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iShares Dow Jones U.S. ETF IYY

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Market dataready · fetched 2026-11-07T06:12:41.397Z

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 · 2026-11-07T01:00:00.071737898Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:12:39.638828+00:00

Share price$178.81
1D+0.1%
AH$178.53$178.93$179.32$179.71$180.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIYY
Sold putSold callAH

iShares Dow Jones U.S. ETF options

Live interpolated IYY call and put midpoint premiums by absolute delta.iShares Dow Jones U.S. ETF$0.81$2.88$4.96$7.03$9.10$169.32$174.49$179.66$184.83$190.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IYY spot · $178.81IYY PRICE$1.16$1.51$1.99$2.46$2.94$3.55$4.28$5.16$5.66$6.88$8.50$1.03$1.29$1.52$1.89$2.35$2.66$3.00$3.42$3.80$4.22$4.73$5.22$5.68
PutsExpensive1.07×
Calls——
Skew——
Implied moveBalanced±$5.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ171.8026.8%4.5%
25Δ173.6125.1%3.6%
30Δ182.4918.5%2.7%175.1723.1%2.9%
35Δ181.5318.5%2.4%176.2523.1%2.5%
40Δ180.7419.7%2.2%177.2023.8%2.2%
45Δ179.9621.0%2.0%178.2522.6%1.8%
50Δ179.1822.2%1.9%179.2021.7%1.5%
55Δ178.2423.2%1.7%180.1021.2%1.2%
60Δ177.1724.3%1.5%180.9420.4%0.9%
65Δ175.9725.5%1.3%181.7419.6%0.7%
70Δ174.9924.3%1.0%182.5919.0%0.5%
75Δ173.4925.7%0.9%183.3718.2%0.4%
80Δ171.6127.6%0.7%184.1017.1%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
171.80
IV
26.8%
B/E move
4.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
173.61
IV
25.1%
B/E move
3.6%

30Δ

Calls
Pseudo strike
182.49
IV
18.5%
B/E move
2.7%
Puts
Pseudo strike
175.17
IV
23.1%
B/E move
2.9%

35Δ

Calls
Pseudo strike
181.53
IV
18.5%
B/E move
2.4%
Puts
Pseudo strike
176.25
IV
23.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
180.74
IV
19.7%
B/E move
2.2%
Puts
Pseudo strike
177.20
IV
23.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
179.96
IV
21.0%
B/E move
2.0%
Puts
Pseudo strike
178.25
IV
22.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
179.18
IV
22.2%
B/E move
1.9%
Puts
Pseudo strike
179.20
IV
21.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
178.24
IV
23.2%
B/E move
1.7%
Puts
Pseudo strike
180.10
IV
21.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
177.17
IV
24.3%
B/E move
1.5%
Puts
Pseudo strike
180.94
IV
20.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
175.97
IV
25.5%
B/E move
1.3%
Puts
Pseudo strike
181.74
IV
19.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
174.99
IV
24.3%
B/E move
1.0%
Puts
Pseudo strike
182.59
IV
19.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
173.49
IV
25.7%
B/E move
0.9%
Puts
Pseudo strike
183.37
IV
18.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
171.61
IV
27.6%
B/E move
0.7%
Puts
Pseudo strike
184.10
IV
17.1%
B/E move
0.2%

Options history

IV · four-Friday blend14.89%
Daily close
IYY11.6%13.4%15.1%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 10Sep 22Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%