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iShares S&P Mid-Cap 400 Value ETF IJJ

i

Market dataready · fetched 2026-11-06T21:17:41.184Z

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 · 2026-11-06T21:10:00.002865913Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:17:40.423167+00:00

Share price$143.37
1D+0.1%
AH$142.44$142.87$143.30$143.73$144.165:30 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$1.52$3.17$4.82$6.47$8.12$137.46$140.83$144.21$147.58$150.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive IJJ spot · $143.37IJJ PRICE$1.70$1.83$2.04$2.26$2.51$2.81$3.12$3.45$4.15$5.12$6.23$7.64$1.95$2.12$2.28$2.43$2.45$2.70$2.98$3.23$3.39$3.69$4.12$4.75
Puts——
Calls——
Skew——
Implied moveBullish±$5.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ152.4042.3%7.5%135.9444.5%6.5%
30Δ149.3435.6%5.4%138.4638.2%4.9%
35Δ147.4231.9%4.2%140.3333.4%3.7%
40Δ145.9529.2%3.4%141.7629.4%2.8%
45Δ144.8027.2%2.8%142.9025.0%2.0%
50Δ143.8325.9%2.3%143.7023.5%1.7%
55Δ142.8924.7%1.8%144.4722.2%1.3%
60Δ142.0723.5%1.5%145.1720.8%1.0%
65Δ141.1024.6%1.3%145.7319.0%0.7%
70Δ139.9226.5%1.2%146.3417.9%0.5%
75Δ138.5628.1%1.0%147.0017.4%0.3%
80Δ136.9030.0%0.8%147.8117.2%0.2%

20Δ

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

25Δ

Calls
Pseudo strike
152.40
IV
42.3%
B/E move
7.5%
Puts
Pseudo strike
135.94
IV
44.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
149.34
IV
35.6%
B/E move
5.4%
Puts
Pseudo strike
138.46
IV
38.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
147.42
IV
31.9%
B/E move
4.2%
Puts
Pseudo strike
140.33
IV
33.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
145.95
IV
29.2%
B/E move
3.4%
Puts
Pseudo strike
141.76
IV
29.4%
B/E move
2.8%

45Δ

Calls
Pseudo strike
144.80
IV
27.2%
B/E move
2.8%
Puts
Pseudo strike
142.90
IV
25.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
143.83
IV
25.9%
B/E move
2.3%
Puts
Pseudo strike
143.70
IV
23.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
142.89
IV
24.7%
B/E move
1.8%
Puts
Pseudo strike
144.47
IV
22.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
142.07
IV
23.5%
B/E move
1.5%
Puts
Pseudo strike
145.17
IV
20.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
141.10
IV
24.6%
B/E move
1.3%
Puts
Pseudo strike
145.73
IV
19.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
139.92
IV
26.5%
B/E move
1.2%
Puts
Pseudo strike
146.34
IV
17.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
138.56
IV
28.1%
B/E move
1.0%
Puts
Pseudo strike
147.00
IV
17.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
136.90
IV
30.0%
B/E move
0.8%
Puts
Pseudo strike
147.81
IV
17.2%
B/E move
0.2%

Options history

IV · four-Friday blend17.41%
Daily close
IJJ15.4%25.1%34.8%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 10Sep 15Oct 19
48 observations2026-08-10 — 2026-10-19
Table
DateIV (%)
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%