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iShares U.S. Real Estate ETF IYR

i

Market dataready · fetched 2026-11-03T19:09:11.488Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T19:09:01.966901715Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:09:10.949992+00:00

Share price$100.61
1D+0.2%
$100.02$100.25$100.48$100.70$100.935:30 AM6:30 AM9:00 AM1:00 PMIYR
Sold putSold call

iShares U.S. Real Estate ETF options

Live interpolated IYR call and put midpoint premiums by absolute delta.iShares U.S. Real Estate ETF$0.10$1.92$3.75$5.57$7.40$99.38$100.07$100.76$101.46$102.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IYR spot · $100.61IYR PRICE$0.30$0.38$0.47$0.57$0.68$0.82$0.98$1.16$1.37$1.59$1.82$2.55$0.33$0.41$0.49$0.58$0.68$0.80$0.92$1.06$1.21$1.41$6.87
Puts——
Calls——
Skew——
Implied moveBalanced±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ102.0222.0%1.7%99.1724.2%1.8%
30Δ101.7222.1%1.5%99.5423.3%1.5%
35Δ101.4422.2%1.3%99.8622.5%1.2%
40Δ101.1721.9%1.1%100.1422.0%1.0%
45Δ100.9022.0%1.0%100.4021.8%0.9%
50Δ100.6522.6%0.9%100.6521.6%0.8%
55Δ100.3823.2%0.7%100.9021.4%0.6%
60Δ100.1023.8%0.6%101.1421.2%0.5%
65Δ99.8024.4%0.6%101.3921.0%0.4%
70Δ99.4824.8%0.5%101.6721.1%0.3%
75Δ99.1524.5%0.4%
80Δ98.3929.9%0.3%106.7774.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
102.02
IV
22.0%
B/E move
1.7%
Puts
Pseudo strike
99.17
IV
24.2%
B/E move
1.8%

30Δ

Calls
Pseudo strike
101.72
IV
22.1%
B/E move
1.5%
Puts
Pseudo strike
99.54
IV
23.3%
B/E move
1.5%

35Δ

Calls
Pseudo strike
101.44
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
99.86
IV
22.5%
B/E move
1.2%

40Δ

Calls
Pseudo strike
101.17
IV
21.9%
B/E move
1.1%
Puts
Pseudo strike
100.14
IV
22.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
100.90
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
100.40
IV
21.8%
B/E move
0.9%

50Δ

Calls
Pseudo strike
100.65
IV
22.6%
B/E move
0.9%
Puts
Pseudo strike
100.65
IV
21.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
100.38
IV
23.2%
B/E move
0.7%
Puts
Pseudo strike
100.90
IV
21.4%
B/E move
0.6%

60Δ

Calls
Pseudo strike
100.10
IV
23.8%
B/E move
0.6%
Puts
Pseudo strike
101.14
IV
21.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
99.80
IV
24.4%
B/E move
0.6%
Puts
Pseudo strike
101.39
IV
21.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
99.48
IV
24.8%
B/E move
0.5%
Puts
Pseudo strike
101.67
IV
21.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
99.15
IV
24.5%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
98.39
IV
29.9%
B/E move
0.3%
Puts
Pseudo strike
106.77
IV
74.5%
B/E move
0.7%

Options history

IV · four-Friday blend17.51%
Daily close
IYR10.4%18.2%26.0%2026-08-05: 16.75%2026-08-06: 19.68%2026-08-07: 15.70%2026-08-10: 16.85%2026-08-11: 16.13%2026-08-12: 15.25%2026-08-13: 12.13%2026-08-14: 11.52%2026-08-17: 15.24%2026-08-18: 13.27%2026-08-19: 14.20%2026-08-20: 14.35%2026-08-21: 14.37%2026-08-24: 13.45%2026-08-25: 14.67%2026-08-26: 14.12%2026-08-27: 17.75%2026-08-28: 14.24%2026-08-31: 14.89%2026-09-01: 14.45%2026-09-02: 14.71%2026-09-03: 15.77%2026-09-04: 13.70%2026-09-08: 16.19%2026-09-09: 16.29%2026-09-10: 17.93%2026-09-11: 15.53%2026-09-14: 15.15%2026-09-15: 17.81%2026-09-16: 19.04%2026-09-17: 24.93%2026-09-18: 12.57%2026-09-21: 14.28%2026-09-22: 13.95%2026-09-23: 14.79%2026-09-24: 17.07%2026-09-25: 15.28%2026-09-28: 18.74%2026-09-29: 15.32%2026-09-30: 15.26%2026-10-01: 24.02%2026-10-02: 16.22%2026-10-05: 16.06%2026-10-06: 15.54%2026-10-07: 17.75%2026-10-09: 16.28%2026-10-12: 16.07%2026-10-13: 16.18%2026-10-14: 17.22%2026-10-15: 18.30%2026-10-16: 15.17%2026-10-19: 17.59%2026-10-20: 17.50%2026-10-21: 16.94%2026-10-22: 18.32%2026-10-23: 17.52%2026-10-26: 18.40%2026-10-27: 18.98%2026-10-28: 18.82%2026-10-29: 16.68%2026-10-30: 17.51%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
16.75%
19.68%
15.70%
16.85%
16.13%
15.25%
12.13%
11.52%
15.24%
13.27%
14.20%
14.35%
14.37%
13.45%
14.67%
14.12%
17.75%
14.24%
14.89%
14.45%
14.71%
15.77%
13.70%
16.19%
16.29%
17.93%
15.53%
15.15%
17.81%
19.04%
24.93%
12.57%
14.28%
13.95%
14.79%
17.07%
15.28%
18.74%
15.32%
15.26%
24.02%
16.22%
16.06%
15.54%
17.75%
16.28%
16.07%
16.18%
17.22%
18.30%
15.17%
17.59%
17.50%
16.94%
18.32%
17.52%
18.40%
18.98%
18.82%
16.68%
17.51%