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iShares S&P Mid-Cap 400 Growth ETF IJK

i

Market dataready · fetched 2026-11-07T01:12:36.267Z

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 · 2026-11-07T01:00:00.147795848Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:12:35.742238+00:00

Share price$105.88
1D+1.1%
AH$104.57$104.97$105.37$105.76$106.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIJK
Sold putSold callAH

iShares S&P Mid-Cap 400 Growth ETF options

Live interpolated IJK call and put midpoint premiums by absolute delta.iShares S&P Mid-Cap 400 Growth ETF$0.26$1.68$3.10$4.52$5.94$99.36$102.69$106.02$109.36$112.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IJK spot · $105.88IJK PRICE$0.42$0.62$0.88$1.15$1.28$1.41$1.56$1.96$2.41$2.64$2.89$3.60$4.20$0.63$0.76$1.07$1.40$1.56$1.91$2.24$2.37$2.67$3.09$3.47$4.97$5.53
PutsExpensive1.08×
CallsCheap0.78×
SkewBearish+4.38 pp
Implied moveBearish±$3.80
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.4318.5%3.7%101.6226.8%4.6%
25Δ108.7819.2%3.3%102.8624.1%3.6%
30Δ108.4321.5%3.2%103.4725.8%3.3%
35Δ108.0723.9%3.2%104.0128.0%3.1%
40Δ107.3722.4%2.6%104.8125.8%2.5%
45Δ106.7020.6%2.1%105.5126.0%2.1%
50Δ106.1319.4%1.7%106.1626.2%1.8%
55Δ105.5520.5%1.5%106.7523.9%1.4%
60Δ104.9822.2%1.4%107.3823.1%1.1%
65Δ104.4721.1%1.2%108.0223.2%0.9%
70Δ103.9520.1%0.9%108.6322.6%0.7%
75Δ103.1221.7%0.8%110.1727.8%0.6%
80Δ102.3521.9%0.6%110.9726.7%0.4%

20Δ

Calls
Pseudo strike
109.43
IV
18.5%
B/E move
3.7%
Puts
Pseudo strike
101.62
IV
26.8%
B/E move
4.6%

25Δ

Calls
Pseudo strike
108.78
IV
19.2%
B/E move
3.3%
Puts
Pseudo strike
102.86
IV
24.1%
B/E move
3.6%

30Δ

Calls
Pseudo strike
108.43
IV
21.5%
B/E move
3.2%
Puts
Pseudo strike
103.47
IV
25.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
108.07
IV
23.9%
B/E move
3.2%
Puts
Pseudo strike
104.01
IV
28.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
107.37
IV
22.4%
B/E move
2.6%
Puts
Pseudo strike
104.81
IV
25.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
106.70
IV
20.6%
B/E move
2.1%
Puts
Pseudo strike
105.51
IV
26.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
106.13
IV
19.4%
B/E move
1.7%
Puts
Pseudo strike
106.16
IV
26.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
105.55
IV
20.5%
B/E move
1.5%
Puts
Pseudo strike
106.75
IV
23.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
104.98
IV
22.2%
B/E move
1.4%
Puts
Pseudo strike
107.38
IV
23.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
104.47
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
108.02
IV
23.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
103.95
IV
20.1%
B/E move
0.9%
Puts
Pseudo strike
108.63
IV
22.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
103.12
IV
21.7%
B/E move
0.8%
Puts
Pseudo strike
110.17
IV
27.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
102.35
IV
21.9%
B/E move
0.6%
Puts
Pseudo strike
110.97
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend18.54%
Daily close
IJK13.8%19.4%25.0%2026-08-10: 17.04%2026-08-11: 17.12%2026-08-12: 16.48%2026-08-13: 15.84%2026-08-14: 17.00%2026-08-17: 17.36%2026-08-18: 19.32%2026-08-19: 19.31%2026-08-20: 21.15%2026-08-21: 16.61%2026-08-24: 16.31%2026-08-25: 15.69%2026-08-26: 15.24%2026-08-27: 16.52%2026-08-28: 15.34%2026-08-31: 15.65%2026-09-01: 16.63%2026-09-02: 15.12%2026-09-03: 16.49%2026-09-04: 15.44%2026-09-08: 16.66%2026-09-09: 18.29%2026-09-10: 17.74%2026-09-11: 15.35%2026-09-14: 20.12%2026-09-15: 19.04%2026-09-16: 21.71%2026-09-17: 24.26%2026-09-18: 15.64%2026-09-21: 15.37%2026-09-22: 15.33%2026-09-23: 16.20%2026-09-24: 15.39%2026-09-25: 14.56%2026-09-28: 16.54%2026-09-29: 16.20%2026-09-30: 14.86%2026-10-01: 16.21%2026-10-02: 16.31%2026-10-05: 17.48%2026-10-06: 15.57%2026-10-07: 16.62%2026-10-08: 15.17%2026-10-09: 17.78%2026-10-12: 18.78%2026-10-13: 16.45%2026-10-14: 20.36%2026-10-15: 21.47%2026-10-16: 16.55%2026-10-19: 15.56%2026-10-20: 17.02%2026-10-21: 16.19%2026-10-22: 15.75%2026-10-23: 17.59%2026-10-26: 17.45%2026-10-27: 16.91%2026-10-28: 17.08%2026-10-29: 16.22%2026-10-30: 18.54%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
17.04%
17.12%
16.48%
15.84%
17.00%
17.36%
19.32%
19.31%
21.15%
16.61%
16.31%
15.69%
15.24%
16.52%
15.34%
15.65%
16.63%
15.12%
16.49%
15.44%
16.66%
18.29%
17.74%
15.35%
20.12%
19.04%
21.71%
24.26%
15.64%
15.37%
15.33%
16.20%
15.39%
14.56%
16.54%
16.20%
14.86%
16.21%
16.31%
17.48%
15.57%
16.62%
15.17%
17.78%
18.78%
16.45%
20.36%
21.47%
16.55%
15.56%
17.02%
16.19%
15.75%
17.59%
17.45%
16.91%
17.08%
16.22%
18.54%