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iShares MSCI Global Min Vol Factor ETF ACWV

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Market dataready · fetched 2026-10-22T23:02:25.963Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.251759214Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:02:24.541206+00:00

Share price$129.91
1D+0.9%
AH$128.67$129.03$129.40$129.76$130.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACWV
Sold putSold callAH

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$1.12$2.23$3.34$4.45$5.55$120.36$124.60$128.83$133.07$137.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACWV spot · $129.91ACWV PRICE$1.24$1.32$1.40$1.50$1.63$1.77$1.91$2.05$2.31$2.63$3.09$1.29$1.38$1.50$1.60$1.75$1.91$2.06$2.23$2.61$2.96$3.26$3.91$5.23
PutsExpensive1.19×
CallsCheap0.74×
SkewBearish+5.00 pp
Implied moveBearish±$3.69
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.7530.4%7.3%
25Δ124.7624.4%5.0%
30Δ134.1418.4%4.2%126.6120.9%3.7%
35Δ132.7715.7%3.2%128.0118.1%2.7%
40Δ131.7913.8%2.5%129.0016.3%2.0%
45Δ131.0312.3%2.0%129.7815.0%1.6%
50Δ130.4811.4%1.7%130.4413.8%1.2%
55Δ129.9510.6%1.4%131.0512.8%0.8%
60Δ129.559.9%1.2%131.6312.9%0.7%
65Δ129.149.2%1.0%132.2012.7%0.5%
70Δ128.678.9%0.8%132.7412.1%0.3%
75Δ128.188.9%0.7%133.5612.5%0.2%
80Δ127.329.0%0.4%134.9814.5%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.75
IV
30.4%
B/E move
7.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
124.76
IV
24.4%
B/E move
5.0%

30Δ

Calls
Pseudo strike
134.14
IV
18.4%
B/E move
4.2%
Puts
Pseudo strike
126.61
IV
20.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
132.77
IV
15.7%
B/E move
3.2%
Puts
Pseudo strike
128.01
IV
18.1%
B/E move
2.7%

40Δ

Calls
Pseudo strike
131.79
IV
13.8%
B/E move
2.5%
Puts
Pseudo strike
129.00
IV
16.3%
B/E move
2.0%

45Δ

Calls
Pseudo strike
131.03
IV
12.3%
B/E move
2.0%
Puts
Pseudo strike
129.78
IV
15.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
130.48
IV
11.4%
B/E move
1.7%
Puts
Pseudo strike
130.44
IV
13.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
129.95
IV
10.6%
B/E move
1.4%
Puts
Pseudo strike
131.05
IV
12.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
129.55
IV
9.9%
B/E move
1.2%
Puts
Pseudo strike
131.63
IV
12.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
129.14
IV
9.2%
B/E move
1.0%
Puts
Pseudo strike
132.20
IV
12.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
128.67
IV
8.9%
B/E move
0.8%
Puts
Pseudo strike
132.74
IV
12.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
128.18
IV
8.9%
B/E move
0.7%
Puts
Pseudo strike
133.56
IV
12.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
127.32
IV
9.0%
B/E move
0.4%
Puts
Pseudo strike
134.98
IV
14.5%
B/E move
0.1%

Options history

ACWV11.8411.9812.122026-10-20: 11.86%2026-10-21: 12.10%Oct 20Oct 21
Table
DateIV
11.86%
12.10%