IntraAlpha
Create free account Start free

iShares Russell Mid-Cap ETF IWR

i

Market dataready · fetched 2026-11-06T21:48:58.651Z

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 · 2026-11-06T21:10:00.002966525Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:48:58.107798+00:00

Share price$107.80
1D+0.5%
AH$106.86$107.22$107.59$107.95$108.315:30 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$0.58$1.50$2.42$3.34$4.26$101.81$104.60$107.39$110.18$112.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IWR spot · $107.80IWR PRICE$0.73$0.68$0.91$1.13$1.18$1.18$2.27$2.52$2.79$3.32$3.93$0.92$1.03$1.12$1.28$1.40$1.62$1.88$2.14$2.37$2.53$2.68$3.17$3.99
PutsExpensive1.33×
Calls——
Skew——
Implied moveBearish±$3.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.7537.7%6.5%
25Δ111.3522.8%4.0%103.7431.8%4.7%
30Δ109.9417.2%2.6%105.1427.3%3.5%
35Δ109.5118.1%2.4%106.0525.1%2.8%
40Δ109.0819.1%2.2%106.8422.7%2.2%
45Δ108.5517.0%1.8%107.4722.0%1.8%
50Δ108.0014.2%1.3%108.0621.7%1.5%
55Δ108.6121.1%1.2%
60Δ106.9620.5%1.3%109.1220.3%1.0%
65Δ106.4619.7%1.1%109.5418.8%0.7%
70Δ105.9419.0%0.9%109.9617.3%0.5%
75Δ105.2719.5%0.7%110.5917.6%0.4%
80Δ104.5020.1%0.6%111.5219.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.75
IV
37.7%
B/E move
6.5%

25Δ

Calls
Pseudo strike
111.35
IV
22.8%
B/E move
4.0%
Puts
Pseudo strike
103.74
IV
31.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
109.94
IV
17.2%
B/E move
2.6%
Puts
Pseudo strike
105.14
IV
27.3%
B/E move
3.5%

35Δ

Calls
Pseudo strike
109.51
IV
18.1%
B/E move
2.4%
Puts
Pseudo strike
106.05
IV
25.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
109.08
IV
19.1%
B/E move
2.2%
Puts
Pseudo strike
106.84
IV
22.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
108.55
IV
17.0%
B/E move
1.8%
Puts
Pseudo strike
107.47
IV
22.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
108.00
IV
14.2%
B/E move
1.3%
Puts
Pseudo strike
108.06
IV
21.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.61
IV
21.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
106.96
IV
20.5%
B/E move
1.3%
Puts
Pseudo strike
109.12
IV
20.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
106.46
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
109.54
IV
18.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
105.94
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
109.96
IV
17.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
105.27
IV
19.5%
B/E move
0.7%
Puts
Pseudo strike
110.59
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
104.50
IV
20.1%
B/E move
0.6%
Puts
Pseudo strike
111.52
IV
19.1%
B/E move
0.3%

Options history

IV · four-Friday blend16.49%
Daily close
IWR13.3%17.9%22.4%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 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%