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iShares Russell Mid-Cap Value ETF IWS

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Market datapartial · fetched 2026-11-03T21:07:13.963Z

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 · 2026-11-03T21:00:00.517484144Z

FundamentalsAlpha Vantage · unavailable

Share price$170.62
1D-0.2%
AH$170.19$170.64$171.09$171.53$171.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIWS
Sold putSold callAH

iShares Russell Mid-Cap Value ETF options

Live interpolated IWS call and put midpoint premiums by absolute delta.iShares Russell Mid-Cap Value ETF$0.00$0.27$0.54$0.81$1.08$-0.17$0.16$0.50$0.84$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEIWS 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 blend16.07%
Daily close
IWS13.2%17.2%21.2%2026-08-05: 14.80%2026-08-06: 14.24%2026-08-07: 14.29%2026-08-10: 14.65%2026-08-11: 14.71%2026-08-12: 14.88%2026-08-14: 14.24%2026-08-21: 13.95%2026-08-24: 14.35%2026-08-25: 14.19%2026-08-26: 14.44%2026-08-27: 13.76%2026-08-28: 14.13%2026-08-31: 14.64%2026-09-01: 15.19%2026-09-02: 14.55%2026-09-03: 14.39%2026-09-04: 14.86%2026-09-08: 15.19%2026-09-09: 16.74%2026-09-10: 16.54%2026-09-11: 15.78%2026-09-14: 16.81%2026-09-15: 19.27%2026-09-16: 19.12%2026-09-17: 20.18%2026-09-18: 15.13%2026-09-21: 15.34%2026-09-22: 14.86%2026-09-23: 15.75%2026-09-24: 14.98%2026-09-25: 15.68%2026-09-28: 15.32%2026-09-29: 16.18%2026-09-30: 15.64%2026-10-01: 15.36%2026-10-02: 15.00%2026-10-05: 14.88%2026-10-06: 15.18%2026-10-07: 16.25%2026-10-08: 15.66%2026-10-09: 15.24%2026-10-12: 17.16%2026-10-13: 16.49%2026-10-14: 18.06%2026-10-15: 20.62%2026-10-16: 15.02%2026-10-19: 15.45%2026-10-20: 14.84%2026-10-21: 14.91%2026-10-22: 14.90%2026-10-23: 15.82%2026-10-26: 14.90%2026-10-27: 15.16%2026-10-28: 15.05%2026-10-29: 14.88%2026-10-30: 16.07%Aug 5Sep 22Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
14.80%
14.24%
14.29%
14.65%
14.71%
14.88%
14.24%
13.95%
14.35%
14.19%
14.44%
13.76%
14.13%
14.64%
15.19%
14.55%
14.39%
14.86%
15.19%
16.74%
16.54%
15.78%
16.81%
19.27%
19.12%
20.18%
15.13%
15.34%
14.86%
15.75%
14.98%
15.68%
15.32%
16.18%
15.64%
15.36%
15.00%
14.88%
15.18%
16.25%
15.66%
15.24%
17.16%
16.49%
18.06%
20.62%
15.02%
15.45%
14.84%
14.91%
14.90%
15.82%
14.90%
15.16%
15.05%
14.88%
16.07%