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iShares Dow Jones U.S. ETF IYY

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Market datapartial · fetched 2026-11-05T18:38:18.806Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceIYY
1D
Price history unavailable.

iShares Dow Jones U.S. ETF options

Live interpolated IYY call and put midpoint premiums by absolute delta.iShares Dow Jones U.S. ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIYY PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend14.89%
Daily close
IYY11.6%13.4%15.1%2026-08-07: 12.95%2026-08-10: 13.01%2026-08-11: 12.92%2026-08-12: 12.46%2026-08-13: 12.37%2026-08-14: 12.00%2026-08-17: 12.38%2026-08-18: 13.20%2026-08-19: 12.98%2026-08-20: 13.46%2026-08-21: 13.07%2026-08-24: 13.17%2026-08-25: 13.17%2026-08-26: 13.06%2026-08-27: 12.57%2026-08-28: 12.42%2026-08-31: 12.51%2026-09-01: 13.04%2026-09-02: 12.76%2026-09-03: 12.35%2026-09-08: 13.10%2026-09-09: 13.23%2026-09-10: 13.78%2026-09-11: 13.23%2026-09-14: 13.92%2026-09-17: 14.15%2026-09-18: 12.61%2026-09-21: 12.44%2026-09-22: 12.38%2026-09-23: 12.62%2026-09-24: 12.83%2026-09-25: 12.31%2026-09-28: 13.05%2026-09-29: 12.91%2026-09-30: 13.21%2026-10-01: 13.16%2026-10-02: 12.78%2026-10-05: 12.49%2026-10-06: 12.39%2026-10-07: 12.34%2026-10-08: 12.38%2026-10-09: 11.86%2026-10-12: 12.02%2026-10-13: 12.25%2026-10-14: 13.51%2026-10-15: 13.43%2026-10-16: 13.78%2026-10-19: 13.55%2026-10-20: 13.55%2026-10-21: 13.32%2026-10-22: 14.16%2026-10-23: 14.60%2026-10-26: 13.91%2026-10-27: 13.74%2026-10-28: 13.64%2026-10-29: 13.34%2026-10-30: 14.89%Aug 7Sep 22Oct 30
57 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
12.95%
13.01%
12.92%
12.46%
12.37%
12.00%
12.38%
13.20%
12.98%
13.46%
13.07%
13.17%
13.17%
13.06%
12.57%
12.42%
12.51%
13.04%
12.76%
12.35%
13.10%
13.23%
13.78%
13.23%
13.92%
14.15%
12.61%
12.44%
12.38%
12.62%
12.83%
12.31%
13.05%
12.91%
13.21%
13.16%
12.78%
12.49%
12.39%
12.34%
12.38%
11.86%
12.02%
12.25%
13.51%
13.43%
13.78%
13.55%
13.55%
13.32%
14.16%
14.60%
13.91%
13.74%
13.64%
13.34%
14.89%