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iShares U.S. Power Infrastructure ETF POWR

i

Market dataready · fetched 2026-11-06T21:05:51.098Z

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 · 2026-11-06T21:00:00.24520639Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:05:50.210158+00:00

Share price$24.26
1D+1.7%
AH$23.83$23.98$24.13$24.29$24.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPOWR
Sold putSold callAH

iShares U.S. Power Infrastructure ETF options

Live interpolated POWR call and put midpoint premiums by absolute delta.iShares U.S. Power Infrastructure ETF$0.44$0.68$0.93$1.18$1.43$21.21$22.74$24.28$25.81$27.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive POWR spot · $24.25POWR PRICE$0.46$0.56$0.66$0.72$0.78$0.84$0.92$1.03$1.14$1.25$1.36$0.56$0.60$0.65$0.70$0.74$0.77$0.80$0.83$0.86$0.89$1.02$1.24
Puts——
Calls——
Skew——
Implied moveBalanced±$1.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ22.2374.4%10.7%
30Δ25.3442.5%6.4%22.9662.1%7.8%
35Δ25.1846.6%6.1%23.3855.6%6.3%
40Δ25.0250.7%5.9%23.7849.4%4.8%
45Δ24.7548.1%5.0%24.0844.3%3.8%
50Δ24.4644.2%4.1%24.2540.6%3.2%
55Δ24.1740.4%3.1%24.4236.8%2.6%
60Δ23.9237.5%2.4%24.5933.1%2.0%
65Δ23.7235.9%2.0%24.7629.4%1.5%
70Δ23.5234.3%1.7%24.9325.7%0.9%
75Δ23.3232.8%1.3%25.1524.1%0.5%
80Δ23.1231.2%0.9%25.4024.3%0.4%

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
22.23
IV
74.4%
B/E move
10.7%

30Δ

Calls
Pseudo strike
25.34
IV
42.5%
B/E move
6.4%
Puts
Pseudo strike
22.96
IV
62.1%
B/E move
7.8%

35Δ

Calls
Pseudo strike
25.18
IV
46.6%
B/E move
6.1%
Puts
Pseudo strike
23.38
IV
55.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
25.02
IV
50.7%
B/E move
5.9%
Puts
Pseudo strike
23.78
IV
49.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
24.75
IV
48.1%
B/E move
5.0%
Puts
Pseudo strike
24.08
IV
44.3%
B/E move
3.8%

50Δ

Calls
Pseudo strike
24.46
IV
44.2%
B/E move
4.1%
Puts
Pseudo strike
24.25
IV
40.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
24.17
IV
40.4%
B/E move
3.1%
Puts
Pseudo strike
24.42
IV
36.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
23.92
IV
37.5%
B/E move
2.4%
Puts
Pseudo strike
24.59
IV
33.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
23.72
IV
35.9%
B/E move
2.0%
Puts
Pseudo strike
24.76
IV
29.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
23.52
IV
34.3%
B/E move
1.7%
Puts
Pseudo strike
24.93
IV
25.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
23.32
IV
32.8%
B/E move
1.3%
Puts
Pseudo strike
25.15
IV
24.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
23.12
IV
31.2%
B/E move
0.9%
Puts
Pseudo strike
25.40
IV
24.3%
B/E move
0.4%

Options history

IV · four-Friday blend32.15%
Daily EOD
POWR27.6%30.0%32.5%2026-10-19: 27.92%2026-10-20: 28.77%2026-10-21: 31.08%2026-10-22: 28.99%2026-10-23: 30.67%2026-10-26: 31.93%2026-10-27: 31.31%2026-10-28: 31.67%2026-10-29: 30.84%2026-10-30: 32.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.92%
28.77%
31.08%
28.99%
30.67%
31.93%
31.31%
31.67%
30.84%
32.15%