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BlackRock ETF Trust iShares Defense Industrials and Tech Active ETF IDEF

i

Market dataready · fetched 2026-11-03T14:42:08.422Z

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 · 2026-11-03T14:39:22.12227553Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:07.442351+00:00

Share price$30.39
1D+0.2%
$30.32$30.34$30.37$30.39$30.415:30 AM6:30 AM9:00 AM1:00 PMIDEF
Sold putSold call

BlackRock ETF Trust iShares Defense Industrials and Tech Active ETF options

Live interpolated IDEF call and put midpoint premiums by absolute delta.BlackRock ETF Trust iShares Defense Industrials and Tech Active ETF$0.80$1.36$1.92$2.48$3.04$25.70$27.38$29.06$30.74$32.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IDEF spot · $30.39IDEF PRICE$0.86$1.06$1.14$1.24$1.36$1.48$1.60$1.72$1.83$2.19$2.87$1.02$1.05$1.12$1.20$1.28$1.39$1.53$1.66$1.75$1.83$1.92$2.14$2.44
PutsExpensive2.59×
Calls——
Skew——
Implied moveBearish±$2.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.22122.0%20.4%
25Δ27.0495.8%14.5%
30Δ33.2369.3%12.2%28.1881.1%10.9%
35Δ32.8674.4%11.6%29.0371.0%8.4%
40Δ31.9165.5%8.7%29.6563.3%6.6%
45Δ31.2559.8%6.9%30.1957.4%5.2%
50Δ30.7155.4%5.5%30.6454.0%4.2%
55Δ30.2451.9%4.4%31.0550.5%3.3%
60Δ29.8548.5%3.5%31.3346.4%2.7%
65Δ29.5245.0%2.8%31.6142.4%2.0%
70Δ29.2041.5%2.1%31.9038.3%1.4%
75Δ28.6942.9%1.6%32.2436.4%0.9%
80Δ27.9650.1%1.5%32.6335.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.22
IV
122.0%
B/E move
20.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.04
IV
95.8%
B/E move
14.5%

30Δ

Calls
Pseudo strike
33.23
IV
69.3%
B/E move
12.2%
Puts
Pseudo strike
28.18
IV
81.1%
B/E move
10.9%

35Δ

Calls
Pseudo strike
32.86
IV
74.4%
B/E move
11.6%
Puts
Pseudo strike
29.03
IV
71.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
31.91
IV
65.5%
B/E move
8.7%
Puts
Pseudo strike
29.65
IV
63.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
31.25
IV
59.8%
B/E move
6.9%
Puts
Pseudo strike
30.19
IV
57.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
30.71
IV
55.4%
B/E move
5.5%
Puts
Pseudo strike
30.64
IV
54.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
30.24
IV
51.9%
B/E move
4.4%
Puts
Pseudo strike
31.05
IV
50.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
29.85
IV
48.5%
B/E move
3.5%
Puts
Pseudo strike
31.33
IV
46.4%
B/E move
2.7%

65Δ

Calls
Pseudo strike
29.52
IV
45.0%
B/E move
2.8%
Puts
Pseudo strike
31.61
IV
42.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
29.20
IV
41.5%
B/E move
2.1%
Puts
Pseudo strike
31.90
IV
38.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
28.69
IV
42.9%
B/E move
1.6%
Puts
Pseudo strike
32.24
IV
36.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
27.96
IV
50.1%
B/E move
1.5%
Puts
Pseudo strike
32.63
IV
35.7%
B/E move
0.7%

Options history

IV · four-Friday blend38.72%
Daily close
IDEF28.5%54.6%80.7%2026-08-05: 38.52%2026-08-06: 37.74%2026-08-07: 36.15%2026-08-10: 39.43%2026-08-11: 41.55%2026-08-12: 41.26%2026-08-13: 42.84%2026-08-14: 43.41%2026-08-17: 48.60%2026-08-18: 51.13%2026-08-19: 56.08%2026-08-20: 67.76%2026-08-21: 33.16%2026-08-24: 34.25%2026-08-25: 34.01%2026-08-26: 33.79%2026-08-27: 32.53%2026-08-28: 32.43%2026-08-31: 34.03%2026-09-01: 34.98%2026-09-02: 35.37%2026-09-03: 35.36%2026-09-04: 36.38%2026-09-08: 39.15%2026-09-09: 39.96%2026-09-10: 40.97%2026-09-11: 41.76%2026-09-14: 46.32%2026-09-15: 50.86%2026-09-16: 54.25%2026-09-17: 66.19%2026-09-18: 32.07%2026-09-21: 32.70%2026-09-22: 36.06%2026-09-23: 36.54%2026-09-24: 36.53%2026-09-25: 37.05%2026-09-28: 37.10%2026-09-29: 40.13%2026-09-30: 38.25%2026-10-01: 38.40%2026-10-02: 40.07%2026-10-05: 41.55%2026-10-06: 39.68%2026-10-07: 43.04%2026-10-08: 45.12%2026-10-09: 45.24%2026-10-12: 50.55%2026-10-13: 56.14%2026-10-14: 62.30%2026-10-15: 77.07%2026-10-16: 37.08%2026-10-19: 36.92%2026-10-20: 37.83%2026-10-21: 38.23%2026-10-22: 39.51%2026-10-23: 38.81%2026-10-26: 38.51%2026-10-27: 36.71%2026-10-28: 37.32%2026-10-29: 37.06%2026-10-30: 38.72%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
38.52%
37.74%
36.15%
39.43%
41.55%
41.26%
42.84%
43.41%
48.60%
51.13%
56.08%
67.76%
33.16%
34.25%
34.01%
33.79%
32.53%
32.43%
34.03%
34.98%
35.37%
35.36%
36.38%
39.15%
39.96%
40.97%
41.76%
46.32%
50.86%
54.25%
66.19%
32.07%
32.70%
36.06%
36.54%
36.53%
37.05%
37.10%
40.13%
38.25%
38.40%
40.07%
41.55%
39.68%
43.04%
45.12%
45.24%
50.55%
56.14%
62.30%
77.07%
37.08%
36.92%
37.83%
38.23%
39.51%
38.81%
38.51%
36.71%
37.32%
37.06%
38.72%