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iShares Micro-Cap ETF IWC

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Market datapartial · fetched 2026-11-05T16:57:42.841Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T16:52:16.665795901Z

FundamentalsAlpha Vantage · unavailable

Share price$172.00
1D-4.0%
$171$174$176$178$1805:30 AM6:30 AM9:00 AM1:00 PMIWC
Sold putSold call

iShares Micro-Cap ETF options

Live interpolated IWC call and put midpoint premiums by absolute delta.iShares Micro-Cap ETF$0.00$0.27$0.54$0.81$1.08$-0.17$0.16$0.50$0.84$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIWC PRICE
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
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 blend24.97%
Daily close
IWC20.5%23.9%27.3%2026-08-07: 21.90%2026-08-10: 22.72%2026-08-11: 22.47%2026-08-12: 21.34%2026-08-13: 21.50%2026-08-14: 21.18%2026-08-17: 21.71%2026-08-18: 22.81%2026-08-19: 24.50%2026-08-20: 25.83%2026-08-21: 21.88%2026-08-24: 22.07%2026-08-25: 21.79%2026-08-26: 21.83%2026-08-27: 21.19%2026-08-28: 21.38%2026-08-31: 21.92%2026-09-01: 22.35%2026-09-02: 21.71%2026-09-03: 21.62%2026-09-04: 20.95%2026-09-08: 21.91%2026-09-09: 23.21%2026-09-10: 23.95%2026-09-11: 23.27%2026-09-14: 24.65%2026-09-15: 26.00%2026-09-16: 26.73%2026-09-17: 25.04%2026-09-18: 21.75%2026-09-21: 21.49%2026-09-22: 21.01%2026-09-23: 22.24%2026-09-24: 22.56%2026-09-25: 22.50%2026-09-28: 23.13%2026-09-29: 22.70%2026-09-30: 22.98%2026-10-01: 23.70%2026-10-02: 22.52%2026-10-05: 22.68%2026-10-06: 22.48%2026-10-07: 23.43%2026-10-08: 23.43%2026-10-09: 22.50%2026-10-13: 23.65%2026-10-14: 26.82%2026-10-16: 24.10%2026-10-19: 23.63%2026-10-20: 23.45%2026-10-21: 23.16%2026-10-22: 23.74%2026-10-23: 24.26%2026-10-26: 23.75%2026-10-27: 23.53%2026-10-28: 23.00%2026-10-29: 22.50%2026-10-30: 24.97%Aug 7Sep 17Oct 30
58 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
21.90%
22.72%
22.47%
21.34%
21.50%
21.18%
21.71%
22.81%
24.50%
25.83%
21.88%
22.07%
21.79%
21.83%
21.19%
21.38%
21.92%
22.35%
21.71%
21.62%
20.95%
21.91%
23.21%
23.95%
23.27%
24.65%
26.00%
26.73%
25.04%
21.75%
21.49%
21.01%
22.24%
22.56%
22.50%
23.13%
22.70%
22.98%
23.70%
22.52%
22.68%
22.48%
23.43%
23.43%
22.50%
23.65%
26.82%
24.10%
23.63%
23.45%
23.16%
23.74%
24.26%
23.75%
23.53%
23.00%
22.50%
24.97%