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iShares U.S. Healthcare Providers ETF IHF

i

Market dataready · fetched 2026-11-03T19:13:02.162Z

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 · 2026-11-03T19:12:34.037991138Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:13:01.490372+00:00

Share price$59.46
1D+1.0%
$58.80$59.01$59.21$59.41$59.625:30 AM6:30 AM9:00 AM1:00 PMIHF
Sold putSold call

iShares U.S. Healthcare Providers ETF options

Live interpolated IHF call and put midpoint premiums by absolute delta.iShares U.S. Healthcare Providers ETF$0.28$1.81$3.34$4.87$6.40$52.56$56.11$59.66$63.21$66.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IHF spot · $59.46IHF PRICE$0.88$0.98$1.01$1.08$1.21$1.28$1.32$1.40$1.90$2.37$2.80$3.22$0.45$0.62$0.90$1.17$1.34$1.57$1.95$2.25$2.51$3.50$4.73$5.96
Puts——
Calls——
Skew——
Implied moveBearish±$3.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.4930.1%5.7%
25Δ64.2848.1%9.6%57.1130.7%5.0%
30Δ62.8142.2%7.3%57.5333.8%4.7%
35Δ61.6435.4%5.4%57.9636.9%4.5%
40Δ60.7430.8%4.0%58.5835.2%3.7%
45Δ60.1728.9%3.2%59.1934.3%3.1%
50Δ59.7326.2%2.6%59.7635.9%2.8%
55Δ59.3423.2%2.0%60.3235.8%2.3%
60Δ58.9420.8%1.5%60.8634.5%1.9%
65Δ58.4124.2%1.4%61.9938.6%1.6%
70Δ57.8726.5%1.3%63.3144.6%1.5%
75Δ57.3325.4%1.1%64.6450.5%1.3%
80Δ56.7824.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.49
IV
30.1%
B/E move
5.7%

25Δ

Calls
Pseudo strike
64.28
IV
48.1%
B/E move
9.6%
Puts
Pseudo strike
57.11
IV
30.7%
B/E move
5.0%

30Δ

Calls
Pseudo strike
62.81
IV
42.2%
B/E move
7.3%
Puts
Pseudo strike
57.53
IV
33.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
61.64
IV
35.4%
B/E move
5.4%
Puts
Pseudo strike
57.96
IV
36.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
60.74
IV
30.8%
B/E move
4.0%
Puts
Pseudo strike
58.58
IV
35.2%
B/E move
3.7%

45Δ

Calls
Pseudo strike
60.17
IV
28.9%
B/E move
3.2%
Puts
Pseudo strike
59.19
IV
34.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
59.73
IV
26.2%
B/E move
2.6%
Puts
Pseudo strike
59.76
IV
35.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
59.34
IV
23.2%
B/E move
2.0%
Puts
Pseudo strike
60.32
IV
35.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
58.94
IV
20.8%
B/E move
1.5%
Puts
Pseudo strike
60.86
IV
34.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
58.41
IV
24.2%
B/E move
1.4%
Puts
Pseudo strike
61.99
IV
38.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
57.87
IV
26.5%
B/E move
1.3%
Puts
Pseudo strike
63.31
IV
44.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
57.33
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
64.64
IV
50.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
56.78
IV
24.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.44%
Daily close
IHF19.2%27.2%35.2%2026-08-05: 22.44%2026-08-06: 21.93%2026-08-07: 22.55%2026-08-10: 21.55%2026-08-11: 23.04%2026-08-12: 22.87%2026-08-13: 20.29%2026-08-14: 23.86%2026-08-17: 23.69%2026-08-18: 26.23%2026-08-19: 26.23%2026-08-20: 27.47%2026-08-21: 20.38%2026-08-24: 20.90%2026-08-25: 21.86%2026-08-26: 21.52%2026-08-27: 21.26%2026-08-28: 22.98%2026-08-31: 22.44%2026-09-01: 21.52%2026-09-02: 20.89%2026-09-03: 22.63%2026-09-04: 23.61%2026-09-08: 24.28%2026-09-09: 24.12%2026-09-10: 24.30%2026-09-11: 25.14%2026-09-14: 28.65%2026-09-15: 26.46%2026-09-16: 31.62%2026-09-17: 34.05%2026-09-18: 24.72%2026-09-21: 24.75%2026-09-22: 22.55%2026-09-23: 23.26%2026-09-24: 24.54%2026-09-25: 23.13%2026-09-28: 23.74%2026-09-29: 23.64%2026-09-30: 24.13%2026-10-01: 23.40%2026-10-02: 24.28%2026-10-05: 23.82%2026-10-06: 24.78%2026-10-07: 24.21%2026-10-08: 23.65%2026-10-09: 24.55%2026-10-12: 28.40%2026-10-13: 26.01%2026-10-14: 27.00%2026-10-16: 22.91%2026-10-19: 22.61%2026-10-20: 23.78%2026-10-21: 22.39%2026-10-22: 21.66%2026-10-23: 23.02%2026-10-26: 23.48%2026-10-27: 22.53%2026-10-28: 24.57%2026-10-29: 23.90%2026-10-30: 25.44%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
22.44%
21.93%
22.55%
21.55%
23.04%
22.87%
20.29%
23.86%
23.69%
26.23%
26.23%
27.47%
20.38%
20.90%
21.86%
21.52%
21.26%
22.98%
22.44%
21.52%
20.89%
22.63%
23.61%
24.28%
24.12%
24.30%
25.14%
28.65%
26.46%
31.62%
34.05%
24.72%
24.75%
22.55%
23.26%
24.54%
23.13%
23.74%
23.64%
24.13%
23.40%
24.28%
23.82%
24.78%
24.21%
23.65%
24.55%
28.40%
26.01%
27.00%
22.91%
22.61%
23.78%
22.39%
21.66%
23.02%
23.48%
22.53%
24.57%
23.90%
25.44%