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iShares U.S. Digital Infrastructure and Real Estate ETF IDGT

i

Market dataready · fetched 2026-11-07T21:30:00.432Z

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 · 2026-11-07T01:00:00.082730102Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:29:59.815230+00:00

Share price$100.28
1D-1.2%
AH$100.07$100.61$101.16$101.70$102.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDGT
Sold putSold callAH

iShares U.S. Digital Infrastructure and Real Estate ETF options

Live interpolated IDGT call and put midpoint premiums by absolute delta.iShares U.S. Digital Infrastructure and Real Estate ETF$0.87$3.11$5.36$7.60$9.85$86.67$94.26$101.85$109.45$117.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDGT spot · $100.28IDGT PRICE$1.11$1.28$1.57$1.98$2.38$2.86$3.35$3.95$4.87$5.79$6.72$7.84$9.20$1.22$1.46$1.78$2.12$2.45$2.79$3.10$3.40$3.71$4.02$4.47$5.69$6.04
PutsCheap0.71×
CallsExpensive1.29×
SkewBullish-8.82 pp
Implied moveBullish±$6.45
TiltBullish11.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.2655.3%11.1%92.1555.9%9.3%
25Δ107.1547.6%8.1%94.6349.7%7.1%
30Δ105.4445.4%6.7%96.0347.2%6.0%
35Δ104.2646.4%5.9%97.2545.2%5.1%
40Δ103.0646.3%5.1%98.4743.3%4.3%
45Δ101.9446.3%4.5%99.6841.4%3.4%
50Δ100.8246.3%3.9%100.6039.3%2.8%
55Δ99.6446.8%3.3%101.4137.0%2.3%
60Δ98.3348.6%2.9%102.2234.8%1.8%
65Δ97.0150.5%2.5%103.0332.7%1.3%
70Δ95.6952.3%2.1%103.7931.5%1.0%
75Δ94.1853.4%1.7%105.1634.6%0.8%
80Δ92.4453.6%1.4%105.8131.8%0.5%

20Δ

Calls
Pseudo strike
110.26
IV
55.3%
B/E move
11.1%
Puts
Pseudo strike
92.15
IV
55.9%
B/E move
9.3%

25Δ

Calls
Pseudo strike
107.15
IV
47.6%
B/E move
8.1%
Puts
Pseudo strike
94.63
IV
49.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
105.44
IV
45.4%
B/E move
6.7%
Puts
Pseudo strike
96.03
IV
47.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
104.26
IV
46.4%
B/E move
5.9%
Puts
Pseudo strike
97.25
IV
45.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
103.06
IV
46.3%
B/E move
5.1%
Puts
Pseudo strike
98.47
IV
43.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
101.94
IV
46.3%
B/E move
4.5%
Puts
Pseudo strike
99.68
IV
41.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
100.82
IV
46.3%
B/E move
3.9%
Puts
Pseudo strike
100.60
IV
39.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
99.64
IV
46.8%
B/E move
3.3%
Puts
Pseudo strike
101.41
IV
37.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
98.33
IV
48.6%
B/E move
2.9%
Puts
Pseudo strike
102.22
IV
34.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
97.01
IV
50.5%
B/E move
2.5%
Puts
Pseudo strike
103.03
IV
32.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
95.69
IV
52.3%
B/E move
2.1%
Puts
Pseudo strike
103.79
IV
31.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
94.18
IV
53.4%
B/E move
1.7%
Puts
Pseudo strike
105.16
IV
34.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
92.44
IV
53.6%
B/E move
1.4%
Puts
Pseudo strike
105.81
IV
31.8%
B/E move
0.5%

Options history

IV · four-Friday blend28.17%
Daily close
IDGT20.6%30.3%40.0%2026-08-10: 27.18%2026-08-11: 26.44%2026-08-12: 26.90%2026-08-13: 27.12%2026-08-14: 27.30%2026-08-17: 27.52%2026-08-18: 29.01%2026-08-19: 27.99%2026-08-20: 31.90%2026-08-21: 24.39%2026-08-24: 24.54%2026-08-25: 24.50%2026-08-26: 23.95%2026-08-27: 23.35%2026-08-28: 23.77%2026-08-31: 22.32%2026-09-01: 23.56%2026-09-02: 22.15%2026-09-03: 22.28%2026-09-04: 22.22%2026-09-08: 23.40%2026-09-09: 23.58%2026-09-10: 25.24%2026-09-11: 22.64%2026-09-14: 26.43%2026-09-15: 26.22%2026-09-16: 27.52%2026-09-17: 38.62%2026-09-18: 23.52%2026-09-21: 23.37%2026-09-22: 21.90%2026-09-23: 23.70%2026-09-24: 25.46%2026-09-25: 24.18%2026-09-28: 24.03%2026-09-29: 23.98%2026-09-30: 23.27%2026-10-01: 24.37%2026-10-02: 24.19%2026-10-05: 23.32%2026-10-06: 24.88%2026-10-07: 24.63%2026-10-08: 25.07%2026-10-09: 22.77%2026-10-12: 26.19%2026-10-13: 26.29%2026-10-14: 27.90%2026-10-15: 33.43%2026-10-16: 23.93%2026-10-19: 23.66%2026-10-20: 23.75%2026-10-21: 23.60%2026-10-22: 26.26%2026-10-23: 25.59%2026-10-26: 24.97%2026-10-27: 24.10%2026-10-28: 23.97%2026-10-29: 25.34%2026-10-30: 28.17%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.18%
26.44%
26.90%
27.12%
27.30%
27.52%
29.01%
27.99%
31.90%
24.39%
24.54%
24.50%
23.95%
23.35%
23.77%
22.32%
23.56%
22.15%
22.28%
22.22%
23.40%
23.58%
25.24%
22.64%
26.43%
26.22%
27.52%
38.62%
23.52%
23.37%
21.90%
23.70%
25.46%
24.18%
24.03%
23.98%
23.27%
24.37%
24.19%
23.32%
24.88%
24.63%
25.07%
22.77%
26.19%
26.29%
27.90%
33.43%
23.93%
23.66%
23.75%
23.60%
26.26%
25.59%
24.97%
24.10%
23.97%
25.34%
28.17%