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BlackRock ETF Trust iShares U.S. Industry Rotation Active ETF INRO

i

Market datapartial · fetched 2026-11-03T16:11:35.331Z

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 · 2026-11-03T16:09:54.620089219Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T16:11:33.832478+00:00

Share price$36.04
1D+0.3%
$35.92$35.96$35.99$36.02$36.065:30 AM6:30 AM9:00 AM1:00 PMINRO
Sold putSold call

BlackRock ETF Trust iShares U.S. Industry Rotation Active ETF options

Live interpolated INRO call and put midpoint premiums by absolute delta.BlackRock ETF Trust iShares U.S. Industry Rotation Active ETF$0.49$0.74$0.98$1.23$1.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEINRO PRICE$0.52$0.62$0.72$0.81$0.91$1.01$1.11$1.21$1.30$1.40
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ39.5529.9%11.2%
30Δ39.1028.4%10.2%
35Δ38.6426.9%9.2%
40Δ38.1925.5%8.2%
45Δ37.7324.0%7.2%
50Δ37.2822.5%6.2%
55Δ36.8221.0%5.2%
60Δ36.3619.5%4.2%
65Δ35.9118.0%3.3%
70Δ35.4516.5%2.3%
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
39.55
IV
29.9%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
39.10
IV
28.4%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
38.64
IV
26.9%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
38.19
IV
25.5%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
37.73
IV
24.0%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
37.28
IV
22.5%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
36.82
IV
21.0%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.36
IV
19.5%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.91
IV
18.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.45
IV
16.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend17.49%
Daily close
INRO14.2%22.7%31.1%2026-08-05: 27.64%2026-08-06: 27.49%2026-08-07: 27.19%2026-08-10: 29.52%2026-08-11: 17.12%2026-08-12: 17.23%2026-08-13: 17.39%2026-08-14: 17.63%2026-08-17: 19.67%2026-08-18: 20.95%2026-08-19: 23.12%2026-08-20: 29.92%2026-08-21: 15.94%2026-08-24: 16.58%2026-08-25: 16.32%2026-08-26: 16.40%2026-08-27: 16.01%2026-08-28: 15.66%2026-08-31: 16.59%2026-09-01: 16.54%2026-09-02: 16.60%2026-09-03: 16.50%2026-09-04: 16.75%2026-09-08: 17.67%2026-09-09: 18.80%2026-09-10: 19.55%2026-09-11: 19.23%2026-09-14: 21.54%2026-09-15: 23.17%2026-09-16: 24.38%2026-09-17: 29.41%2026-09-18: 15.82%2026-09-21: 15.53%2026-09-22: 15.76%2026-09-23: 16.08%2026-09-24: 16.02%2026-09-25: 16.76%2026-09-28: 16.26%2026-09-29: 16.37%2026-09-30: 16.37%2026-10-01: 16.86%2026-10-02: 16.98%2026-10-05: 17.02%2026-10-06: 17.16%2026-10-07: 17.75%2026-10-08: 18.04%2026-10-09: 18.14%2026-10-12: 20.53%2026-10-13: 21.57%2026-10-14: 22.66%2026-10-16: 15.84%2026-10-19: 15.77%2026-10-20: 15.41%2026-10-21: 15.94%2026-10-22: 16.92%2026-10-23: 17.25%2026-10-26: 16.63%2026-10-27: 16.21%2026-10-28: 16.36%2026-10-29: 16.29%2026-10-30: 17.49%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
27.64%
27.49%
27.19%
29.52%
17.12%
17.23%
17.39%
17.63%
19.67%
20.95%
23.12%
29.92%
15.94%
16.58%
16.32%
16.40%
16.01%
15.66%
16.59%
16.54%
16.60%
16.50%
16.75%
17.67%
18.80%
19.55%
19.23%
21.54%
23.17%
24.38%
29.41%
15.82%
15.53%
15.76%
16.08%
16.02%
16.76%
16.26%
16.37%
16.37%
16.86%
16.98%
17.02%
17.16%
17.75%
18.04%
18.14%
20.53%
21.57%
22.66%
15.84%
15.77%
15.41%
15.94%
16.92%
17.25%
16.63%
16.21%
16.36%
16.29%
17.49%