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iShares Russell Mid-Cap ETF IWR

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Market dataready · fetched 2026-11-04T07:19:23.972Z

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 · 2026-11-04T01:00:00.166665182Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:19:23.517096+00:00

Share price$110.35
1D-0.2%
AH$110.05$110.34$110.63$110.93$111.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWR
Sold putSold callAH

iShares Russell Mid-Cap ETF options

Live interpolated IWR call and put midpoint premiums by absolute delta.iShares Russell Mid-Cap ETF$0.29$1.63$2.96$4.30$5.63$105.47$107.86$110.25$112.64$115.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IWR spot · $110.35IWR PRICE$0.43$0.67$0.90$1.08$1.57$2.02$2.35$2.71$3.46$4.65$5.25$0.63$0.92$1.11$1.18$1.29$1.51$1.76$2.23$2.59$2.81$3.07$3.73
Puts——
Calls——
Skew——
Implied moveBalanced±$3.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.9016.3%3.6%106.2323.1%4.3%
25Δ113.5118.4%3.5%106.8225.1%4.0%
30Δ113.1320.4%3.3%107.7324.5%3.4%
35Δ112.4920.3%2.9%
40Δ109.5417.7%1.8%
45Δ110.1316.0%1.4%
50Δ110.5416.9%1.6%110.6015.9%1.1%
55Δ110.0519.2%1.6%111.0716.0%0.9%
60Δ109.5019.3%1.4%111.6617.2%0.8%
65Δ108.9019.4%1.1%112.1817.6%0.7%
70Δ108.0521.6%1.0%112.6116.5%0.5%
75Δ106.7925.4%1.0%113.0815.7%0.3%
80Δ105.9424.9%0.8%113.8616.4%0.2%

20Δ

Calls
Pseudo strike
113.90
IV
16.3%
B/E move
3.6%
Puts
Pseudo strike
106.23
IV
23.1%
B/E move
4.3%

25Δ

Calls
Pseudo strike
113.51
IV
18.4%
B/E move
3.5%
Puts
Pseudo strike
106.82
IV
25.1%
B/E move
4.0%

30Δ

Calls
Pseudo strike
113.13
IV
20.4%
B/E move
3.3%
Puts
Pseudo strike
107.73
IV
24.5%
B/E move
3.4%

35Δ

Calls
Pseudo strike
112.49
IV
20.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.54
IV
17.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.13
IV
16.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
110.54
IV
16.9%
B/E move
1.6%
Puts
Pseudo strike
110.60
IV
15.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
110.05
IV
19.2%
B/E move
1.6%
Puts
Pseudo strike
111.07
IV
16.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
109.50
IV
19.3%
B/E move
1.4%
Puts
Pseudo strike
111.66
IV
17.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
108.90
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
112.18
IV
17.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
108.05
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
112.61
IV
16.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
106.79
IV
25.4%
B/E move
1.0%
Puts
Pseudo strike
113.08
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
105.94
IV
24.9%
B/E move
0.8%
Puts
Pseudo strike
113.86
IV
16.4%
B/E move
0.2%

Options history

IV · four-Friday blend16.49%
Daily close
IWR13.3%17.9%22.4%2026-08-06: 15.04%2026-08-07: 14.81%2026-08-10: 15.33%2026-08-11: 15.08%2026-08-12: 15.46%2026-08-13: 15.04%2026-08-14: 13.91%2026-08-17: 15.71%2026-08-19: 16.43%2026-08-20: 18.39%2026-08-21: 15.09%2026-08-24: 15.43%2026-08-25: 14.42%2026-08-26: 14.66%2026-08-27: 14.96%2026-08-28: 14.84%2026-08-31: 14.88%2026-09-01: 15.52%2026-09-02: 14.79%2026-09-03: 14.04%2026-09-04: 14.10%2026-09-08: 15.18%2026-09-09: 14.84%2026-09-10: 15.68%2026-09-11: 15.41%2026-09-14: 15.85%2026-09-15: 18.11%2026-09-16: 18.52%2026-09-17: 21.79%2026-09-18: 16.09%2026-09-21: 15.35%2026-09-22: 15.11%2026-09-23: 15.71%2026-09-24: 15.80%2026-09-25: 16.11%2026-09-28: 15.55%2026-09-29: 15.30%2026-09-30: 15.58%2026-10-01: 15.31%2026-10-02: 15.10%2026-10-05: 15.46%2026-10-06: 14.49%2026-10-07: 15.05%2026-10-08: 14.16%2026-10-09: 14.25%2026-10-12: 16.07%2026-10-13: 15.83%2026-10-15: 21.43%2026-10-16: 15.39%2026-10-19: 16.30%2026-10-20: 15.26%2026-10-21: 15.49%2026-10-22: 15.76%2026-10-23: 15.70%2026-10-26: 16.98%2026-10-27: 15.88%2026-10-28: 16.05%2026-10-29: 15.53%2026-10-30: 16.49%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
15.04%
14.81%
15.33%
15.08%
15.46%
15.04%
13.91%
15.71%
16.43%
18.39%
15.09%
15.43%
14.42%
14.66%
14.96%
14.84%
14.88%
15.52%
14.79%
14.04%
14.10%
15.18%
14.84%
15.68%
15.41%
15.85%
18.11%
18.52%
21.79%
16.09%
15.35%
15.11%
15.71%
15.80%
16.11%
15.55%
15.30%
15.58%
15.31%
15.10%
15.46%
14.49%
15.05%
14.16%
14.25%
16.07%
15.83%
21.43%
15.39%
16.30%
15.26%
15.49%
15.76%
15.70%
16.98%
15.88%
16.05%
15.53%
16.49%