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iShares U.S. Medical Devices ETF IHI

i

Market dataready · fetched 2026-11-03T16:07:29.933Z

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 · 2026-11-03T16:07:28.50800681Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T16:07:29.293770+00:00

Share price$56.63
1D+0.9%
$55.96$56.18$56.39$56.61$56.825:30 AM6:30 AM9:00 AM1:00 PMIHI
Sold putSold call

iShares U.S. Medical Devices ETF options

Live interpolated IHI call and put midpoint premiums by absolute delta.iShares U.S. Medical Devices ETF$0.24$1.35$2.45$3.55$4.65$51.99$54.23$56.47$58.70$60.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IHI spot · $56.63IHI PRICE$0.36$0.49$0.62$0.75$0.92$1.11$1.31$1.52$1.73$2.05$2.37$2.78$3.26$0.40$0.52$0.66$0.83$0.99$1.18$1.37$1.60$1.86$2.14$2.50$3.96$4.33
PutsExpensive1.13×
CallsFair0.99×
SkewBearish+0.94 pp
Implied moveBearish±$2.68
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.7227.1%6.1%53.9828.3%5.4%
25Δ59.1627.4%5.3%54.5527.8%4.6%
30Δ58.6327.2%4.6%55.0927.4%3.9%
35Δ58.1126.7%3.9%55.5427.4%3.4%
40Δ57.6727.0%3.5%55.9827.5%2.9%
45Δ57.2627.4%3.1%56.4027.3%2.5%
50Δ56.8427.7%2.7%56.8327.0%2.1%
55Δ56.4127.5%2.3%57.2526.9%1.7%
60Δ55.9927.4%1.9%57.6826.8%1.4%
65Δ55.5127.9%1.7%58.1226.9%1.1%
70Δ55.0428.4%1.4%58.6227.1%0.9%
75Δ54.4928.7%1.1%60.0536.8%1.0%
80Δ53.8829.2%0.9%60.6034.7%0.6%

20Δ

Calls
Pseudo strike
59.72
IV
27.1%
B/E move
6.1%
Puts
Pseudo strike
53.98
IV
28.3%
B/E move
5.4%

25Δ

Calls
Pseudo strike
59.16
IV
27.4%
B/E move
5.3%
Puts
Pseudo strike
54.55
IV
27.8%
B/E move
4.6%

30Δ

Calls
Pseudo strike
58.63
IV
27.2%
B/E move
4.6%
Puts
Pseudo strike
55.09
IV
27.4%
B/E move
3.9%

35Δ

Calls
Pseudo strike
58.11
IV
26.7%
B/E move
3.9%
Puts
Pseudo strike
55.54
IV
27.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
57.67
IV
27.0%
B/E move
3.5%
Puts
Pseudo strike
55.98
IV
27.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
57.26
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
56.40
IV
27.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
56.84
IV
27.7%
B/E move
2.7%
Puts
Pseudo strike
56.83
IV
27.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
56.41
IV
27.5%
B/E move
2.3%
Puts
Pseudo strike
57.25
IV
26.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
55.99
IV
27.4%
B/E move
1.9%
Puts
Pseudo strike
57.68
IV
26.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
55.51
IV
27.9%
B/E move
1.7%
Puts
Pseudo strike
58.12
IV
26.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
55.04
IV
28.4%
B/E move
1.4%
Puts
Pseudo strike
58.62
IV
27.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
54.49
IV
28.7%
B/E move
1.1%
Puts
Pseudo strike
60.05
IV
36.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
53.88
IV
29.2%
B/E move
0.9%
Puts
Pseudo strike
60.60
IV
34.7%
B/E move
0.6%

Options history

IV · four-Friday blend24.46%
Daily EOD
IHI22.9%23.9%24.8%2026-10-19: 23.26%2026-10-20: 23.37%2026-10-21: 23.58%2026-10-22: 24.18%2026-10-23: 23.91%2026-10-26: 24.40%2026-10-27: 23.60%2026-10-28: 23.06%2026-10-29: 24.69%2026-10-30: 24.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.26%
23.37%
23.58%
24.18%
23.91%
24.40%
23.60%
23.06%
24.69%
24.46%