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iShares S&P Small-Cap 600 Value ETF IJS

i

Market dataready · fetched 2026-11-03T18:46:15.153Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T18:44:07.897959586Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T18:46:14.113726+00:00

Share price$133.92
1D-0.1%
$133.63$133.87$134.11$134.35$134.595:30 AM6:30 AM9:00 AM1:00 PMIJS
Sold putSold call

iShares S&P Small-Cap 600 Value ETF options

Live interpolated IJS call and put midpoint premiums by absolute delta.iShares S&P Small-Cap 600 Value ETF$3.19$5.12$7.05$8.97$10.90$124.50$129.28$134.06$138.84$143.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IJS spot · $133.92IJS PRICE$3.59$4.54$5.48$6.43$7.38$8.36$10.35$3.40$4.16$4.92$5.48$5.69$5.86
Puts——
Calls——
Skew——
Implied moveBearish±$8.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ132.2923.4%3.8%
45Δ133.7023.9%3.3%
50Δ134.8719.8%3.4%135.1124.4%2.8%
55Δ133.4720.4%3.1%136.4023.8%2.2%
60Δ132.0821.1%2.7%137.4721.4%1.6%
65Δ130.6821.7%2.4%138.3719.2%1.0%
70Δ129.2822.4%2.0%
75Δ127.8623.0%1.7%
80Δ125.5424.7%1.5%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
132.29
IV
23.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.70
IV
23.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
134.87
IV
19.8%
B/E move
3.4%
Puts
Pseudo strike
135.11
IV
24.4%
B/E move
2.8%

55Δ

Calls
Pseudo strike
133.47
IV
20.4%
B/E move
3.1%
Puts
Pseudo strike
136.40
IV
23.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
132.08
IV
21.1%
B/E move
2.7%
Puts
Pseudo strike
137.47
IV
21.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
130.68
IV
21.7%
B/E move
2.4%
Puts
Pseudo strike
138.37
IV
19.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
129.28
IV
22.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
127.86
IV
23.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
125.54
IV
24.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.99%
Daily close
IJS17.3%22.0%26.8%2026-08-05: 20.67%2026-08-06: 19.70%2026-08-07: 20.01%2026-08-10: 21.67%2026-08-11: 19.83%2026-08-12: 20.18%2026-08-13: 19.63%2026-08-17: 18.73%2026-08-20: 22.76%2026-08-21: 18.70%2026-08-24: 19.22%2026-08-25: 19.29%2026-08-26: 19.21%2026-08-27: 18.80%2026-08-28: 18.62%2026-08-31: 19.26%2026-09-01: 20.17%2026-09-02: 19.64%2026-09-03: 20.09%2026-09-04: 17.93%2026-09-08: 21.86%2026-09-09: 21.23%2026-09-10: 21.29%2026-09-11: 22.28%2026-09-14: 20.18%2026-09-15: 25.74%2026-09-16: 24.04%2026-09-17: 26.15%2026-09-18: 20.64%2026-09-21: 18.78%2026-09-22: 20.77%2026-09-23: 19.39%2026-09-24: 20.04%2026-09-25: 19.52%2026-09-28: 19.81%2026-09-29: 18.61%2026-09-30: 18.61%2026-10-01: 20.00%2026-10-02: 18.41%2026-10-05: 19.45%2026-10-06: 19.52%2026-10-07: 18.85%2026-10-08: 19.70%2026-10-09: 19.92%2026-10-12: 23.78%2026-10-13: 20.39%2026-10-14: 24.49%2026-10-15: 25.84%2026-10-16: 19.75%2026-10-19: 20.28%2026-10-20: 19.80%2026-10-21: 19.63%2026-10-22: 21.07%2026-10-23: 20.31%2026-10-26: 19.15%2026-10-27: 20.40%2026-10-28: 19.81%2026-10-29: 18.73%2026-10-30: 20.99%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
20.67%
19.70%
20.01%
21.67%
19.83%
20.18%
19.63%
18.73%
22.76%
18.70%
19.22%
19.29%
19.21%
18.80%
18.62%
19.26%
20.17%
19.64%
20.09%
17.93%
21.86%
21.23%
21.29%
22.28%
20.18%
25.74%
24.04%
26.15%
20.64%
18.78%
20.77%
19.39%
20.04%
19.52%
19.81%
18.61%
18.61%
20.00%
18.41%
19.45%
19.52%
18.85%
19.70%
19.92%
23.78%
20.39%
24.49%
25.84%
19.75%
20.28%
19.80%
19.63%
21.07%
20.31%
19.15%
20.40%
19.81%
18.73%
20.99%