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iShares U.S. Oil Equipment & Services ETF IEZ

i

Market dataready · fetched 2026-11-06T20:50:43.244Z

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 · 2026-11-06T20:50:37.669499102Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:50:42.647018+00:00

Share price$24.64
1D+1.7%
$24.06$24.29$24.53$24.76$24.995:30 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$0.29$0.90$1.51$2.11$2.72$20.91$23.04$25.17$27.30$29.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEZ spot · $24.64IEZ PRICE$0.36$0.41$0.46$0.52$0.57$0.63$0.76$0.90$1.04$1.18$1.48$1.77$2.09$0.52$0.60$0.69$0.79$0.89$0.99$1.09$1.21$1.40$1.58$1.79$2.17$2.55
PutsExpensive1.47×
CallsExpensive1.64×
SkewBearish+9.26 pp
Implied moveBearish±$1.85
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1379.6%19.7%21.6388.7%14.3%
25Δ28.3071.7%16.5%22.3478.9%11.8%
30Δ27.4863.8%13.4%22.8173.9%10.2%
35Δ26.6555.8%10.3%23.2868.9%8.7%
40Δ25.8247.9%7.1%23.7563.9%7.2%
45Δ25.0040.0%4.0%24.2258.9%5.7%
50Δ24.7540.5%3.5%24.6953.9%4.2%
55Δ24.5040.9%3.1%25.1150.3%3.0%
60Δ24.2441.3%2.6%25.4249.5%2.5%
65Δ23.9941.8%2.2%25.7248.6%2.0%
70Δ23.6244.3%1.9%26.0548.0%1.6%
75Δ23.2646.8%1.6%26.5149.4%1.2%
80Δ22.8648.6%1.3%26.9750.7%0.9%

20Δ

Calls
Pseudo strike
29.13
IV
79.6%
B/E move
19.7%
Puts
Pseudo strike
21.63
IV
88.7%
B/E move
14.3%

25Δ

Calls
Pseudo strike
28.30
IV
71.7%
B/E move
16.5%
Puts
Pseudo strike
22.34
IV
78.9%
B/E move
11.8%

30Δ

Calls
Pseudo strike
27.48
IV
63.8%
B/E move
13.4%
Puts
Pseudo strike
22.81
IV
73.9%
B/E move
10.2%

35Δ

Calls
Pseudo strike
26.65
IV
55.8%
B/E move
10.3%
Puts
Pseudo strike
23.28
IV
68.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
25.82
IV
47.9%
B/E move
7.1%
Puts
Pseudo strike
23.75
IV
63.9%
B/E move
7.2%

45Δ

Calls
Pseudo strike
25.00
IV
40.0%
B/E move
4.0%
Puts
Pseudo strike
24.22
IV
58.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
24.75
IV
40.5%
B/E move
3.5%
Puts
Pseudo strike
24.69
IV
53.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
24.50
IV
40.9%
B/E move
3.1%
Puts
Pseudo strike
25.11
IV
50.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
24.24
IV
41.3%
B/E move
2.6%
Puts
Pseudo strike
25.42
IV
49.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
23.99
IV
41.8%
B/E move
2.2%
Puts
Pseudo strike
25.72
IV
48.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
23.62
IV
44.3%
B/E move
1.9%
Puts
Pseudo strike
26.05
IV
48.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
23.26
IV
46.8%
B/E move
1.6%
Puts
Pseudo strike
26.51
IV
49.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
22.86
IV
48.6%
B/E move
1.3%
Puts
Pseudo strike
26.97
IV
50.7%
B/E move
0.9%

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%