IWD
iShares Russell 1000 Value ETFPre-market254.65+1.11 +0.44%USD
NYSEArca · as of Oct 12, 16:00 ETPre-market 255.50 +0.34%
Open
254.11
Prev close
253.54
Day range
254.01254.71
52-week range
199.79260.19
Volume
1.46M0.90×
P/E ttm
20.96
EPS ttm
12.15
Div yield
1.42%
From 52w high
−2.13%
IWD market-implied price distribution
IWD Price at Expiry
17 OTM quotes · ATM IV 12.3%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
47%
spot 254.65
Expected price
249.07
forward 252.51
68% range
244–261
−4.0% / +2.7%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 218.50 | −14.2% |
| 16% | 244.50 | −4.0% |
| 25% | 248.38 | −2.5% |
| 50% (median) | 254.09 | −0.2% |
| 75% | 258.93 | +1.7% |
| 84% | 261.48 | +2.7% |
| 95% | 270.95 | +6.4% |
Move Odds
| Up 5% or more (267.38) | 6.7% |
|---|---|
| Up 10% or more (280.12) | 0.9% |
| Down 5% or more (241.92) | 12% |
| Down 10% or more (229.19) | 6.2% |
Options price a 10%+ drop at 6.2%, 7.8× the 0.8% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.