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iShares Russell 2000 Growth ETF IWO

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Market datapartial · fetched 2026-11-04T09:06:33.255Z

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 · 2026-11-04T01:00:00.043134393Z

FundamentalsAlpha Vantage · unavailable

Share price$352.27
1D+0.4%
AH$351$352$353$354$3555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWO
Sold putSold callAH

iShares Russell 2000 Growth ETF options

Live interpolated IWO call and put midpoint premiums by absolute delta.iShares Russell 2000 Growth ETF$0.00$0.27$0.54$0.81$1.08$-0.35$0.07$0.50$0.93$1.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEIWO 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 blend22.35%
Daily close
IWO18.4%21.1%23.8%2026-08-06: 20.98%2026-08-07: 20.14%2026-08-10: 20.59%2026-08-11: 20.72%2026-08-12: 19.81%2026-08-13: 19.44%2026-08-14: 18.74%2026-08-17: 19.79%2026-08-18: 20.21%2026-08-19: 20.49%2026-08-20: 21.64%2026-08-21: 20.05%2026-08-24: 20.67%2026-08-25: 20.58%2026-08-26: 20.29%2026-08-27: 19.83%2026-08-28: 19.76%2026-08-31: 19.55%2026-09-01: 20.62%2026-09-02: 20.10%2026-09-03: 19.51%2026-09-04: 19.17%2026-09-08: 20.02%2026-09-09: 21.16%2026-09-10: 22.89%2026-09-11: 21.58%2026-09-14: 21.77%2026-09-15: 23.41%2026-09-16: 22.79%2026-09-17: 21.39%2026-09-18: 20.60%2026-09-21: 20.59%2026-09-22: 20.31%2026-09-23: 20.89%2026-09-24: 21.06%2026-09-25: 20.97%2026-09-28: 21.43%2026-09-29: 21.86%2026-09-30: 21.61%2026-10-01: 21.69%2026-10-02: 20.92%2026-10-05: 21.11%2026-10-06: 20.97%2026-10-07: 21.16%2026-10-08: 21.63%2026-10-09: 20.81%2026-10-12: 21.83%2026-10-13: 21.89%2026-10-14: 22.61%2026-10-16: 22.14%2026-10-19: 21.55%2026-10-20: 21.67%2026-10-21: 21.76%2026-10-22: 22.46%2026-10-23: 22.48%2026-10-26: 22.29%2026-10-27: 21.43%2026-10-28: 21.30%2026-10-29: 20.91%2026-10-30: 22.35%Aug 6Sep 17Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
20.98%
20.14%
20.59%
20.72%
19.81%
19.44%
18.74%
19.79%
20.21%
20.49%
21.64%
20.05%
20.67%
20.58%
20.29%
19.83%
19.76%
19.55%
20.62%
20.10%
19.51%
19.17%
20.02%
21.16%
22.89%
21.58%
21.77%
23.41%
22.79%
21.39%
20.60%
20.59%
20.31%
20.89%
21.06%
20.97%
21.43%
21.86%
21.61%
21.69%
20.92%
21.11%
20.97%
21.16%
21.63%
20.81%
21.83%
21.89%
22.61%
22.14%
21.55%
21.67%
21.76%
22.46%
22.48%
22.29%
21.43%
21.30%
20.91%
22.35%