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iShares U.S. Industrials ETF IYJ

i

Market dataready · fetched 2026-11-04T09:05:59.432Z

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 · 2026-11-04T01:00:03.931617319Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:05:59.025492+00:00

Share price$161.92
1D+0.0%
AH$161.32$161.76$162.20$162.65$163.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYJ
Sold putSold callAH

iShares U.S. Industrials ETF options

Live interpolated IYJ call and put midpoint premiums by absolute delta.iShares U.S. Industrials ETF$0.77$2.61$4.45$6.28$8.12$151.49$156.62$161.76$166.89$172.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IYJ spot · $161.92IYJ PRICE$0.97$1.21$1.44$1.82$2.28$2.55$3.13$3.79$4.01$4.47$5.29$6.21$7.59$1.15$1.49$1.61$2.11$2.50$2.91$3.29$3.82$4.50$5.17$5.98$6.78$7.58
PutsExpensive1.45×
CallsExpensive1.35×
SkewBearish+0.95 pp
Implied moveBearish±$6.42
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ170.2325.8%5.7%154.3828.9%5.4%
25Δ168.4224.4%4.8%156.1028.2%4.5%
30Δ166.6522.9%3.8%158.1624.2%3.3%
35Δ165.4523.2%3.3%159.1025.6%3.0%
40Δ164.5024.2%3.0%160.2725.1%2.6%
45Δ163.3822.8%2.5%161.3624.5%2.1%
50Δ162.3723.7%2.2%162.3823.6%1.7%
55Δ161.3624.8%2.0%163.4123.4%1.4%
60Δ160.4822.8%1.6%164.4623.8%1.2%
65Δ159.5121.8%1.3%165.5323.7%1.0%
70Δ158.4022.6%1.1%166.6723.4%0.8%
75Δ157.1723.1%0.9%167.7922.7%0.6%
80Δ155.5524.5%0.8%168.9222.0%0.4%

20Δ

Calls
Pseudo strike
170.23
IV
25.8%
B/E move
5.7%
Puts
Pseudo strike
154.38
IV
28.9%
B/E move
5.4%

25Δ

Calls
Pseudo strike
168.42
IV
24.4%
B/E move
4.8%
Puts
Pseudo strike
156.10
IV
28.2%
B/E move
4.5%

30Δ

Calls
Pseudo strike
166.65
IV
22.9%
B/E move
3.8%
Puts
Pseudo strike
158.16
IV
24.2%
B/E move
3.3%

35Δ

Calls
Pseudo strike
165.45
IV
23.2%
B/E move
3.3%
Puts
Pseudo strike
159.10
IV
25.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
164.50
IV
24.2%
B/E move
3.0%
Puts
Pseudo strike
160.27
IV
25.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
163.38
IV
22.8%
B/E move
2.5%
Puts
Pseudo strike
161.36
IV
24.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
162.37
IV
23.7%
B/E move
2.2%
Puts
Pseudo strike
162.38
IV
23.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
161.36
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
163.41
IV
23.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
160.48
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
164.46
IV
23.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
159.51
IV
21.8%
B/E move
1.3%
Puts
Pseudo strike
165.53
IV
23.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
158.40
IV
22.6%
B/E move
1.1%
Puts
Pseudo strike
166.67
IV
23.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
157.17
IV
23.1%
B/E move
0.9%
Puts
Pseudo strike
167.79
IV
22.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
155.55
IV
24.5%
B/E move
0.8%
Puts
Pseudo strike
168.92
IV
22.0%
B/E move
0.4%

Options history

IV · four-Friday blend19.86%
Daily close
IYJ18.1%22.3%26.6%2026-08-06: 21.19%2026-08-07: 21.49%2026-08-10: 21.18%2026-08-11: 21.47%2026-08-12: 20.49%2026-08-13: 20.32%2026-08-14: 20.20%2026-08-17: 20.11%2026-08-18: 21.12%2026-08-19: 21.06%2026-08-20: 23.12%2026-08-21: 19.74%2026-08-24: 20.04%2026-08-25: 18.69%2026-08-26: 19.83%2026-08-27: 19.74%2026-08-28: 19.19%2026-08-31: 19.14%2026-09-01: 19.37%2026-09-02: 19.83%2026-09-03: 19.68%2026-09-04: 19.62%2026-09-08: 21.27%2026-09-09: 20.94%2026-09-10: 20.53%2026-09-11: 19.67%2026-09-14: 21.93%2026-09-15: 23.68%2026-09-16: 23.18%2026-09-17: 25.47%2026-09-18: 19.85%2026-09-21: 20.18%2026-09-22: 19.97%2026-09-23: 20.26%2026-09-24: 20.04%2026-09-25: 19.87%2026-09-28: 20.17%2026-09-29: 20.46%2026-09-30: 20.25%2026-10-01: 19.22%2026-10-02: 20.46%2026-10-05: 21.32%2026-10-06: 19.38%2026-10-07: 20.43%2026-10-08: 19.72%2026-10-09: 20.29%2026-10-12: 21.34%2026-10-13: 21.33%2026-10-14: 22.39%2026-10-15: 26.01%2026-10-16: 20.18%2026-10-19: 19.84%2026-10-20: 20.14%2026-10-21: 20.14%2026-10-22: 20.13%2026-10-23: 20.65%2026-10-26: 20.54%2026-10-27: 19.89%2026-10-28: 19.34%2026-10-29: 19.48%2026-10-30: 19.86%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
21.19%
21.49%
21.18%
21.47%
20.49%
20.32%
20.20%
20.11%
21.12%
21.06%
23.12%
19.74%
20.04%
18.69%
19.83%
19.74%
19.19%
19.14%
19.37%
19.83%
19.68%
19.62%
21.27%
20.94%
20.53%
19.67%
21.93%
23.68%
23.18%
25.47%
19.85%
20.18%
19.97%
20.26%
20.04%
19.87%
20.17%
20.46%
20.25%
19.22%
20.46%
21.32%
19.38%
20.43%
19.72%
20.29%
21.34%
21.33%
22.39%
26.01%
20.18%
19.84%
20.14%
20.14%
20.13%
20.65%
20.54%
19.89%
19.34%
19.48%
19.86%