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iShares U.S. Utilities ETF IDU

i

Market dataready · fetched 2026-11-04T07:37:48.772Z

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 · 2026-11-04T01:00:00.09815976Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:37:46.733104+00:00

Share price$111.02
1D-0.3%
AH$110.75$111.03$111.31$111.59$111.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDU
Sold putSold callAH

iShares U.S. Utilities ETF options

Live interpolated IDU call and put midpoint premiums by absolute delta.iShares U.S. Utilities ETF$0.75$1.95$3.14$4.34$5.53$104.54$107.41$110.27$113.14$116.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IDU spot · $111.02IDU PRICE$1.20$1.37$1.59$1.88$2.22$2.61$3.17$3.81$4.46$5.19$0.88$0.99$1.09$1.20$1.34$1.47$1.66$1.89$2.21$2.58$2.93$3.27
Puts——
Calls——
Skew——
Implied moveBullish±$3.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.2232.3%6.0%
25Δ107.1527.2%4.4%
30Δ108.4723.6%3.3%
35Δ113.4522.3%3.3%109.4221.1%2.5%
40Δ112.6120.9%2.7%110.1619.4%2.0%
45Δ111.9220.6%2.2%110.7418.1%1.6%
50Δ111.3120.7%2.0%111.2817.4%1.3%
55Δ110.6921.0%1.7%111.7817.1%1.0%
60Δ110.0621.5%1.5%112.3117.1%0.8%
65Δ109.3022.6%1.3%112.8617.3%0.7%
70Δ108.4723.7%1.1%113.3917.1%0.5%
75Δ107.6124.2%0.9%113.9216.6%0.3%
80Δ106.6624.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.22
IV
32.3%
B/E move
6.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.15
IV
27.2%
B/E move
4.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.47
IV
23.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
113.45
IV
22.3%
B/E move
3.3%
Puts
Pseudo strike
109.42
IV
21.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
112.61
IV
20.9%
B/E move
2.7%
Puts
Pseudo strike
110.16
IV
19.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
111.92
IV
20.6%
B/E move
2.2%
Puts
Pseudo strike
110.74
IV
18.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
111.31
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
111.28
IV
17.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
110.69
IV
21.0%
B/E move
1.7%
Puts
Pseudo strike
111.78
IV
17.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
110.06
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
112.31
IV
17.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
109.30
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
112.86
IV
17.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
108.47
IV
23.7%
B/E move
1.1%
Puts
Pseudo strike
113.39
IV
17.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
107.61
IV
24.2%
B/E move
0.9%
Puts
Pseudo strike
113.92
IV
16.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
106.66
IV
24.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.36%
Daily close
IDU14.6%19.1%23.6%2026-08-06: 16.79%2026-08-07: 17.05%2026-08-10: 18.39%2026-08-11: 17.23%2026-08-12: 16.78%2026-08-13: 16.93%2026-08-14: 16.86%2026-08-17: 18.16%2026-08-18: 18.24%2026-08-19: 19.20%2026-08-20: 21.88%2026-08-21: 15.95%2026-08-24: 16.58%2026-08-25: 16.21%2026-08-26: 15.86%2026-08-27: 15.91%2026-08-28: 15.40%2026-08-31: 16.46%2026-09-01: 16.73%2026-09-02: 16.27%2026-09-03: 15.89%2026-09-04: 15.66%2026-09-08: 16.69%2026-09-09: 16.35%2026-09-10: 16.53%2026-09-11: 16.34%2026-09-14: 17.53%2026-09-15: 19.25%2026-09-16: 21.02%2026-09-17: 22.62%2026-09-18: 15.75%2026-09-21: 15.43%2026-09-22: 15.22%2026-09-23: 16.04%2026-09-24: 16.56%2026-09-25: 17.50%2026-09-28: 18.16%2026-09-29: 17.95%2026-09-30: 18.31%2026-10-01: 19.42%2026-10-02: 18.54%2026-10-05: 18.13%2026-10-06: 17.76%2026-10-07: 17.39%2026-10-08: 17.41%2026-10-09: 17.19%2026-10-12: 18.37%2026-10-13: 18.95%2026-10-14: 20.41%2026-10-15: 22.97%2026-10-16: 16.79%2026-10-19: 17.14%2026-10-20: 16.94%2026-10-21: 16.65%2026-10-22: 16.53%2026-10-23: 16.39%2026-10-26: 16.55%2026-10-27: 16.54%2026-10-28: 16.38%2026-10-29: 16.36%Aug 6Sep 17Oct 29
60 observations2026-08-06 — 2026-10-29
Table
DateIV (%)
16.79%
17.05%
18.39%
17.23%
16.78%
16.93%
16.86%
18.16%
18.24%
19.20%
21.88%
15.95%
16.58%
16.21%
15.86%
15.91%
15.40%
16.46%
16.73%
16.27%
15.89%
15.66%
16.69%
16.35%
16.53%
16.34%
17.53%
19.25%
21.02%
22.62%
15.75%
15.43%
15.22%
16.04%
16.56%
17.50%
18.16%
17.95%
18.31%
19.42%
18.54%
18.13%
17.76%
17.39%
17.41%
17.19%
18.37%
18.95%
20.41%
22.97%
16.79%
17.14%
16.94%
16.65%
16.53%
16.39%
16.55%
16.54%
16.38%
16.36%