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iShares U.S. Oil Equipment & Services ETF IEZ

i

Market dataready · fetched 2026-11-06T14:32:34.267Z

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 · 2026-11-06T14:32:01.814231262Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:32:33.438709+00:00

Share price$24.26
1D+0.0%
$24.30$24.30$24.31$24.32$24.325:30 AM6:30 AM9:00 AM1:00 PMIEZ
Sold putSold call

iShares U.S. Oil Equipment & Services ETF options

Live interpolated IEZ call and put midpoint premiums by absolute delta.iShares U.S. Oil Equipment & Services ETF$0.40$0.77$1.15$1.53$1.91$20.80$22.96$25.12$27.28$29.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IEZ spot · $24.26IEZ PRICE$0.44$0.53$0.59$0.60$0.82$1.04$1.26$1.36$1.40$1.45$1.50$1.72$0.51$0.55$0.60$0.67$0.73$0.86$1.08$1.30$1.48$1.56$1.64$1.72$1.80
PutsExpensive1.34×
Calls——
Skew——
Implied moveBearish±$2.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.5988.0%19.6%21.3087.8%14.3%
25Δ27.3979.6%15.0%22.2871.7%10.4%
30Δ26.3969.2%11.2%22.9761.4%7.8%
35Δ23.3756.3%6.4%
40Δ24.9144.9%5.1%23.7651.5%5.1%
45Δ24.6350.2%4.9%24.1349.5%4.1%
50Δ24.3655.4%4.7%24.4651.6%3.7%
55Δ24.0860.7%4.5%24.7853.8%3.2%
60Δ23.8458.2%3.8%25.0753.9%2.8%
65Δ23.6152.6%3.1%25.2749.8%2.3%
70Δ23.3846.9%2.3%25.4845.7%1.7%
75Δ23.1541.3%1.6%25.6841.6%1.2%
80Δ22.7939.7%1.0%25.8837.5%0.7%

20Δ

Calls
Pseudo strike
28.59
IV
88.0%
B/E move
19.6%
Puts
Pseudo strike
21.30
IV
87.8%
B/E move
14.3%

25Δ

Calls
Pseudo strike
27.39
IV
79.6%
B/E move
15.0%
Puts
Pseudo strike
22.28
IV
71.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
26.39
IV
69.2%
B/E move
11.2%
Puts
Pseudo strike
22.97
IV
61.4%
B/E move
7.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.37
IV
56.3%
B/E move
6.4%

40Δ

Calls
Pseudo strike
24.91
IV
44.9%
B/E move
5.1%
Puts
Pseudo strike
23.76
IV
51.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
24.63
IV
50.2%
B/E move
4.9%
Puts
Pseudo strike
24.13
IV
49.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
24.36
IV
55.4%
B/E move
4.7%
Puts
Pseudo strike
24.46
IV
51.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
24.08
IV
60.7%
B/E move
4.5%
Puts
Pseudo strike
24.78
IV
53.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
23.84
IV
58.2%
B/E move
3.8%
Puts
Pseudo strike
25.07
IV
53.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
23.61
IV
52.6%
B/E move
3.1%
Puts
Pseudo strike
25.27
IV
49.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
23.38
IV
46.9%
B/E move
2.3%
Puts
Pseudo strike
25.48
IV
45.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
23.15
IV
41.3%
B/E move
1.6%
Puts
Pseudo strike
25.68
IV
41.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
22.79
IV
39.7%
B/E move
1.0%
Puts
Pseudo strike
25.88
IV
37.5%
B/E move
0.7%

Options history

IV · four-Friday blend35.37%
Daily close
IEZ26.7%40.8%55.0%2026-08-10: 36.89%2026-08-11: 34.47%2026-08-12: 31.09%2026-08-13: 34.58%2026-08-14: 34.56%2026-08-17: 36.63%2026-08-18: 40.04%2026-08-20: 47.90%2026-08-21: 33.36%2026-08-24: 33.42%2026-08-25: 34.12%2026-08-26: 33.02%2026-08-27: 33.35%2026-08-28: 32.11%2026-08-31: 32.86%2026-09-01: 31.80%2026-09-02: 33.08%2026-09-03: 34.25%2026-09-04: 28.61%2026-09-08: 33.04%2026-09-09: 33.36%2026-09-10: 35.43%2026-09-11: 33.33%2026-09-14: 38.76%2026-09-16: 41.70%2026-09-17: 53.05%2026-09-18: 34.97%2026-09-21: 35.32%2026-09-22: 36.07%2026-09-23: 35.99%2026-09-24: 35.21%2026-09-25: 33.71%2026-09-28: 35.43%2026-09-29: 34.42%2026-09-30: 33.83%2026-10-01: 35.11%2026-10-02: 37.46%2026-10-05: 36.72%2026-10-06: 34.64%2026-10-07: 35.35%2026-10-08: 34.85%2026-10-09: 35.37%2026-10-13: 36.47%2026-10-14: 46.83%2026-10-15: 44.57%2026-10-16: 32.46%2026-10-19: 32.54%2026-10-20: 32.41%2026-10-21: 35.73%2026-10-22: 36.51%2026-10-23: 38.02%2026-10-26: 35.59%2026-10-27: 37.28%2026-10-28: 37.83%2026-10-29: 35.89%2026-10-30: 35.37%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.89%
34.47%
31.09%
34.58%
34.56%
36.63%
40.04%
47.90%
33.36%
33.42%
34.12%
33.02%
33.35%
32.11%
32.86%
31.80%
33.08%
34.25%
28.61%
33.04%
33.36%
35.43%
33.33%
38.76%
41.70%
53.05%
34.97%
35.32%
36.07%
35.99%
35.21%
33.71%
35.43%
34.42%
33.83%
35.11%
37.46%
36.72%
34.64%
35.35%
34.85%
35.37%
36.47%
46.83%
44.57%
32.46%
32.54%
32.41%
35.73%
36.51%
38.02%
35.59%
37.28%
37.83%
35.89%
35.37%