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iShares U.S. Infrastructure ETF IFRA

i

Market dataready · fetched 2026-11-08T06:14:39.760Z

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 · 2026-11-07T01:00:03.993640074Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T06:14:39.414231+00:00

Share price$55.91
1D+0.6%
AH$55.55$55.73$55.92$56.10$56.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIFRA
Sold putSold callAH

iShares U.S. Infrastructure ETF options

Live interpolated IFRA call and put midpoint premiums by absolute delta.iShares U.S. Infrastructure ETF$1.37$1.87$2.38$2.88$3.39$50.62$53.11$55.60$58.10$60.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 · $55.91IFRA PRICE$1.71$1.87$2.02$2.17$2.28$2.38$2.52$3.17$1.42$1.49$1.59$1.71$1.83$1.95$2.07$2.18$2.28$2.37$2.58$3.24
Puts——
Calls——
Skew——
Implied moveBearish±$3.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ50.8985.4%11.5%
30Δ52.7370.2%8.4%
35Δ53.9461.1%6.4%
40Δ54.6156.1%5.4%
45Δ56.9551.4%4.9%55.2651.3%4.4%
50Δ56.3447.9%4.1%55.9046.4%3.5%
55Δ55.7244.4%3.3%56.5541.6%2.6%
60Δ55.1140.9%2.5%57.1037.3%1.8%
65Δ54.7037.6%1.9%57.4234.0%1.4%
70Δ54.3434.3%1.4%57.7430.8%1.0%
75Δ53.9531.5%1.0%58.1528.8%0.6%
80Δ53.2134.3%0.8%58.8831.7%0.5%

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
50.89
IV
85.4%
B/E move
11.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.73
IV
70.2%
B/E move
8.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.94
IV
61.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.61
IV
56.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
56.95
IV
51.4%
B/E move
4.9%
Puts
Pseudo strike
55.26
IV
51.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
56.34
IV
47.9%
B/E move
4.1%
Puts
Pseudo strike
55.90
IV
46.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
55.72
IV
44.4%
B/E move
3.3%
Puts
Pseudo strike
56.55
IV
41.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
55.11
IV
40.9%
B/E move
2.5%
Puts
Pseudo strike
57.10
IV
37.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
54.70
IV
37.6%
B/E move
1.9%
Puts
Pseudo strike
57.42
IV
34.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
54.34
IV
34.3%
B/E move
1.4%
Puts
Pseudo strike
57.74
IV
30.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
53.95
IV
31.5%
B/E move
1.0%
Puts
Pseudo strike
58.15
IV
28.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
53.21
IV
34.3%
B/E move
0.8%
Puts
Pseudo strike
58.88
IV
31.7%
B/E move
0.5%

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%