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iShares U.S. Broker-Dealers & Securities Exchanges ETF IAI

i

Market dataready · fetched 2026-11-07T21:44:54.862Z

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 · 2026-11-07T01:00:00.145296906Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:44:54.391982+00:00

Share price$177.80
1D+0.2%
AH$177.18$177.94$178.70$179.47$180.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIAI
Sold putSold callAH

iShares U.S. Broker-Dealers & Securities Exchanges ETF options

Live interpolated IAI call and put midpoint premiums by absolute delta.iShares U.S. Broker-Dealers & Securities Exchanges ETF$0.84$3.89$6.95$10.00$13.05$-0.18$0.16$0.50$0.84$1.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIAI PRICE$1.17$1.60$2.03$2.42$2.85$3.35$6.56$7.83$9.56$12.17$1.39$1.55$2.06$2.40$3.04$3.08$3.46$4.24$5.65$8.71$9.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ187.6331.8%6.2%168.2536.4%6.2%
25Δ186.0232.9%5.5%171.6130.1%4.4%
30Δ184.2632.8%4.8%172.9231.3%3.9%
35Δ182.5331.7%4.0%174.5429.4%3.2%
40Δ180.9930.8%3.4%175.7730.6%2.9%
45Δ179.6030.3%2.9%177.1526.3%2.1%
50Δ178.2625.0%1.7%
55Δ179.3826.3%1.5%
60Δ
65Δ174.1832.9%1.7%
70Δ172.4734.2%1.4%182.2722.8%0.7%
75Δ170.3736.4%1.2%185.3030.1%0.7%
80Δ167.3939.8%1.0%186.3527.9%0.4%

20Δ

Calls
Pseudo strike
187.63
IV
31.8%
B/E move
6.2%
Puts
Pseudo strike
168.25
IV
36.4%
B/E move
6.2%

25Δ

Calls
Pseudo strike
186.02
IV
32.9%
B/E move
5.5%
Puts
Pseudo strike
171.61
IV
30.1%
B/E move
4.4%

30Δ

Calls
Pseudo strike
184.26
IV
32.8%
B/E move
4.8%
Puts
Pseudo strike
172.92
IV
31.3%
B/E move
3.9%

35Δ

Calls
Pseudo strike
182.53
IV
31.7%
B/E move
4.0%
Puts
Pseudo strike
174.54
IV
29.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
180.99
IV
30.8%
B/E move
3.4%
Puts
Pseudo strike
175.77
IV
30.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
179.60
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
177.15
IV
26.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
178.26
IV
25.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
179.38
IV
26.3%
B/E move
1.5%

60Δ

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

65Δ

Calls
Pseudo strike
174.18
IV
32.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
172.47
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
182.27
IV
22.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
170.37
IV
36.4%
B/E move
1.2%
Puts
Pseudo strike
185.30
IV
30.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
167.39
IV
39.8%
B/E move
1.0%
Puts
Pseudo strike
186.35
IV
27.9%
B/E move
0.4%

Options history

IV · four-Friday blend22.52%
Daily close
IAI18.2%22.1%26.0%2026-08-10: 19.10%2026-08-11: 19.37%2026-08-12: 18.76%2026-08-13: 18.94%2026-08-14: 18.86%2026-08-17: 19.29%2026-08-18: 20.90%2026-08-19: 19.93%2026-08-20: 22.42%2026-08-21: 19.13%2026-08-24: 19.64%2026-08-25: 18.87%2026-08-26: 19.16%2026-08-27: 19.15%2026-08-28: 18.80%2026-08-31: 19.65%2026-09-01: 20.61%2026-09-02: 19.81%2026-09-04: 18.69%2026-09-08: 20.40%2026-09-09: 21.77%2026-09-10: 22.19%2026-09-11: 20.27%2026-09-14: 22.24%2026-09-15: 23.10%2026-09-16: 24.68%2026-09-17: 25.00%2026-09-18: 20.28%2026-09-21: 19.84%2026-09-22: 20.67%2026-09-23: 21.30%2026-09-24: 21.10%2026-09-25: 20.96%2026-09-28: 21.15%2026-09-29: 22.37%2026-09-30: 22.17%2026-10-01: 23.39%2026-10-02: 22.07%2026-10-05: 22.83%2026-10-06: 22.38%2026-10-07: 23.77%2026-10-08: 22.79%2026-10-09: 23.09%2026-10-12: 23.91%2026-10-13: 24.17%2026-10-14: 24.81%2026-10-15: 25.45%2026-10-16: 21.52%2026-10-19: 21.74%2026-10-20: 21.31%2026-10-21: 20.60%2026-10-22: 21.11%2026-10-23: 21.36%2026-10-26: 21.20%2026-10-27: 21.27%2026-10-28: 21.57%2026-10-29: 20.68%2026-10-30: 22.52%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
19.10%
19.37%
18.76%
18.94%
18.86%
19.29%
20.90%
19.93%
22.42%
19.13%
19.64%
18.87%
19.16%
19.15%
18.80%
19.65%
20.61%
19.81%
18.69%
20.40%
21.77%
22.19%
20.27%
22.24%
23.10%
24.68%
25.00%
20.28%
19.84%
20.67%
21.30%
21.10%
20.96%
21.15%
22.37%
22.17%
23.39%
22.07%
22.83%
22.38%
23.77%
22.79%
23.09%
23.91%
24.17%
24.81%
25.45%
21.52%
21.74%
21.31%
20.60%
21.11%
21.36%
21.20%
21.27%
21.57%
20.68%
22.52%