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iShares MSCI ACWI ex US ETF ACWX

i

Market dataready · fetched 2026-10-22T14:07:54.249Z

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 · 2026-10-22T14:07:51.404748726Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:07:51.983176+00:00

Share price$73.90
1D-0.1%
$73.87$73.92$73.96$74.00$74.045:30 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$0.61$1.56$2.50$3.45$4.40$68.24$71.03$73.82$76.61$79.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACWX spot · $73.90ACWX PRICE$0.72$0.73$0.87$0.98$1.13$1.29$1.47$1.70$2.00$2.40$2.92$3.47$4.12$0.82$0.91$1.02$1.11$1.14$1.06$1.22$1.59$1.94$2.23$2.52$2.96$3.47
PutsCheap0.89×
CallsExpensive1.08×
SkewBullish-1.57 pp
Implied moveBullish±$2.69
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.3932.0%9.7%68.7733.5%8.1%
25Δ77.8424.1%6.3%70.4928.1%5.9%
30Δ77.0123.0%5.4%71.6524.6%4.4%
35Δ75.9820.5%4.1%72.5222.0%3.4%
40Δ75.3219.6%3.5%73.2118.9%2.5%
45Δ74.7518.8%2.9%73.7515.0%1.6%
50Δ74.2418.2%2.4%74.2314.0%1.2%
55Δ73.7518.0%2.1%74.6715.5%1.1%
60Δ73.2618.3%1.8%75.1116.7%1.0%
65Δ72.6919.1%1.6%75.5616.5%0.8%
70Δ72.0420.4%1.4%76.0216.3%0.5%
75Δ71.3221.1%1.2%76.6016.5%0.4%
80Δ70.5221.7%1.0%77.2316.7%0.2%

20Δ

Calls
Pseudo strike
80.39
IV
32.0%
B/E move
9.7%
Puts
Pseudo strike
68.77
IV
33.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
77.84
IV
24.1%
B/E move
6.3%
Puts
Pseudo strike
70.49
IV
28.1%
B/E move
5.9%

30Δ

Calls
Pseudo strike
77.01
IV
23.0%
B/E move
5.4%
Puts
Pseudo strike
71.65
IV
24.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
75.98
IV
20.5%
B/E move
4.1%
Puts
Pseudo strike
72.52
IV
22.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
75.32
IV
19.6%
B/E move
3.5%
Puts
Pseudo strike
73.21
IV
18.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
74.75
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
73.75
IV
15.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
74.24
IV
18.2%
B/E move
2.4%
Puts
Pseudo strike
74.23
IV
14.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
73.75
IV
18.0%
B/E move
2.1%
Puts
Pseudo strike
74.67
IV
15.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
73.26
IV
18.3%
B/E move
1.8%
Puts
Pseudo strike
75.11
IV
16.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
72.69
IV
19.1%
B/E move
1.6%
Puts
Pseudo strike
75.56
IV
16.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
72.04
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
76.02
IV
16.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
71.32
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
76.60
IV
16.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
70.52
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
77.23
IV
16.7%
B/E move
0.2%

Options history

ACWX23.5327.7631.992026-10-20: 31.40%2026-10-21: 24.11%Oct 20Oct 21
Table
DateIV
31.40%
24.11%