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iShares Micro-Cap ETF IWC

i

Market dataready · fetched 2026-11-07T07:25:15.229Z

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 · 2026-11-07T01:00:00.046947623Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:25:14.712618+00:00

Share price$171.99
1D+1.6%
AH$168.95$169.87$170.79$171.71$172.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWC
Sold putSold callAH

iShares Micro-Cap ETF options

Live interpolated IWC call and put midpoint premiums by absolute delta.iShares Micro-Cap ETF$1.14$3.05$4.97$6.88$8.80$161.43$167.56$173.68$179.81$185.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IWC spot · $171.99IWC PRICE$1.34$1.55$1.83$2.09$2.54$2.96$3.39$3.99$4.63$5.50$6.41$7.33$8.24$1.78$2.18$2.55$2.91$3.26$3.85$4.54$4.95$5.93$6.54$7.64
Puts——
CallsFair1.04×
Skew——
Implied moveBearish±$7.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ183.6137.6%7.5%160.3847.1%7.8%
25Δ180.0132.3%5.6%163.3443.4%6.3%
30Δ177.8630.0%4.5%165.8640.0%5.1%
35Δ176.1027.7%3.6%167.8137.0%4.1%
40Δ174.8328.3%3.1%169.7534.0%3.2%
45Δ173.6227.8%2.7%171.2033.6%2.7%
50Δ172.4527.0%2.2%172.5733.6%2.3%
55Δ171.3427.3%1.9%173.8231.6%1.8%
60Δ170.2127.4%1.7%175.2632.5%1.5%
65Δ168.9327.5%1.4%176.4431.2%1.2%
70Δ167.6327.6%1.2%177.9931.5%1.0%
75Δ166.3227.7%1.0%
80Δ165.0127.8%0.7%

20Δ

Calls
Pseudo strike
183.61
IV
37.6%
B/E move
7.5%
Puts
Pseudo strike
160.38
IV
47.1%
B/E move
7.8%

25Δ

Calls
Pseudo strike
180.01
IV
32.3%
B/E move
5.6%
Puts
Pseudo strike
163.34
IV
43.4%
B/E move
6.3%

30Δ

Calls
Pseudo strike
177.86
IV
30.0%
B/E move
4.5%
Puts
Pseudo strike
165.86
IV
40.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
176.10
IV
27.7%
B/E move
3.6%
Puts
Pseudo strike
167.81
IV
37.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
174.83
IV
28.3%
B/E move
3.1%
Puts
Pseudo strike
169.75
IV
34.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
173.62
IV
27.8%
B/E move
2.7%
Puts
Pseudo strike
171.20
IV
33.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
172.45
IV
27.0%
B/E move
2.2%
Puts
Pseudo strike
172.57
IV
33.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
171.34
IV
27.3%
B/E move
1.9%
Puts
Pseudo strike
173.82
IV
31.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
170.21
IV
27.4%
B/E move
1.7%
Puts
Pseudo strike
175.26
IV
32.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
168.93
IV
27.5%
B/E move
1.4%
Puts
Pseudo strike
176.44
IV
31.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
167.63
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
177.99
IV
31.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
166.32
IV
27.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
165.01
IV
27.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.97%
Daily close
IWC20.5%23.9%27.3%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 10Sep 18Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%