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iShares MSCI ACWI ex US ETF ACWX

i

Market dataready · fetched 2026-11-11T15:57:20.485Z

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 · 2026-11-11T15:57:08.633289534Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:57:19.872813+00:00

Share price$74.23
1D+0.2%
$73.81$73.92$74.03$74.14$74.265:30 AM6:30 AM9:00 AM1:00 PMACWX
Sold putSold call

iShares MSCI ACWI ex US ETF options

Live interpolated ACWX call and put midpoint premiums by absolute delta.iShares MSCI ACWI ex US ETF$0.72$1.48$2.25$3.02$3.78$70.26$72.49$74.71$76.93$79.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ACWX spot · $74.23ACWX PRICE$0.80$0.87$0.96$1.07$1.17$1.30$1.43$1.56$1.76$2.11$0.84$0.90$0.99$1.07$1.16$1.25$1.34$1.69$2.09$2.77$3.56
Puts——
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ72.1936.4%3.9%
35Δ75.7929.7%3.2%72.9831.5%2.9%
40Δ75.2226.8%2.5%73.4928.8%2.3%
45Δ74.7724.8%2.0%73.9926.2%1.8%
50Δ74.4023.4%1.7%74.3124.4%1.5%
55Δ74.0322.0%1.3%74.6322.6%1.1%
60Δ73.7421.0%1.1%74.9520.8%0.8%
65Δ73.4720.0%0.9%75.4022.2%0.7%
70Δ73.1919.0%0.7%75.8724.1%0.6%
75Δ72.8718.5%0.5%76.6226.8%0.5%
80Δ72.4419.0%0.4%77.4929.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.19
IV
36.4%
B/E move
3.9%

35Δ

Calls
Pseudo strike
75.79
IV
29.7%
B/E move
3.2%
Puts
Pseudo strike
72.98
IV
31.5%
B/E move
2.9%

40Δ

Calls
Pseudo strike
75.22
IV
26.8%
B/E move
2.5%
Puts
Pseudo strike
73.49
IV
28.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
74.77
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
73.99
IV
26.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
74.40
IV
23.4%
B/E move
1.7%
Puts
Pseudo strike
74.31
IV
24.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
74.03
IV
22.0%
B/E move
1.3%
Puts
Pseudo strike
74.63
IV
22.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
73.74
IV
21.0%
B/E move
1.1%
Puts
Pseudo strike
74.95
IV
20.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
73.47
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
75.40
IV
22.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
73.19
IV
19.0%
B/E move
0.7%
Puts
Pseudo strike
75.87
IV
24.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
72.87
IV
18.5%
B/E move
0.5%
Puts
Pseudo strike
76.62
IV
26.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
72.44
IV
19.0%
B/E move
0.4%
Puts
Pseudo strike
77.49
IV
29.9%
B/E move
0.4%

Options history

IV · four-Friday blend18.57%
Daily close
ACWX14.7%21.1%27.5%2026-08-13: 17.65%2026-08-14: 16.17%2026-08-17: 19.06%2026-08-18: 20.64%2026-08-19: 22.93%2026-08-20: 26.65%2026-08-21: 16.25%2026-08-24: 16.22%2026-08-25: 16.59%2026-08-26: 16.42%2026-08-27: 16.91%2026-08-28: 16.93%2026-08-31: 16.52%2026-09-01: 16.25%2026-09-02: 17.01%2026-09-03: 16.19%2026-09-04: 15.57%2026-09-08: 16.46%2026-09-09: 17.93%2026-09-10: 19.17%2026-09-11: 17.78%2026-09-14: 20.68%2026-09-15: 22.06%2026-09-16: 23.26%2026-09-17: 23.80%2026-09-18: 17.09%2026-09-21: 16.49%2026-09-22: 15.90%2026-09-23: 16.97%2026-09-24: 17.05%2026-09-25: 16.65%2026-09-28: 16.87%2026-09-29: 17.41%2026-09-30: 17.50%2026-10-01: 18.34%2026-10-02: 18.49%2026-10-05: 18.68%2026-10-06: 17.48%2026-10-07: 18.60%2026-10-08: 18.90%2026-10-09: 18.60%2026-10-12: 20.75%2026-10-13: 21.22%2026-10-14: 23.10%2026-10-15: 26.28%2026-10-16: 16.90%2026-10-19: 17.51%2026-10-20: 17.26%2026-10-21: 17.22%2026-10-22: 17.76%2026-10-23: 18.14%2026-10-26: 18.36%2026-10-27: 18.08%2026-10-28: 17.53%2026-10-29: 17.49%2026-10-30: 18.57%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.65%
16.17%
19.06%
20.64%
22.93%
26.65%
16.25%
16.22%
16.59%
16.42%
16.91%
16.93%
16.52%
16.25%
17.01%
16.19%
15.57%
16.46%
17.93%
19.17%
17.78%
20.68%
22.06%
23.26%
23.80%
17.09%
16.49%
15.90%
16.97%
17.05%
16.65%
16.87%
17.41%
17.50%
18.34%
18.49%
18.68%
17.48%
18.60%
18.90%
18.60%
20.75%
21.22%
23.10%
26.28%
16.90%
17.51%
17.26%
17.22%
17.76%
18.14%
18.36%
18.08%
17.53%
17.49%
18.57%