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iShares U.S. Infrastructure ETF IFRA

i

Market dataready · fetched 2026-11-06T20:56:54.535Z

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 · 2026-11-06T20:56:44.93393582Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:56:53.963936+00:00

Share price$55.85
1D+0.5%
$55.55$55.73$55.92$56.10$56.295:30 AM6:30 AM9:00 AM1:00 PMIFRA
Sold putSold call

iShares U.S. Infrastructure ETF options

Live interpolated IFRA call and put midpoint premiums by absolute delta.iShares U.S. Infrastructure ETF$1.36$1.89$2.42$2.95$3.48$50.56$53.05$55.54$58.04$60.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IFRA spot · $55.85IFRA PRICE$1.72$1.88$2.03$2.19$2.30$2.40$2.67$3.33$1.42$1.48$1.59$1.70$1.82$1.94$2.05$2.16$2.26$2.35$2.44$3.04
Puts——
Calls——
Skew——
Implied moveBalanced±$3.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ50.8581.0%11.5%
30Δ52.6866.6%8.3%
35Δ53.8957.9%6.4%
40Δ54.5753.1%5.3%
45Δ56.9149.2%5.0%55.2048.5%4.4%
50Δ56.2945.8%4.1%55.8444.0%3.5%
55Δ55.6642.5%3.3%56.4739.4%2.6%
60Δ55.0439.2%2.5%57.0535.1%1.7%
65Δ54.6535.8%2.0%57.3632.1%1.3%
70Δ54.2732.4%1.5%57.6629.1%1.0%
75Δ53.7830.8%1.1%57.9726.0%0.6%
80Δ53.0333.7%0.9%58.6527.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.85
IV
81.0%
B/E move
11.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.68
IV
66.6%
B/E move
8.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.89
IV
57.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.57
IV
53.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
56.91
IV
49.2%
B/E move
5.0%
Puts
Pseudo strike
55.20
IV
48.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
56.29
IV
45.8%
B/E move
4.1%
Puts
Pseudo strike
55.84
IV
44.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
55.66
IV
42.5%
B/E move
3.3%
Puts
Pseudo strike
56.47
IV
39.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
55.04
IV
39.2%
B/E move
2.5%
Puts
Pseudo strike
57.05
IV
35.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
54.65
IV
35.8%
B/E move
2.0%
Puts
Pseudo strike
57.36
IV
32.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
54.27
IV
32.4%
B/E move
1.5%
Puts
Pseudo strike
57.66
IV
29.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
53.78
IV
30.8%
B/E move
1.1%
Puts
Pseudo strike
57.97
IV
26.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
53.03
IV
33.7%
B/E move
0.9%
Puts
Pseudo strike
58.65
IV
27.5%
B/E move
0.4%

Options history

IV · four-Friday blend25.90%
Daily close
IFRA19.1%42.1%65.0%2026-08-10: 31.24%2026-08-11: 29.90%2026-08-12: 30.06%2026-08-13: 32.24%2026-08-14: 28.03%2026-08-17: 33.69%2026-08-18: 39.42%2026-08-19: 43.14%2026-08-20: 57.20%2026-08-21: 26.43%2026-08-24: 26.31%2026-08-25: 24.84%2026-08-26: 27.15%2026-08-27: 27.45%2026-08-28: 26.21%2026-08-31: 29.09%2026-09-01: 27.83%2026-09-02: 29.95%2026-09-03: 26.71%2026-09-04: 28.47%2026-09-08: 31.81%2026-09-09: 30.42%2026-09-10: 34.14%2026-09-11: 35.07%2026-09-14: 41.31%2026-09-15: 46.08%2026-09-16: 50.25%2026-09-17: 61.81%2026-09-18: 25.03%2026-09-21: 26.11%2026-09-22: 25.95%2026-09-23: 26.24%2026-09-24: 26.45%2026-09-25: 26.37%2026-09-28: 26.98%2026-09-29: 27.62%2026-09-30: 27.87%2026-10-01: 27.99%2026-10-02: 28.94%2026-10-05: 29.18%2026-10-06: 28.61%2026-10-07: 30.56%2026-10-08: 31.49%2026-10-09: 31.70%2026-10-12: 35.78%2026-10-13: 37.94%2026-10-14: 43.09%2026-10-15: 54.09%2026-10-16: 25.06%2026-10-19: 24.76%2026-10-20: 25.17%2026-10-21: 25.52%2026-10-22: 25.85%2026-10-23: 25.71%2026-10-26: 26.52%2026-10-27: 22.31%2026-10-28: 24.87%2026-10-29: 25.92%2026-10-30: 25.90%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
31.24%
29.90%
30.06%
32.24%
28.03%
33.69%
39.42%
43.14%
57.20%
26.43%
26.31%
24.84%
27.15%
27.45%
26.21%
29.09%
27.83%
29.95%
26.71%
28.47%
31.81%
30.42%
34.14%
35.07%
41.31%
46.08%
50.25%
61.81%
25.03%
26.11%
25.95%
26.24%
26.45%
26.37%
26.98%
27.62%
27.87%
27.99%
28.94%
29.18%
28.61%
30.56%
31.49%
31.70%
35.78%
37.94%
43.09%
54.09%
25.06%
24.76%
25.17%
25.52%
25.85%
25.71%
26.52%
22.31%
24.87%
25.92%
25.90%