IntraAlpha
Create free account Start free

iShares Global Healthcare ETF IXJ

i

Market dataready · fetched 2026-11-05T15:49:02.470Z

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 · 2026-11-05T15:48:57.603042775Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:49:01.817825+00:00

Share price$115.83
1D-0.2%
$115.88$116.15$116.41$116.68$116.955:30 AM6:30 AM9:00 AM1:00 PMIXJ
Sold putSold call

iShares Global Healthcare ETF options

Live interpolated IXJ call and put midpoint premiums by absolute delta.iShares Global Healthcare ETF$0.88$2.16$3.44$4.72$6.00$104.26$109.65$115.04$120.43$125.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IXJ spot · $115.83IXJ PRICE$1.54$1.74$2.08$2.46$2.88$3.34$4.08$4.69$5.63$1.01$1.13$1.26$1.40$1.52$1.69$1.87$2.14$2.47$2.92
Puts——
Calls——
Skew——
Implied moveBullish±$3.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.1937.1%6.6%
25Δ111.3931.1%4.8%
30Δ112.8827.3%3.6%
35Δ113.9824.4%2.8%
40Δ117.6323.5%2.9%114.8322.1%2.2%
45Δ116.8222.2%2.4%115.4920.6%1.7%
50Δ116.1422.8%2.1%116.1019.5%1.4%
55Δ115.4523.2%1.8%116.6619.0%1.1%
60Δ114.7523.5%1.6%117.2518.9%0.9%
65Δ114.0223.7%1.3%117.8919.4%0.7%
70Δ113.0925.2%1.2%
75Δ112.2225.2%0.9%
80Δ111.0826.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.19
IV
37.1%
B/E move
6.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.39
IV
31.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.88
IV
27.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.98
IV
24.4%
B/E move
2.8%

40Δ

Calls
Pseudo strike
117.63
IV
23.5%
B/E move
2.9%
Puts
Pseudo strike
114.83
IV
22.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
116.82
IV
22.2%
B/E move
2.4%
Puts
Pseudo strike
115.49
IV
20.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
116.14
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
116.10
IV
19.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
115.45
IV
23.2%
B/E move
1.8%
Puts
Pseudo strike
116.66
IV
19.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
114.75
IV
23.5%
B/E move
1.6%
Puts
Pseudo strike
117.25
IV
18.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
114.02
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
117.89
IV
19.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
113.09
IV
25.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
112.22
IV
25.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
111.08
IV
26.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.98%
Daily close
IXJ15.4%20.9%26.3%2026-08-07: 17.56%2026-08-11: 17.50%2026-08-12: 18.14%2026-08-13: 17.91%2026-08-14: 18.51%2026-08-17: 19.86%2026-08-20: 24.86%2026-08-26: 16.95%2026-08-27: 16.44%2026-08-28: 16.49%2026-08-31: 17.36%2026-09-01: 16.45%2026-09-02: 16.56%2026-09-03: 16.34%2026-09-04: 16.70%2026-09-08: 18.00%2026-09-09: 18.45%2026-09-10: 18.46%2026-09-11: 18.20%2026-09-14: 20.12%2026-09-15: 21.54%2026-09-16: 22.26%2026-09-17: 25.58%2026-09-18: 16.16%2026-09-21: 16.56%2026-09-22: 16.87%2026-09-23: 16.87%2026-09-24: 17.22%2026-09-25: 17.19%2026-09-28: 17.28%2026-09-29: 17.80%2026-09-30: 17.28%2026-10-01: 17.22%2026-10-02: 18.22%2026-10-05: 18.47%2026-10-06: 17.94%2026-10-07: 18.54%2026-10-08: 19.67%2026-10-09: 19.02%2026-10-12: 21.52%2026-10-13: 22.05%2026-10-14: 24.32%2026-10-16: 17.95%2026-10-19: 17.93%2026-10-21: 18.47%2026-10-23: 18.80%2026-10-26: 18.94%2026-10-27: 18.98%Aug 7Sep 18Oct 27
48 observations2026-08-07 — 2026-10-27
Table
DateIV (%)
17.56%
17.50%
18.14%
17.91%
18.51%
19.86%
24.86%
16.95%
16.44%
16.49%
17.36%
16.45%
16.56%
16.34%
16.70%
18.00%
18.45%
18.46%
18.20%
20.12%
21.54%
22.26%
25.58%
16.16%
16.56%
16.87%
16.87%
17.22%
17.19%
17.28%
17.80%
17.28%
17.22%
18.22%
18.47%
17.94%
18.54%
19.67%
19.02%
21.52%
22.05%
24.32%
17.95%
17.93%
18.47%
18.80%
18.94%
18.98%