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iShares U.S. Energy ETF IYE

i

Market dataready · fetched 2026-11-04T14:30:40.774Z

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 · 2026-11-04T14:30:22.216559435Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T14:30:39.733221+00:00

Share price$69.43
1D
Price history unavailable.

iShares U.S. Energy ETF options

Live interpolated IYE call and put midpoint premiums by absolute delta.iShares U.S. Energy ETF$0.31$1.69$3.07$4.45$5.83$62.08$65.61$69.15$72.68$76.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IYE spot · $69.43IYE PRICE$0.46$0.57$0.68$0.78$0.95$1.12$1.18$1.21$1.25$2.75$3.22$3.69$5.43$0.58$0.72$0.79$0.87$0.96$1.06$1.17$1.28$3.11$3.58$4.05$5.09
Puts——
CallsCheap0.72×
Skew——
Implied moveBalanced±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4028.9%6.4%65.6534.0%6.3%
25Δ72.4326.9%5.1%66.5832.2%5.1%
30Δ71.6525.0%4.2%67.5327.9%3.9%
35Δ70.9823.2%3.4%68.2424.7%3.0%
40Δ70.5223.3%2.9%68.7822.6%2.3%
45Δ70.0723.4%2.5%69.2221.0%1.8%
50Δ69.7021.3%2.1%69.5719.7%1.5%
55Δ69.3618.7%1.6%69.9318.5%1.1%
60Δ69.0116.2%1.2%
65Δ67.9331.9%1.8%71.5832.6%1.4%
70Δ67.2632.4%1.5%72.2632.6%1.1%
75Δ66.5832.3%1.2%72.9432.0%0.8%
80Δ64.8442.1%1.2%74.1034.4%0.6%

20Δ

Calls
Pseudo strike
73.40
IV
28.9%
B/E move
6.4%
Puts
Pseudo strike
65.65
IV
34.0%
B/E move
6.3%

25Δ

Calls
Pseudo strike
72.43
IV
26.9%
B/E move
5.1%
Puts
Pseudo strike
66.58
IV
32.2%
B/E move
5.1%

30Δ

Calls
Pseudo strike
71.65
IV
25.0%
B/E move
4.2%
Puts
Pseudo strike
67.53
IV
27.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
70.98
IV
23.2%
B/E move
3.4%
Puts
Pseudo strike
68.24
IV
24.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
70.52
IV
23.3%
B/E move
2.9%
Puts
Pseudo strike
68.78
IV
22.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
70.07
IV
23.4%
B/E move
2.5%
Puts
Pseudo strike
69.22
IV
21.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
69.70
IV
21.3%
B/E move
2.1%
Puts
Pseudo strike
69.57
IV
19.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
69.36
IV
18.7%
B/E move
1.6%
Puts
Pseudo strike
69.93
IV
18.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
69.01
IV
16.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
67.93
IV
31.9%
B/E move
1.8%
Puts
Pseudo strike
71.58
IV
32.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
67.26
IV
32.4%
B/E move
1.5%
Puts
Pseudo strike
72.26
IV
32.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
66.58
IV
32.3%
B/E move
1.2%
Puts
Pseudo strike
72.94
IV
32.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
64.84
IV
42.1%
B/E move
1.2%
Puts
Pseudo strike
74.10
IV
34.4%
B/E move
0.6%

Options history

IV · four-Friday blend28.46%
Daily close
IYE23.6%28.6%33.5%2026-08-06: 25.57%2026-08-07: 25.45%2026-08-10: 26.99%2026-08-11: 27.07%2026-08-12: 25.40%2026-08-13: 25.77%2026-08-14: 25.91%2026-08-17: 26.36%2026-08-18: 26.26%2026-08-19: 30.05%2026-08-20: 32.85%2026-08-21: 25.32%2026-08-24: 25.95%2026-08-25: 25.36%2026-08-26: 25.89%2026-08-27: 24.95%2026-08-28: 24.94%2026-08-31: 24.93%2026-09-01: 25.56%2026-09-02: 24.75%2026-09-03: 24.28%2026-09-04: 24.97%2026-09-08: 25.18%2026-09-09: 24.87%2026-09-10: 27.42%2026-09-11: 25.37%2026-09-14: 29.18%2026-09-15: 29.70%2026-09-16: 30.25%2026-09-17: 32.70%2026-09-18: 29.10%2026-09-21: 27.38%2026-09-22: 26.66%2026-09-23: 28.08%2026-09-24: 27.08%2026-09-25: 27.40%2026-09-28: 26.79%2026-09-29: 26.48%2026-09-30: 25.86%2026-10-01: 25.83%2026-10-02: 25.65%2026-10-05: 26.53%2026-10-06: 26.46%2026-10-07: 26.17%2026-10-08: 26.58%2026-10-09: 25.75%2026-10-12: 26.67%2026-10-13: 28.41%2026-10-14: 26.39%2026-10-15: 28.96%2026-10-16: 26.39%2026-10-19: 26.34%2026-10-20: 26.69%2026-10-21: 26.71%2026-10-22: 27.62%2026-10-23: 27.97%2026-10-26: 28.28%2026-10-27: 27.54%2026-10-28: 28.63%2026-10-29: 27.58%2026-10-30: 28.46%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
25.57%
25.45%
26.99%
27.07%
25.40%
25.77%
25.91%
26.36%
26.26%
30.05%
32.85%
25.32%
25.95%
25.36%
25.89%
24.95%
24.94%
24.93%
25.56%
24.75%
24.28%
24.97%
25.18%
24.87%
27.42%
25.37%
29.18%
29.70%
30.25%
32.70%
29.10%
27.38%
26.66%
28.08%
27.08%
27.40%
26.79%
26.48%
25.86%
25.83%
25.65%
26.53%
26.46%
26.17%
26.58%
25.75%
26.67%
28.41%
26.39%
28.96%
26.39%
26.34%
26.69%
26.71%
27.62%
27.97%
28.28%
27.54%
28.63%
27.58%
28.46%