IntraAlpha
Create free account Start free

iShares Core High Dividend ETF HDV

i

Market dataready · fetched 2026-11-07T05:39:39.627Z

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 · 2026-11-07T01:00:00.126273496Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:39:39.120282+00:00

Share price$30.35
1D+0.4%
AH$29.87$30.04$30.21$30.37$30.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHDV
Sold putSold callAH

iShares Core High Dividend ETF options

Live interpolated HDV call and put midpoint premiums by absolute delta.iShares Core High Dividend ETF$0.17$1.03$1.89$2.76$3.62$28.28$29.29$30.29$31.29$32.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ 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 HDV spot · $30.35HDV PRICE$0.26$0.34$0.42$0.50$0.57$0.68$0.79$0.90$1.41$0.38$0.42$0.46$0.57$0.69$0.80$0.92$1.09$1.39$1.69$3.37
Puts——
Calls——
Skew——
Implied moveBullish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.5839.9%8.2%
25Δ32.1640.3%7.1%
30Δ31.7739.3%6.1%29.4633.1%4.2%
35Δ31.3937.5%5.1%29.7830.2%3.3%
40Δ31.0135.6%4.1%30.0626.1%2.5%
45Δ30.7535.1%3.6%30.2626.6%2.2%
50Δ30.4934.6%3.1%30.4627.0%1.9%
55Δ30.2334.1%2.6%30.6627.5%1.6%
60Δ30.8627.9%1.3%
65Δ29.6041.2%2.2%31.1128.9%1.1%
70Δ31.4631.0%0.9%
75Δ31.8133.2%0.8%
80Δ33.4355.9%1.0%

20Δ

Calls
Pseudo strike
32.58
IV
39.9%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
32.16
IV
40.3%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
31.77
IV
39.3%
B/E move
6.1%
Puts
Pseudo strike
29.46
IV
33.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
31.39
IV
37.5%
B/E move
5.1%
Puts
Pseudo strike
29.78
IV
30.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
31.01
IV
35.6%
B/E move
4.1%
Puts
Pseudo strike
30.06
IV
26.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
30.75
IV
35.1%
B/E move
3.6%
Puts
Pseudo strike
30.26
IV
26.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
30.49
IV
34.6%
B/E move
3.1%
Puts
Pseudo strike
30.46
IV
27.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
30.23
IV
34.1%
B/E move
2.6%
Puts
Pseudo strike
30.66
IV
27.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.86
IV
27.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
29.60
IV
41.2%
B/E move
2.2%
Puts
Pseudo strike
31.11
IV
28.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.46
IV
31.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.81
IV
33.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.43
IV
55.9%
B/E move
1.0%

Options history

IV · four-Friday blend14.64%
Daily close
HDV10.7%25.9%41.2%2026-08-10: 17.38%2026-08-11: 23.16%2026-08-12: 21.71%2026-08-13: 30.32%2026-08-14: 25.03%2026-08-17: 21.92%2026-08-18: 38.45%2026-08-19: 27.09%2026-08-21: 13.07%2026-08-24: 15.65%2026-08-25: 13.77%2026-08-26: 15.27%2026-08-27: 13.06%2026-08-31: 13.88%2026-09-01: 13.30%2026-09-02: 14.19%2026-09-03: 12.78%2026-09-08: 14.75%2026-09-09: 20.17%2026-09-10: 17.16%2026-09-11: 16.80%2026-09-15: 24.75%2026-09-16: 19.19%2026-09-17: 39.08%2026-09-18: 14.41%2026-09-21: 16.01%2026-09-22: 18.14%2026-09-23: 14.96%2026-09-28: 19.27%2026-09-29: 18.07%2026-10-01: 13.35%2026-10-02: 16.76%2026-10-05: 18.00%2026-10-06: 23.51%2026-10-12: 19.30%2026-10-16: 14.46%2026-10-19: 14.13%2026-10-20: 14.15%2026-10-21: 13.00%2026-10-22: 14.18%2026-10-23: 14.26%2026-10-26: 18.39%2026-10-27: 13.91%2026-10-28: 21.03%2026-10-30: 14.64%Aug 10Sep 16Oct 30
45 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
17.38%
23.16%
21.71%
30.32%
25.03%
21.92%
38.45%
27.09%
13.07%
15.65%
13.77%
15.27%
13.06%
13.88%
13.30%
14.19%
12.78%
14.75%
20.17%
17.16%
16.80%
24.75%
19.19%
39.08%
14.41%
16.01%
18.14%
14.96%
19.27%
18.07%
13.35%
16.76%
18.00%
23.51%
19.30%
14.46%
14.13%
14.15%
13.00%
14.18%
14.26%
18.39%
13.91%
21.03%
14.64%