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iShares U.S. Thematic Rotation Active ETF THRO

i

Market dataready · fetched 2026-11-03T14:42:21.780Z

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 · 2026-11-03T14:42:02.970392522Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:21.278599+00:00

Share price$42.75
1D+0.1%
$42.70$42.72$42.74$42.76$42.785:30 AM6:30 AM9:00 AM1:00 PMTHRO
Sold putSold call

iShares U.S. Thematic Rotation Active ETF options

Live interpolated THRO call and put midpoint premiums by absolute delta.iShares U.S. Thematic Rotation Active ETF$0.38$0.78$1.17$1.56$1.96$39.96$41.33$42.70$44.07$45.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THRO spot · $42.75THRO PRICE$0.42$0.43$0.46$0.51$0.58$0.64$0.73$0.83$0.94$1.05$1.16$1.43$1.71$0.47$0.51$0.56$0.60$0.66$0.73$0.79$0.88$0.99$1.11$1.22$1.33$1.84
PutsExpensive1.22×
CallsExpensive1.87×
SkewBearish+1.00 pp
Implied moveBearish±$1.52
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.5743.0%9.9%39.7343.4%8.2%
25Δ44.9931.8%6.2%40.7535.8%5.9%
30Δ44.3027.1%4.7%41.4030.8%4.4%
35Δ43.8224.2%3.7%41.9626.5%3.2%
40Δ43.4922.6%3.1%42.2724.5%2.7%
45Δ43.1621.0%2.5%42.5622.7%2.1%
50Δ42.8920.0%2.0%42.8520.9%1.6%
55Δ42.6719.5%1.8%43.1019.7%1.2%
60Δ42.4419.0%1.5%43.3119.0%1.0%
65Δ42.2218.5%1.2%43.5118.3%0.8%
70Δ41.9918.0%0.9%43.7217.6%0.6%
75Δ41.6618.7%0.8%43.9316.9%0.4%
80Δ41.3219.5%0.7%44.4819.7%0.3%

20Δ

Calls
Pseudo strike
46.57
IV
43.0%
B/E move
9.9%
Puts
Pseudo strike
39.73
IV
43.4%
B/E move
8.2%

25Δ

Calls
Pseudo strike
44.99
IV
31.8%
B/E move
6.2%
Puts
Pseudo strike
40.75
IV
35.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
44.30
IV
27.1%
B/E move
4.7%
Puts
Pseudo strike
41.40
IV
30.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
43.82
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
41.96
IV
26.5%
B/E move
3.2%

40Δ

Calls
Pseudo strike
43.49
IV
22.6%
B/E move
3.1%
Puts
Pseudo strike
42.27
IV
24.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
43.16
IV
21.0%
B/E move
2.5%
Puts
Pseudo strike
42.56
IV
22.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
42.89
IV
20.0%
B/E move
2.0%
Puts
Pseudo strike
42.85
IV
20.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
42.67
IV
19.5%
B/E move
1.8%
Puts
Pseudo strike
43.10
IV
19.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
42.44
IV
19.0%
B/E move
1.5%
Puts
Pseudo strike
43.31
IV
19.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
42.22
IV
18.5%
B/E move
1.2%
Puts
Pseudo strike
43.51
IV
18.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
41.99
IV
18.0%
B/E move
0.9%
Puts
Pseudo strike
43.72
IV
17.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
41.66
IV
18.7%
B/E move
0.8%
Puts
Pseudo strike
43.93
IV
16.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
41.32
IV
19.5%
B/E move
0.7%
Puts
Pseudo strike
44.48
IV
19.7%
B/E move
0.3%

Options history

IV · four-Friday blend16.79%
Daily EOD
THRO14.9%15.9%16.9%2026-10-19: 15.11%2026-10-20: 15.01%2026-10-21: 15.12%2026-10-22: 15.93%2026-10-23: 16.05%2026-10-26: 15.50%2026-10-27: 15.79%2026-10-28: 15.83%2026-10-29: 15.43%2026-10-30: 16.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.11%
15.01%
15.12%
15.93%
16.05%
15.50%
15.79%
15.83%
15.43%
16.79%