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iShares Global Financials ETF IXG

i

Market dataready · fetched 2026-11-04T01:16:25.541Z

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 · 2026-11-04T01:00:00.083367063Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T01:16:25.204452+00:00

Share price$129.98
1D-0.4%
AH$129.76$129.99$130.21$130.43$130.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIXG
Sold putSold callAH

iShares Global Financials ETF options

Live interpolated IXG call and put midpoint premiums by absolute delta.iShares Global Financials ETF$0.46$1.90$3.34$4.78$6.22$122.80$126.35$129.90$133.45$136.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IXG spot · $129.98IXG PRICE$0.61$0.81$1.01$1.22$1.48$1.77$2.11$2.51$2.96$3.46$4.29$5.05$5.81$0.70$0.90$1.14$1.41$1.77$2.09$2.42$2.80$3.20$3.54$4.02$5.07$5.76
PutsExpensive1.56×
CallsExpensive1.25×
SkewBearish+0.58 pp
Implied moveBearish±$4.54
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.2220.2%4.5%125.2422.0%4.2%
25Δ134.1619.8%3.8%126.4121.0%3.4%
30Δ133.2119.3%3.3%127.3020.8%2.9%
35Δ132.3918.8%2.8%128.1220.7%2.5%
40Δ131.6718.8%2.4%128.8421.5%2.2%
45Δ131.0019.1%2.2%129.6021.3%1.9%
50Δ130.3319.3%1.9%130.3521.0%1.6%
55Δ129.6319.6%1.7%131.0820.8%1.3%
60Δ128.9120.2%1.5%131.8120.5%1.0%
65Δ128.1420.5%1.2%132.4719.7%0.8%
70Δ127.1322.1%1.1%133.2319.4%0.6%
75Δ126.1322.7%0.9%134.4321.1%0.5%
80Δ125.1322.6%0.7%135.3420.7%0.3%

20Δ

Calls
Pseudo strike
135.22
IV
20.2%
B/E move
4.5%
Puts
Pseudo strike
125.24
IV
22.0%
B/E move
4.2%

25Δ

Calls
Pseudo strike
134.16
IV
19.8%
B/E move
3.8%
Puts
Pseudo strike
126.41
IV
21.0%
B/E move
3.4%

30Δ

Calls
Pseudo strike
133.21
IV
19.3%
B/E move
3.3%
Puts
Pseudo strike
127.30
IV
20.8%
B/E move
2.9%

35Δ

Calls
Pseudo strike
132.39
IV
18.8%
B/E move
2.8%
Puts
Pseudo strike
128.12
IV
20.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
131.67
IV
18.8%
B/E move
2.4%
Puts
Pseudo strike
128.84
IV
21.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
131.00
IV
19.1%
B/E move
2.2%
Puts
Pseudo strike
129.60
IV
21.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
130.33
IV
19.3%
B/E move
1.9%
Puts
Pseudo strike
130.35
IV
21.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
129.63
IV
19.6%
B/E move
1.7%
Puts
Pseudo strike
131.08
IV
20.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
128.91
IV
20.2%
B/E move
1.5%
Puts
Pseudo strike
131.81
IV
20.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
128.14
IV
20.5%
B/E move
1.2%
Puts
Pseudo strike
132.47
IV
19.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
127.13
IV
22.1%
B/E move
1.1%
Puts
Pseudo strike
133.23
IV
19.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
126.13
IV
22.7%
B/E move
0.9%
Puts
Pseudo strike
134.43
IV
21.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
125.13
IV
22.6%
B/E move
0.7%
Puts
Pseudo strike
135.34
IV
20.7%
B/E move
0.3%

Options history

IV · four-Friday blend17.51%
Daily close
IXG14.0%16.5%19.1%2026-08-05: 15.27%2026-08-06: 15.10%2026-08-07: 15.14%2026-08-10: 14.96%2026-08-11: 14.39%2026-08-12: 14.31%2026-08-17: 14.79%2026-08-18: 15.16%2026-08-19: 15.36%2026-08-20: 16.79%2026-08-21: 15.44%2026-08-24: 15.71%2026-08-25: 15.66%2026-08-26: 15.72%2026-08-27: 15.59%2026-08-28: 15.13%2026-08-31: 15.35%2026-09-01: 15.78%2026-09-02: 15.32%2026-09-04: 15.40%2026-09-08: 16.05%2026-09-09: 16.58%2026-09-10: 16.70%2026-09-11: 15.85%2026-09-14: 17.03%2026-09-15: 17.37%2026-09-16: 18.72%2026-09-17: 18.50%2026-09-18: 15.72%2026-09-21: 15.81%2026-09-22: 16.27%2026-09-23: 17.00%2026-09-24: 16.79%2026-09-25: 16.45%2026-09-28: 17.22%2026-09-29: 17.26%2026-09-30: 16.44%2026-10-01: 17.26%2026-10-02: 17.10%2026-10-05: 16.91%2026-10-06: 16.78%2026-10-07: 17.25%2026-10-08: 17.30%2026-10-09: 16.86%2026-10-12: 17.37%2026-10-13: 17.30%2026-10-14: 17.78%2026-10-15: 17.45%2026-10-16: 16.65%2026-10-19: 16.40%2026-10-20: 16.68%2026-10-21: 16.34%2026-10-22: 16.64%2026-10-23: 16.98%2026-10-26: 16.62%2026-10-27: 16.67%2026-10-28: 16.28%2026-10-29: 16.28%2026-10-30: 17.51%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.27%
15.10%
15.14%
14.96%
14.39%
14.31%
14.79%
15.16%
15.36%
16.79%
15.44%
15.71%
15.66%
15.72%
15.59%
15.13%
15.35%
15.78%
15.32%
15.40%
16.05%
16.58%
16.70%
15.85%
17.03%
17.37%
18.72%
18.50%
15.72%
15.81%
16.27%
17.00%
16.79%
16.45%
17.22%
17.26%
16.44%
17.26%
17.10%
16.91%
16.78%
17.25%
17.30%
16.86%
17.37%
17.30%
17.78%
17.45%
16.65%
16.40%
16.68%
16.34%
16.64%
16.98%
16.62%
16.67%
16.28%
16.28%
17.51%