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iShares Russell Mid-Cap Value ETF IWS

i

Market dataready · fetched 2026-11-06T21:12:20.727Z

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 · 2026-11-06T21:10:00.002494023Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:12:20.100772+00:00

Share price$168.53
1D+0.3%
AH$167.22$167.80$168.38$168.95$169.535:30 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$0.79$2.85$4.91$6.97$9.03$158.93$163.76$168.59$173.42$178.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IWS spot · $168.53IWS PRICE$1.04$1.18$1.41$1.64$1.87$2.21$2.77$3.32$3.87$4.43$4.98$6.57$8.44$1.01$1.29$1.58$1.96$2.35$2.75$3.15$3.55$4.24$4.97$5.70$6.44$8.11
PutsExpensive1.05×
CallsFair0.95×
SkewBearish+0.75 pp
Implied moveBearish±$5.92
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.8429.7%6.1%161.4826.6%4.8%
25Δ174.7024.6%4.4%163.1025.5%4.0%
30Δ173.4223.2%3.7%164.7324.5%3.2%
35Δ172.1321.9%3.1%165.8424.0%2.8%
40Δ170.8520.5%2.5%166.8423.6%2.4%
45Δ169.7019.7%2.0%167.8523.2%2.0%
50Δ168.8020.1%1.8%168.8622.8%1.7%
55Δ167.8920.5%1.6%169.8722.4%1.3%
60Δ166.9920.8%1.4%170.9222.3%1.1%
65Δ166.0921.2%1.2%171.9822.3%0.9%
70Δ165.1921.6%1.0%173.0522.2%0.7%
75Δ163.3924.1%0.8%174.1122.2%0.5%
80Δ161.3327.2%0.7%176.0923.4%0.3%

20Δ

Calls
Pseudo strike
177.84
IV
29.7%
B/E move
6.1%
Puts
Pseudo strike
161.48
IV
26.6%
B/E move
4.8%

25Δ

Calls
Pseudo strike
174.70
IV
24.6%
B/E move
4.4%
Puts
Pseudo strike
163.10
IV
25.5%
B/E move
4.0%

30Δ

Calls
Pseudo strike
173.42
IV
23.2%
B/E move
3.7%
Puts
Pseudo strike
164.73
IV
24.5%
B/E move
3.2%

35Δ

Calls
Pseudo strike
172.13
IV
21.9%
B/E move
3.1%
Puts
Pseudo strike
165.84
IV
24.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
170.85
IV
20.5%
B/E move
2.5%
Puts
Pseudo strike
166.84
IV
23.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
169.70
IV
19.7%
B/E move
2.0%
Puts
Pseudo strike
167.85
IV
23.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
168.80
IV
20.1%
B/E move
1.8%
Puts
Pseudo strike
168.86
IV
22.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
167.89
IV
20.5%
B/E move
1.6%
Puts
Pseudo strike
169.87
IV
22.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
166.99
IV
20.8%
B/E move
1.4%
Puts
Pseudo strike
170.92
IV
22.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
166.09
IV
21.2%
B/E move
1.2%
Puts
Pseudo strike
171.98
IV
22.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
165.19
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
173.05
IV
22.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
163.39
IV
24.1%
B/E move
0.8%
Puts
Pseudo strike
174.11
IV
22.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
161.33
IV
27.2%
B/E move
0.7%
Puts
Pseudo strike
176.09
IV
23.4%
B/E move
0.3%

Options history

IV · four-Friday blend16.07%
Daily close
IWS13.2%17.2%21.2%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 10Sep 23Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%