IntraAlpha
Create free account Start free

iShares A.I. Innovation and Tech Active ETF BAI

i

Market dataready · fetched 2026-11-03T14:44:10.009Z

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 · 2026-11-03T14:44:05.087649673Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:35:03.881276+00:00

Share price$38.58
1D+0.2%
$38.05$38.27$38.50$38.72$38.945:30 AM6:30 AM9:00 AM1:00 PMBAI
Sold putSold call

iShares A.I. Innovation and Tech Active ETF options

Live interpolated BAI call and put midpoint premiums by absolute delta.iShares A.I. Innovation and Tech Active ETF$0.51$1.95$3.39$4.84$6.28$32.33$35.46$38.59$41.72$44.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BAI spot · $38.58BAI PRICE$0.67$0.75$0.86$0.98$1.12$1.37$1.63$1.90$2.21$2.57$3.00$3.45$3.82$0.99$1.12$1.35$1.64$1.95$2.28$2.89$3.25$3.55$4.07$5.07$5.86
Puts——
CallsFair1.00×
Skew——
Implied moveBearish±$3.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.1477.6%18.7%
25Δ42.9364.6%13.2%35.1772.9%11.4%
30Δ41.6457.6%10.2%36.2465.2%9.0%
35Δ40.6952.8%8.0%37.0063.7%7.6%
40Δ39.9650.1%6.5%37.6863.4%6.6%
45Δ39.4351.3%5.8%38.3563.1%5.7%
50Δ38.9052.3%5.0%39.0162.9%4.8%
55Δ38.3552.5%4.3%39.8067.4%4.3%
60Δ37.7952.9%3.7%40.4565.7%3.6%
65Δ37.2053.7%3.1%41.0762.1%2.7%
70Δ36.5754.6%2.6%41.8161.5%2.2%
75Δ35.9355.0%2.1%42.9665.7%1.8%
80Δ35.3552.6%1.5%43.9565.3%1.3%

20Δ

Calls
Pseudo strike
45.14
IV
77.6%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
42.93
IV
64.6%
B/E move
13.2%
Puts
Pseudo strike
35.17
IV
72.9%
B/E move
11.4%

30Δ

Calls
Pseudo strike
41.64
IV
57.6%
B/E move
10.2%
Puts
Pseudo strike
36.24
IV
65.2%
B/E move
9.0%

35Δ

Calls
Pseudo strike
40.69
IV
52.8%
B/E move
8.0%
Puts
Pseudo strike
37.00
IV
63.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
39.96
IV
50.1%
B/E move
6.5%
Puts
Pseudo strike
37.68
IV
63.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
39.43
IV
51.3%
B/E move
5.8%
Puts
Pseudo strike
38.35
IV
63.1%
B/E move
5.7%

50Δ

Calls
Pseudo strike
38.90
IV
52.3%
B/E move
5.0%
Puts
Pseudo strike
39.01
IV
62.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
38.35
IV
52.5%
B/E move
4.3%
Puts
Pseudo strike
39.80
IV
67.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
37.79
IV
52.9%
B/E move
3.7%
Puts
Pseudo strike
40.45
IV
65.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
37.20
IV
53.7%
B/E move
3.1%
Puts
Pseudo strike
41.07
IV
62.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
36.57
IV
54.6%
B/E move
2.6%
Puts
Pseudo strike
41.81
IV
61.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
35.93
IV
55.0%
B/E move
2.1%
Puts
Pseudo strike
42.96
IV
65.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
35.35
IV
52.6%
B/E move
1.5%
Puts
Pseudo strike
43.95
IV
65.3%
B/E move
1.3%

Options history

IV · four-Friday blend47.59%
Daily close
BAI35.9%47.0%58.0%2026-08-05: 46.66%2026-08-06: 46.33%2026-08-07: 43.36%2026-08-10: 44.09%2026-08-11: 41.10%2026-08-12: 39.18%2026-08-13: 39.41%2026-08-14: 38.61%2026-08-17: 41.33%2026-08-18: 43.25%2026-08-19: 45.17%2026-08-20: 47.39%2026-08-21: 42.18%2026-08-24: 43.27%2026-08-25: 42.64%2026-08-26: 41.03%2026-08-27: 41.27%2026-08-28: 41.52%2026-08-31: 40.14%2026-09-01: 40.51%2026-09-02: 39.43%2026-09-03: 37.44%2026-09-04: 39.63%2026-09-08: 42.94%2026-09-09: 42.22%2026-09-10: 41.01%2026-09-11: 41.16%2026-09-14: 41.80%2026-09-15: 40.28%2026-09-16: 44.20%2026-09-17: 55.89%2026-09-18: 39.30%2026-09-21: 40.36%2026-09-22: 40.40%2026-09-23: 40.10%2026-09-24: 39.86%2026-09-25: 41.97%2026-09-28: 40.69%2026-09-29: 40.50%2026-09-30: 40.55%2026-10-01: 40.61%2026-10-02: 39.88%2026-10-07: 38.63%2026-10-08: 39.94%2026-10-09: 39.81%2026-10-12: 41.86%2026-10-13: 44.01%2026-10-14: 40.10%2026-10-15: 56.50%2026-10-16: 41.33%2026-10-19: 41.09%2026-10-20: 41.90%2026-10-21: 41.41%2026-10-22: 45.81%2026-10-23: 45.91%2026-10-26: 44.16%2026-10-27: 43.14%2026-10-28: 42.81%2026-10-29: 42.22%2026-10-30: 47.59%Aug 5Sep 16Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
46.66%
46.33%
43.36%
44.09%
41.10%
39.18%
39.41%
38.61%
41.33%
43.25%
45.17%
47.39%
42.18%
43.27%
42.64%
41.03%
41.27%
41.52%
40.14%
40.51%
39.43%
37.44%
39.63%
42.94%
42.22%
41.01%
41.16%
41.80%
40.28%
44.20%
55.89%
39.30%
40.36%
40.40%
40.10%
39.86%
41.97%
40.69%
40.50%
40.55%
40.61%
39.88%
38.63%
39.94%
39.81%
41.86%
44.01%
40.10%
56.50%
41.33%
41.09%
41.90%
41.41%
45.81%
45.91%
44.16%
43.14%
42.81%
42.22%
47.59%