IntraAlpha
Create free account Start free

iShares Russell 2000 Growth ETF IWO

i

Market dataready · fetched 2026-11-07T08:06:36.999Z

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 · 2026-11-07T01:00:00.035191962Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:36.463773+00:00

Share price$343.86
1D+1.5%
AH$338$340$341$343$3455:30 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$1.31$5.80$10.30$14.79$19.29$319.56$331.20$342.84$354.48$366.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWO spot · $343.86IWO PRICE$1.79$2.37$2.99$3.62$4.43$5.33$6.28$7.55$8.82$9.67$10.41$11.15$17.99$2.49$3.29$4.17$4.89$5.54$6.58$7.62$9.93$11.94$12.36$12.78$13.96$17.75
PutsExpensive1.25×
CallsExpensive1.10×
SkewBearish+5.03 pp
Implied moveBearish±$13.90
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ358.9824.8%4.9%327.1533.2%5.6%
25Δ355.9524.9%4.2%330.8432.8%4.7%
30Δ353.3324.6%3.6%334.0032.5%4.1%
35Δ350.8824.2%3.1%337.0831.0%3.4%
40Δ348.7224.2%2.7%340.1029.0%2.7%
45Δ346.7224.5%2.4%342.4628.7%2.3%
50Δ344.7024.9%2.1%344.8328.4%1.9%
55Δ342.5825.4%1.8%347.6931.1%1.8%
60Δ340.4726.0%1.6%350.3532.8%1.6%
65Δ338.6924.8%1.3%352.0229.8%1.2%
70Δ337.0223.2%1.0%353.7026.8%0.9%
75Δ335.3521.5%0.8%355.9525.0%0.5%
80Δ328.6230.3%0.8%360.1727.4%0.4%

20Δ

Calls
Pseudo strike
358.98
IV
24.8%
B/E move
4.9%
Puts
Pseudo strike
327.15
IV
33.2%
B/E move
5.6%

25Δ

Calls
Pseudo strike
355.95
IV
24.9%
B/E move
4.2%
Puts
Pseudo strike
330.84
IV
32.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
353.33
IV
24.6%
B/E move
3.6%
Puts
Pseudo strike
334.00
IV
32.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
350.88
IV
24.2%
B/E move
3.1%
Puts
Pseudo strike
337.08
IV
31.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
348.72
IV
24.2%
B/E move
2.7%
Puts
Pseudo strike
340.10
IV
29.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
346.72
IV
24.5%
B/E move
2.4%
Puts
Pseudo strike
342.46
IV
28.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
344.70
IV
24.9%
B/E move
2.1%
Puts
Pseudo strike
344.83
IV
28.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
342.58
IV
25.4%
B/E move
1.8%
Puts
Pseudo strike
347.69
IV
31.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
340.47
IV
26.0%
B/E move
1.6%
Puts
Pseudo strike
350.35
IV
32.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
338.69
IV
24.8%
B/E move
1.3%
Puts
Pseudo strike
352.02
IV
29.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
337.02
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
353.70
IV
26.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
335.35
IV
21.5%
B/E move
0.8%
Puts
Pseudo strike
355.95
IV
25.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
328.62
IV
30.3%
B/E move
0.8%
Puts
Pseudo strike
360.17
IV
27.4%
B/E move
0.4%

Options history

IV · four-Friday blend22.35%
Daily close
IWO18.4%21.1%23.8%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 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%