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BlackRock ETF Trust iShares International Country Rotation Active ETF CORO

i

Market dataready · fetched 2026-11-05T22:20:03.298Z

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 · 2026-11-05T21:00:00.488511555Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T22:20:01.046877+00:00

Share price$34.26
1D-3.5%
AH$34.16$34.52$34.89$35.25$35.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCORO
Sold putSold callAH

BlackRock ETF Trust iShares International Country Rotation Active ETF options

Live interpolated CORO call and put midpoint premiums by absolute delta.BlackRock ETF Trust iShares International Country Rotation Active ETF$0.35$1.29$2.24$3.18$4.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECORO PRICE$0.57$0.45$0.59$0.69$0.75$2.39$3.09$3.85$0.57$0.58$0.62$0.49$0.54$0.59$0.64$0.69$0.74$0.79
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.8780.2%18.1%30.7869.7%11.9%
25Δ36.6244.2%8.2%32.0953.3%8.0%
30Δ36.2045.9%7.4%32.8444.9%5.9%
35Δ35.7244.4%6.3%
40Δ35.1840.1%4.9%
45Δ34.1220.6%1.8%
50Δ34.2619.4%1.6%
55Δ34.4018.2%1.3%
60Δ34.5417.0%1.0%
65Δ34.6815.8%0.8%
70Δ32.6351.4%2.2%34.8214.7%0.5%
75Δ31.8759.0%2.0%34.9613.5%0.3%
80Δ30.9964.8%1.7%

20Δ

Calls
Pseudo strike
39.87
IV
80.2%
B/E move
18.1%
Puts
Pseudo strike
30.78
IV
69.7%
B/E move
11.9%

25Δ

Calls
Pseudo strike
36.62
IV
44.2%
B/E move
8.2%
Puts
Pseudo strike
32.09
IV
53.3%
B/E move
8.0%

30Δ

Calls
Pseudo strike
36.20
IV
45.9%
B/E move
7.4%
Puts
Pseudo strike
32.84
IV
44.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
35.72
IV
44.4%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
35.18
IV
40.1%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.12
IV
20.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.26
IV
19.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.40
IV
18.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.54
IV
17.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.68
IV
15.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
32.63
IV
51.4%
B/E move
2.2%
Puts
Pseudo strike
34.82
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
31.87
IV
59.0%
B/E move
2.0%
Puts
Pseudo strike
34.96
IV
13.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
30.99
IV
64.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.83%
Daily EOD
CORO21.7%25.6%29.6%2026-10-19: 22.48%2026-10-20: 22.25%2026-10-21: 22.54%2026-10-22: 22.84%2026-10-23: 29.04%2026-10-26: 23.03%2026-10-27: 22.88%2026-10-28: 22.53%2026-10-29: 22.55%2026-10-30: 22.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.48%
22.25%
22.54%
22.84%
29.04%
23.03%
22.88%
22.53%
22.55%
22.83%