pseudo strike
- 66.78
- IV
- 46.5%
- B/E move
- 4.2%
50Δ
- Pseudo strike
- 67.74
- IV
- 51.3%
- B/E move
- 4.9%
- Pseudo strike
- 67.72
- IV
- 49.3%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 66.79
- IV
- 49.2%
- B/E move
- 4.0%
- Pseudo strike
- 68.64
- IV
- 50.4%
- B/E move
- 3.3%
60Δ
- Pseudo strike
- 65.86
- IV
- 50.6%
- B/E move
- 3.5%
- Pseudo strike
- 69.57
- IV
- 49.7%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 64.92
- IV
- 50.6%
- B/E move
- 2.9%
- Pseudo strike
- 70.56
- IV
- 49.6%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 71.65
- IV
- 50.0%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 72.79
- IV
- 49.8%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 74.07
- IV
- 49.5%
- B/E move
- 0.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 37.42% | |
| 37.33% | |
| 36.45% | |
| 39.34% | |
| 39.11% | |
| 39.22% | |
| 37.90% | |
| 39.20% | |
| 38.87% | |
| 42.34% |