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iShares Top 20 U.S. Stocks ETF TOPT

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Market dataready · fetched 2026-11-03T20:51:05.871Z

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 · 2026-11-03T20:50:50.774099176Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T20:51:05.009036+00:00

Share price$33.76
1D+0.1%
$33.72$33.78$33.85$33.91$33.975:30 AM6:30 AM9:00 AM1:00 PMTOPT
Sold putSold call

iShares Top 20 U.S. Stocks ETF options

Live interpolated TOPT call and put midpoint premiums by absolute delta.iShares Top 20 U.S. Stocks ETF$0.18$0.75$1.31$1.88$2.44$31.86$33.02$34.17$35.32$36.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TOPT spot · $33.76TOPT PRICE$0.38$0.24$0.38$0.52$0.66$0.80$0.93$1.03$1.13$1.23$1.49$1.85$2.28$0.45$0.57$0.69$0.81$0.91$0.98$1.06$1.13$1.20$1.28
Puts——
CallsExpensive1.76×
Skew——
Implied moveBullish±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.1948.7%11.3%
25Δ34.9722.4%4.3%
30Δ34.7624.8%4.1%
35Δ34.5627.2%3.9%33.2223.7%2.9%
40Δ34.3529.7%3.7%33.4424.6%2.6%
45Δ34.1532.1%3.5%33.6725.5%2.3%
50Δ33.9233.4%3.2%33.8926.4%2.0%
55Δ33.6531.8%2.7%34.0926.0%1.7%
60Δ33.3830.1%2.2%34.2624.4%1.4%
65Δ33.1128.5%1.7%34.4322.7%1.1%
70Δ32.7429.3%1.4%34.6021.1%0.9%
75Δ32.3231.8%1.2%34.7719.4%0.6%
80Δ31.8334.6%1.0%34.9417.8%0.3%

20Δ

Calls
Pseudo strike
37.19
IV
48.7%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.97
IV
22.4%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
34.76
IV
24.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
34.56
IV
27.2%
B/E move
3.9%
Puts
Pseudo strike
33.22
IV
23.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
34.35
IV
29.7%
B/E move
3.7%
Puts
Pseudo strike
33.44
IV
24.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
34.15
IV
32.1%
B/E move
3.5%
Puts
Pseudo strike
33.67
IV
25.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
33.92
IV
33.4%
B/E move
3.2%
Puts
Pseudo strike
33.89
IV
26.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
33.65
IV
31.8%
B/E move
2.7%
Puts
Pseudo strike
34.09
IV
26.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
33.38
IV
30.1%
B/E move
2.2%
Puts
Pseudo strike
34.26
IV
24.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
33.11
IV
28.5%
B/E move
1.7%
Puts
Pseudo strike
34.43
IV
22.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
32.74
IV
29.3%
B/E move
1.4%
Puts
Pseudo strike
34.60
IV
21.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
32.32
IV
31.8%
B/E move
1.2%
Puts
Pseudo strike
34.77
IV
19.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
31.83
IV
34.6%
B/E move
1.0%
Puts
Pseudo strike
34.94
IV
17.8%
B/E move
0.3%

Options history

IV · four-Friday blend21.97%
Daily EOD
TOPT18.6%20.4%22.2%2026-10-19: 18.82%2026-10-20: 18.95%2026-10-21: 19.53%2026-10-22: 20.56%2026-10-23: 20.61%2026-10-26: 19.62%2026-10-27: 19.27%2026-10-28: 19.80%2026-10-29: 20.15%2026-10-30: 21.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.82%
18.95%
19.53%
20.56%
20.61%
19.62%
19.27%
19.80%
20.15%
21.97%