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iShares Large Cap Value Active ETF BLCV

i

Market dataready · fetched 2026-11-06T20:50:44.880Z

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 · 2026-11-06T20:49:28.239570874Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:50:44.242244+00:00

Share price$43.42
1D+0.9%
$42.97$43.12$43.28$43.44$43.595:30 AM6:30 AM9:00 AM1:00 PMBLCV
Sold putSold call

iShares Large Cap Value Active ETF options

Live interpolated BLCV call and put midpoint premiums by absolute delta.iShares Large Cap Value Active ETF$0.76$0.95$1.14$1.32$1.51$42.01$42.81$43.60$44.40$45.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BLCV spot · $43.41BLCV PRICE$0.78$0.87$0.95$1.04$0.85$0.92$0.99$1.06$1.16$1.26$1.36$1.46
Puts——
Calls——
Skew——
Implied moveBearish±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ43.8828.2%2.9%43.2028.8%2.4%
50Δ43.6026.6%2.4%43.4826.7%2.0%
55Δ43.3225.0%2.0%43.7524.5%1.5%
60Δ43.0423.4%1.5%44.0222.4%1.1%
65Δ44.2021.1%0.9%
70Δ44.3819.8%0.7%
75Δ44.5618.5%0.5%
80Δ44.7417.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
43.88
IV
28.2%
B/E move
2.9%
Puts
Pseudo strike
43.20
IV
28.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
43.60
IV
26.6%
B/E move
2.4%
Puts
Pseudo strike
43.48
IV
26.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
43.32
IV
25.0%
B/E move
2.0%
Puts
Pseudo strike
43.75
IV
24.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
43.04
IV
23.4%
B/E move
1.5%
Puts
Pseudo strike
44.02
IV
22.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.20
IV
21.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.38
IV
19.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.56
IV
18.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.74
IV
17.1%
B/E move
0.3%

Options history

IV · four-Friday blend19.11%
Daily close
BLCV15.9%28.1%40.3%2026-08-10: 24.67%2026-08-11: 21.80%2026-08-12: 22.16%2026-08-13: 23.06%2026-08-14: 23.68%2026-08-17: 25.19%2026-08-18: 26.56%2026-08-19: 30.44%2026-08-20: 38.65%2026-08-21: 19.37%2026-08-24: 19.60%2026-08-25: 19.63%2026-08-26: 19.39%2026-08-27: 19.69%2026-08-28: 19.68%2026-08-31: 20.29%2026-09-01: 20.34%2026-09-02: 20.37%2026-09-03: 20.37%2026-09-04: 20.77%2026-09-08: 22.31%2026-09-09: 23.15%2026-09-10: 23.92%2026-09-11: 23.79%2026-09-14: 26.48%2026-09-15: 28.89%2026-09-16: 30.24%2026-09-17: 37.50%2026-09-18: 18.90%2026-09-21: 18.43%2026-09-22: 18.84%2026-09-23: 18.34%2026-09-24: 18.67%2026-09-25: 18.40%2026-09-28: 19.43%2026-09-29: 19.82%2026-09-30: 20.05%2026-10-01: 20.39%2026-10-02: 20.58%2026-10-05: 20.82%2026-10-06: 20.99%2026-10-07: 21.70%2026-10-08: 21.78%2026-10-09: 21.89%2026-10-12: 25.10%2026-10-13: 26.78%2026-10-14: 29.77%2026-10-15: 34.58%2026-10-16: 17.62%2026-10-19: 18.21%2026-10-20: 17.93%2026-10-21: 18.46%2026-10-22: 18.40%2026-10-23: 18.87%2026-10-26: 18.89%2026-10-27: 18.90%2026-10-28: 18.82%2026-10-29: 18.86%2026-10-30: 19.11%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
24.67%
21.80%
22.16%
23.06%
23.68%
25.19%
26.56%
30.44%
38.65%
19.37%
19.60%
19.63%
19.39%
19.69%
19.68%
20.29%
20.34%
20.37%
20.37%
20.77%
22.31%
23.15%
23.92%
23.79%
26.48%
28.89%
30.24%
37.50%
18.90%
18.43%
18.84%
18.34%
18.67%
18.40%
19.43%
19.82%
20.05%
20.39%
20.58%
20.82%
20.99%
21.70%
21.78%
21.89%
25.10%
26.78%
29.77%
34.58%
17.62%
18.21%
17.93%
18.46%
18.40%
18.87%
18.89%
18.90%
18.82%
18.86%
19.11%