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iShares MSCI ACWI ETF ACWI

i

Market dataready · fetched 2026-11-11T13:51:31.682Z

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 · 2026-11-11T13:49:11.199912339Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:51:31.192667+00:00

Share price$157.00
1D+0.0%
$156.92$156.96$157.00$157.04$157.085:30 AM6:30 AM9:00 AM1:00 PMACWI
Sold putSold call

iShares MSCI ACWI ETF options

Live interpolated ACWI call and put midpoint premiums by absolute delta.iShares MSCI ACWI ETF$0.83$3.78$6.73$9.68$12.62$150.64$154.08$157.52$160.96$164.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACWI spot · $157.00ACWI PRICE$1.15$1.55$1.75$1.91$1.45$1.67$1.29$1.46$1.76$1.78$2.11$2.57$3.15$3.63$4.07$5.39$8.45$11.77
Puts——
Calls——
Skew——
Implied moveBearish±$5.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.7942.5%7.0%148.3844.7%6.3%
25Δ151.1538.0%4.7%
30Δ152.7636.2%3.8%
35Δ154.4929.9%2.7%
40Δ158.7022.3%2.1%155.4929.2%2.3%
45Δ157.9121.3%1.7%156.4229.7%2.0%
50Δ157.2519.9%1.4%157.3430.9%1.8%
55Δ158.2830.7%1.5%
60Δ159.1929.6%1.2%
65Δ160.6433.8%1.1%
70Δ163.5645.4%1.2%
75Δ155.967.2%0.3%167.0354.1%1.1%
80Δ155.696.9%0.2%

20Δ

Calls
Pseudo strike
166.79
IV
42.5%
B/E move
7.0%
Puts
Pseudo strike
148.38
IV
44.7%
B/E move
6.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
151.15
IV
38.0%
B/E move
4.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
152.76
IV
36.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
154.49
IV
29.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
158.70
IV
22.3%
B/E move
2.1%
Puts
Pseudo strike
155.49
IV
29.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
157.91
IV
21.3%
B/E move
1.7%
Puts
Pseudo strike
156.42
IV
29.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
157.25
IV
19.9%
B/E move
1.4%
Puts
Pseudo strike
157.34
IV
30.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.28
IV
30.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
159.19
IV
29.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
160.64
IV
33.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
163.56
IV
45.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
155.96
IV
7.2%
B/E move
0.3%
Puts
Pseudo strike
167.03
IV
54.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
155.69
IV
6.9%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.05%
Daily close
ACWI12.2%15.5%18.7%2026-08-13: 14.25%2026-08-14: 12.68%2026-08-17: 14.62%2026-08-18: 14.30%2026-08-19: 14.36%2026-08-20: 14.93%2026-08-21: 14.35%2026-08-24: 14.83%2026-08-25: 14.01%2026-08-26: 14.66%2026-08-27: 13.92%2026-08-28: 13.80%2026-08-31: 13.95%2026-09-01: 14.48%2026-09-02: 14.12%2026-09-03: 13.56%2026-09-04: 13.25%2026-09-08: 15.00%2026-09-09: 14.71%2026-09-10: 15.27%2026-09-11: 14.86%2026-09-14: 15.70%2026-09-15: 16.51%2026-09-16: 18.01%2026-09-17: 18.25%2026-09-18: 14.59%2026-09-21: 14.20%2026-09-22: 13.87%2026-09-23: 13.80%2026-09-24: 13.92%2026-09-25: 13.95%2026-09-28: 14.15%2026-09-29: 14.10%2026-09-30: 14.21%2026-10-01: 14.62%2026-10-02: 13.50%2026-10-08: 13.62%2026-10-14: 15.55%2026-10-15: 16.82%2026-10-16: 15.33%2026-10-19: 15.18%2026-10-20: 14.59%2026-10-21: 14.59%2026-10-22: 14.94%2026-10-23: 15.39%2026-10-26: 15.73%2026-10-27: 14.57%2026-10-28: 15.31%2026-10-29: 15.12%2026-10-30: 16.05%Aug 13Sep 17Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.25%
12.68%
14.62%
14.30%
14.36%
14.93%
14.35%
14.83%
14.01%
14.66%
13.92%
13.80%
13.95%
14.48%
14.12%
13.56%
13.25%
15.00%
14.71%
15.27%
14.86%
15.70%
16.51%
18.01%
18.25%
14.59%
14.20%
13.87%
13.80%
13.92%
13.95%
14.15%
14.10%
14.21%
14.62%
13.50%
13.62%
15.55%
16.82%
15.33%
15.18%
14.59%
14.59%
14.94%
15.39%
15.73%
14.57%
15.31%
15.12%
16.05%