IntraAlpha
Create free account Start free

iShares Russell 1000 ETF IWB

i

Market dataready · fetched 2026-11-04T09:32:37.765Z

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 · 2026-11-04T01:00:00.164419601Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:32:37.244865+00:00

Share price$412.82
1D+0.2%
AH$411.93$412.56$413.19$413.81$414.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWB
Sold putSold callAH

iShares Russell 1000 ETF options

Live interpolated IWB call and put midpoint premiums by absolute delta.iShares Russell 1000 ETF$0.91$6.09$11.26$16.44$21.61$392.28$402.66$413.03$423.40$433.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWB spot · $412.82IWB PRICE$1.47$2.05$2.64$3.38$4.34$5.29$6.49$7.86$9.35$11.19$13.33$16.10$20.12$2.38$2.95$3.66$4.31$4.94$5.68$6.43$7.25$8.17$9.08$10.34$11.83$14.27
PutsExpensive1.08×
CallsExpensive1.90×
SkewBullish-0.48 pp
Implied moveBalanced±$12.92
TiltBullish6.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ425.1915.4%3.4%396.6524.2%4.5%
25Δ423.1615.8%3.0%401.0722.3%3.6%
30Δ421.1916.1%2.7%404.1521.7%3.0%
35Δ419.3016.6%2.4%406.9120.7%2.5%
40Δ417.5317.4%2.2%409.5419.6%2.0%
45Δ415.7518.2%2.0%411.6918.8%1.6%
50Δ413.7719.0%1.8%413.7418.2%1.3%
55Δ411.6219.8%1.6%415.6917.5%1.1%
60Δ409.3720.6%1.4%417.4817.0%0.8%
65Δ406.7721.3%1.2%419.2816.5%0.6%
70Δ403.9222.2%1.1%421.2416.1%0.5%
75Δ400.5023.4%0.9%423.3116.0%0.3%
80Δ395.8925.4%0.8%426.2816.4%0.2%

20Δ

Calls
Pseudo strike
425.19
IV
15.4%
B/E move
3.4%
Puts
Pseudo strike
396.65
IV
24.2%
B/E move
4.5%

25Δ

Calls
Pseudo strike
423.16
IV
15.8%
B/E move
3.0%
Puts
Pseudo strike
401.07
IV
22.3%
B/E move
3.6%

30Δ

Calls
Pseudo strike
421.19
IV
16.1%
B/E move
2.7%
Puts
Pseudo strike
404.15
IV
21.7%
B/E move
3.0%

35Δ

Calls
Pseudo strike
419.30
IV
16.6%
B/E move
2.4%
Puts
Pseudo strike
406.91
IV
20.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
417.53
IV
17.4%
B/E move
2.2%
Puts
Pseudo strike
409.54
IV
19.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
415.75
IV
18.2%
B/E move
2.0%
Puts
Pseudo strike
411.69
IV
18.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
413.77
IV
19.0%
B/E move
1.8%
Puts
Pseudo strike
413.74
IV
18.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
411.62
IV
19.8%
B/E move
1.6%
Puts
Pseudo strike
415.69
IV
17.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
409.37
IV
20.6%
B/E move
1.4%
Puts
Pseudo strike
417.48
IV
17.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
406.77
IV
21.3%
B/E move
1.2%
Puts
Pseudo strike
419.28
IV
16.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
403.92
IV
22.2%
B/E move
1.1%
Puts
Pseudo strike
421.24
IV
16.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
400.50
IV
23.4%
B/E move
0.9%
Puts
Pseudo strike
423.31
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
395.89
IV
25.4%
B/E move
0.8%
Puts
Pseudo strike
426.28
IV
16.4%
B/E move
0.2%

Options history

IV · four-Friday blend16.52%
Daily close
IWB12.4%14.6%16.8%2026-08-06: 14.27%2026-08-07: 13.82%2026-08-10: 14.49%2026-08-11: 13.87%2026-08-12: 13.61%2026-08-13: 13.35%2026-08-14: 12.82%2026-08-17: 13.31%2026-08-18: 13.84%2026-08-19: 13.59%2026-08-21: 13.92%2026-08-24: 14.34%2026-08-25: 14.12%2026-08-26: 13.82%2026-08-27: 13.36%2026-08-28: 13.17%2026-08-31: 13.45%2026-09-01: 13.97%2026-09-02: 13.34%2026-09-03: 12.85%2026-09-04: 12.89%2026-09-08: 13.73%2026-09-09: 14.29%2026-09-10: 14.79%2026-09-11: 13.70%2026-09-14: 14.57%2026-09-15: 15.57%2026-09-16: 15.83%2026-09-17: 14.89%2026-09-18: 13.73%2026-09-21: 13.44%2026-09-22: 13.52%2026-09-23: 13.79%2026-09-24: 13.89%2026-09-25: 13.55%2026-09-28: 14.11%2026-09-29: 14.19%2026-09-30: 14.18%2026-10-01: 14.23%2026-10-02: 13.70%2026-10-05: 13.47%2026-10-06: 13.03%2026-10-07: 13.16%2026-10-08: 13.47%2026-10-09: 12.73%2026-10-12: 13.33%2026-10-13: 12.76%2026-10-14: 14.67%2026-10-16: 15.32%2026-10-19: 14.70%2026-10-20: 14.63%2026-10-21: 14.18%2026-10-22: 15.37%2026-10-23: 15.83%2026-10-26: 15.06%2026-10-27: 14.81%2026-10-28: 14.58%2026-10-29: 14.33%2026-10-30: 16.52%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
14.27%
13.82%
14.49%
13.87%
13.61%
13.35%
12.82%
13.31%
13.84%
13.59%
13.92%
14.34%
14.12%
13.82%
13.36%
13.17%
13.45%
13.97%
13.34%
12.85%
12.89%
13.73%
14.29%
14.79%
13.70%
14.57%
15.57%
15.83%
14.89%
13.73%
13.44%
13.52%
13.79%
13.89%
13.55%
14.11%
14.19%
14.18%
14.23%
13.70%
13.47%
13.03%
13.16%
13.47%
12.73%
13.33%
12.76%
14.67%
15.32%
14.70%
14.63%
14.18%
15.37%
15.83%
15.06%
14.81%
14.58%
14.33%
16.52%