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iShares International Dividend Growth ETF IGRO

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Market datapartial · fetched 2026-11-03T22:55:11.994Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:10:03.791795182Z

FundamentalsAlpha Vantage · unavailable

Share price$91.98
1D-0.5%
AH$91.84$92.01$92.18$92.34$92.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIGRO
Sold putSold callAH

iShares International Dividend Growth ETF options

Live interpolated IGRO call and put midpoint premiums by absolute delta.iShares International Dividend Growth ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIGRO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend14.43%
Daily close
IGRO11.9%19.9%28.0%2026-08-05: 19.29%2026-08-06: 19.44%2026-08-07: 19.16%2026-08-10: 20.76%2026-08-11: 20.45%2026-08-12: 15.15%2026-08-13: 15.72%2026-08-14: 15.96%2026-08-17: 16.20%2026-08-18: 18.66%2026-08-19: 21.19%2026-08-20: 23.86%2026-08-21: 14.45%2026-08-24: 14.80%2026-08-25: 14.53%2026-08-26: 13.46%2026-08-27: 13.23%2026-08-28: 13.78%2026-08-31: 13.10%2026-09-01: 14.00%2026-09-02: 14.82%2026-09-03: 14.03%2026-09-04: 14.49%2026-09-08: 15.36%2026-09-09: 15.86%2026-09-10: 16.35%2026-09-11: 16.49%2026-09-14: 18.18%2026-09-15: 18.60%2026-09-16: 19.57%2026-09-17: 24.21%2026-09-18: 13.89%2026-09-21: 13.79%2026-09-22: 14.54%2026-09-23: 12.99%2026-09-24: 14.88%2026-09-25: 13.61%2026-09-28: 13.36%2026-09-29: 13.54%2026-09-30: 14.67%2026-10-01: 14.00%2026-10-02: 15.79%2026-10-05: 14.64%2026-10-06: 16.26%2026-10-07: 15.33%2026-10-08: 17.08%2026-10-09: 15.65%2026-10-12: 18.55%2026-10-13: 20.00%2026-10-14: 22.30%2026-10-15: 26.88%2026-10-16: 12.98%2026-10-19: 13.71%2026-10-20: 14.22%2026-10-21: 13.86%2026-10-22: 14.14%2026-10-23: 14.53%2026-10-26: 13.92%2026-10-27: 14.38%2026-10-28: 14.16%2026-10-29: 14.60%2026-10-30: 14.43%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
19.29%
19.44%
19.16%
20.76%
20.45%
15.15%
15.72%
15.96%
16.20%
18.66%
21.19%
23.86%
14.45%
14.80%
14.53%
13.46%
13.23%
13.78%
13.10%
14.00%
14.82%
14.03%
14.49%
15.36%
15.86%
16.35%
16.49%
18.18%
18.60%
19.57%
24.21%
13.89%
13.79%
14.54%
12.99%
14.88%
13.61%
13.36%
13.54%
14.67%
14.00%
15.79%
14.64%
16.26%
15.33%
17.08%
15.65%
18.55%
20.00%
22.30%
26.88%
12.98%
13.71%
14.22%
13.86%
14.14%
14.53%
13.92%
14.38%
14.16%
14.60%
14.43%