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iShares MSCI Global Min Vol Factor ETF ACWV

i

Market dataready · fetched 2026-11-12T16:03:43.967Z

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 · 2026-11-12T15:58:49.445178015Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:03:43.191717+00:00

Share price$130.86
1D-0.2%
$130.61$130.74$130.87$131.00$131.135:30 AM6:30 AM9:00 AM1:00 PMACWV
Sold putSold call

iShares MSCI Global Min Vol Factor ETF options

Live interpolated ACWV call and put midpoint premiums by absolute delta.iShares MSCI Global Min Vol Factor ETF$1.32$1.81$2.29$2.78$3.26$124.47$126.95$129.43$131.92$134.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ACWV spot · $130.86ACWV PRICE$1.38$1.40$1.46$1.59$1.78$1.96$2.14$2.25$2.35$2.45$2.63$1.38$1.40$1.44$1.53$1.62$1.71$1.82$2.00$2.16$2.26$2.36$2.50$3.12
PutsExpensive2.06×
Calls——
Skew——
Implied moveBalanced±$3.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.9160.1%7.9%
25Δ125.3046.3%5.3%
30Δ135.1938.0%4.4%127.3637.6%3.8%
35Δ133.5431.1%3.1%128.7032.3%2.8%
40Δ132.4826.9%2.4%129.6828.3%2.1%
45Δ131.7024.4%1.9%130.4225.3%1.6%
50Δ131.0823.2%1.5%131.0622.8%1.2%
55Δ130.5521.9%1.3%131.5621.5%1.0%
60Δ130.0320.7%1.0%132.0420.1%0.7%
65Δ129.6819.0%0.8%132.3718.4%0.6%
70Δ129.3417.2%0.6%132.7016.6%0.4%
75Δ129.0015.5%0.4%133.0515.1%0.2%
80Δ128.7014.2%0.4%133.7715.7%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.91
IV
60.1%
B/E move
7.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
125.30
IV
46.3%
B/E move
5.3%

30Δ

Calls
Pseudo strike
135.19
IV
38.0%
B/E move
4.4%
Puts
Pseudo strike
127.36
IV
37.6%
B/E move
3.8%

35Δ

Calls
Pseudo strike
133.54
IV
31.1%
B/E move
3.1%
Puts
Pseudo strike
128.70
IV
32.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
132.48
IV
26.9%
B/E move
2.4%
Puts
Pseudo strike
129.68
IV
28.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
131.70
IV
24.4%
B/E move
1.9%
Puts
Pseudo strike
130.42
IV
25.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
131.08
IV
23.2%
B/E move
1.5%
Puts
Pseudo strike
131.06
IV
22.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
130.55
IV
21.9%
B/E move
1.3%
Puts
Pseudo strike
131.56
IV
21.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
130.03
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
132.04
IV
20.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
129.68
IV
19.0%
B/E move
0.8%
Puts
Pseudo strike
132.37
IV
18.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
129.34
IV
17.2%
B/E move
0.6%
Puts
Pseudo strike
132.70
IV
16.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
129.00
IV
15.5%
B/E move
0.4%
Puts
Pseudo strike
133.05
IV
15.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
128.70
IV
14.2%
B/E move
0.4%
Puts
Pseudo strike
133.77
IV
15.7%
B/E move
0.2%

Options history

IV · four-Friday blend13.30%
Daily close
ACWV10.3%17.0%23.7%2026-08-14: 13.85%2026-08-17: 15.80%2026-08-18: 17.00%2026-08-19: 17.77%2026-08-20: 21.11%2026-08-21: 12.03%2026-08-24: 12.37%2026-08-25: 11.22%2026-08-26: 12.41%2026-08-27: 12.01%2026-08-28: 12.44%2026-08-31: 12.98%2026-09-01: 13.14%2026-09-02: 13.03%2026-09-03: 12.83%2026-09-04: 12.96%2026-09-08: 13.83%2026-09-09: 14.34%2026-09-10: 14.74%2026-09-11: 14.68%2026-09-14: 16.40%2026-09-15: 17.76%2026-09-16: 18.52%2026-09-17: 22.78%2026-09-18: 12.14%2026-09-21: 12.18%2026-09-22: 11.94%2026-09-23: 12.07%2026-09-24: 12.15%2026-09-25: 12.45%2026-09-28: 12.42%2026-09-29: 12.77%2026-09-30: 12.78%2026-10-01: 13.04%2026-10-02: 12.86%2026-10-05: 13.25%2026-10-06: 13.42%2026-10-07: 13.48%2026-10-08: 13.51%2026-10-09: 13.95%2026-10-12: 15.42%2026-10-13: 16.01%2026-10-14: 18.31%2026-10-15: 21.73%2026-10-16: 11.97%2026-10-19: 12.05%2026-10-20: 11.80%2026-10-21: 11.95%2026-10-22: 12.39%2026-10-23: 12.64%2026-10-26: 12.58%2026-10-27: 12.54%2026-10-28: 12.61%2026-10-29: 12.41%2026-10-30: 13.30%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
13.85%
15.80%
17.00%
17.77%
21.11%
12.03%
12.37%
11.22%
12.41%
12.01%
12.44%
12.98%
13.14%
13.03%
12.83%
12.96%
13.83%
14.34%
14.74%
14.68%
16.40%
17.76%
18.52%
22.78%
12.14%
12.18%
11.94%
12.07%
12.15%
12.45%
12.42%
12.77%
12.78%
13.04%
12.86%
13.25%
13.42%
13.48%
13.51%
13.95%
15.42%
16.01%
18.31%
21.73%
11.97%
12.05%
11.80%
11.95%
12.39%
12.64%
12.58%
12.54%
12.61%
12.41%
13.30%