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iShares S&P Mid-Cap 400 Value ETF IJJ

i

Market dataready · fetched 2026-11-04T09:04:23.232Z

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 · 2026-11-04T01:00:00.183530057Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:04:22.459236+00:00

Share price$146.44
1D-0.8%
AH$146.23$146.74$147.25$147.76$148.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIJJ
Sold putSold callAH

iShares S&P Mid-Cap 400 Value ETF options

Live interpolated IJJ call and put midpoint premiums by absolute delta.iShares S&P Mid-Cap 400 Value ETF$1.93$4.14$6.35$8.56$10.77$139.62$143.08$146.53$149.98$153.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IJJ spot · $146.44IJJ PRICE$2.37$2.58$2.90$3.23$3.58$4.23$5.12$6.19$7.78$10.13$2.16$2.26$2.43$2.59$2.76$2.92$3.09$3.29$3.53$3.69$3.85
Puts——
Calls——
Skew——
Implied moveBullish±$6.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ138.2944.4%7.0%
30Δ141.2836.7%5.1%
35Δ151.2233.6%4.9%143.1732.1%3.9%
40Δ149.5330.2%3.9%144.2429.4%3.3%
45Δ148.3228.7%3.3%145.3126.8%2.7%
50Δ147.1027.3%2.7%146.3824.1%2.0%
55Δ145.9026.0%2.1%147.4521.4%1.4%
60Δ144.8626.6%1.8%148.3119.4%1.0%
65Δ143.6528.0%1.6%148.9418.0%0.7%
70Δ142.2829.5%1.4%149.4116.5%0.5%
75Δ140.4332.5%1.2%149.8614.9%0.3%
80Δ137.8636.9%1.1%

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
138.29
IV
44.4%
B/E move
7.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
141.28
IV
36.7%
B/E move
5.1%

35Δ

Calls
Pseudo strike
151.22
IV
33.6%
B/E move
4.9%
Puts
Pseudo strike
143.17
IV
32.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
149.53
IV
30.2%
B/E move
3.9%
Puts
Pseudo strike
144.24
IV
29.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
148.32
IV
28.7%
B/E move
3.3%
Puts
Pseudo strike
145.31
IV
26.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
147.10
IV
27.3%
B/E move
2.7%
Puts
Pseudo strike
146.38
IV
24.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
145.90
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
147.45
IV
21.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
144.86
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
148.31
IV
19.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
143.65
IV
28.0%
B/E move
1.6%
Puts
Pseudo strike
148.94
IV
18.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
142.28
IV
29.5%
B/E move
1.4%
Puts
Pseudo strike
149.41
IV
16.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
140.43
IV
32.5%
B/E move
1.2%
Puts
Pseudo strike
149.86
IV
14.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
137.86
IV
36.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.41%
Daily close
IJJ15.4%25.1%34.8%2026-08-06: 19.65%2026-08-07: 19.75%2026-08-10: 19.81%2026-08-11: 19.93%2026-08-12: 19.83%2026-08-17: 23.53%2026-08-18: 24.12%2026-08-19: 25.19%2026-08-20: 30.66%2026-08-21: 17.89%2026-08-24: 18.09%2026-08-25: 18.34%2026-08-26: 18.11%2026-08-27: 18.50%2026-08-28: 17.52%2026-08-31: 18.24%2026-09-01: 18.34%2026-09-02: 19.12%2026-09-03: 19.45%2026-09-04: 19.79%2026-09-08: 20.82%2026-09-09: 21.88%2026-09-10: 21.06%2026-09-11: 20.99%2026-09-14: 24.58%2026-09-15: 25.23%2026-09-16: 27.07%2026-09-17: 33.50%2026-09-18: 19.31%2026-09-21: 17.84%2026-09-22: 17.37%2026-09-23: 17.51%2026-09-24: 18.19%2026-09-25: 18.36%2026-09-28: 18.80%2026-09-29: 18.81%2026-09-30: 18.28%2026-10-01: 19.03%2026-10-02: 18.59%2026-10-05: 18.13%2026-10-06: 19.32%2026-10-07: 18.81%2026-10-08: 19.94%2026-10-09: 20.58%2026-10-12: 23.22%2026-10-13: 23.93%2026-10-14: 26.26%2026-10-15: 30.20%2026-10-16: 16.73%2026-10-19: 17.41%Aug 6Sep 14Oct 19
50 observations2026-08-06 — 2026-10-19
Table
DateIV (%)
19.65%
19.75%
19.81%
19.93%
19.83%
23.53%
24.12%
25.19%
30.66%
17.89%
18.09%
18.34%
18.11%
18.50%
17.52%
18.24%
18.34%
19.12%
19.45%
19.79%
20.82%
21.88%
21.06%
20.99%
24.58%
25.23%
27.07%
33.50%
19.31%
17.84%
17.37%
17.51%
18.19%
18.36%
18.80%
18.81%
18.28%
19.03%
18.59%
18.13%
19.32%
18.81%
19.94%
20.58%
23.22%
23.93%
26.26%
30.20%
16.73%
17.41%