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iShares Low Carbon Optimized MSCI ACWI ETF CRBN

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Market datapartial · fetched 2026-11-13T02:54:12.394Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-13T01:00:00.11214857Z

FundamentalsAlpha Vantage · unavailable

Share price$252.07
1D-0.2%
AH$251.40$251.91$252.42$252.92$253.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRBN
Sold putSold callAH

iShares Low Carbon Optimized MSCI ACWI ETF options

Live interpolated CRBN call and put midpoint premiums by absolute delta.iShares Low Carbon Optimized MSCI ACWI ETF$2.06$8.13$14.20$20.27$26.34$226.52$239.40$252.28$265.17$278.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRBN spot · $252.07CRBN PRICE$2.71$3.68$4.65$5.62$6.59$7.56$8.85$10.63$13.07$16.20$20.12$24.59$7.46$8.28$9.25$10.31$11.85$13.58
Puts——
Calls——
Skew——
Implied moveBearish±$16.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ269.5612.5%8.0%
30Δ266.9712.6%7.4%
35Δ264.3712.7%6.7%
40Δ261.7712.8%6.1%250.6016.6%3.5%
45Δ259.1713.0%5.4%253.7815.5%2.6%
50Δ256.5713.1%4.8%256.6314.7%1.9%
55Δ253.9413.4%4.3%259.2814.1%1.2%
60Δ251.2413.9%3.9%262.0213.9%0.8%
65Δ248.0314.9%3.6%264.8013.8%0.3%
70Δ244.2216.3%3.3%
75Δ239.5517.8%3.0%
80Δ234.1619.0%2.7%

20Δ

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

25Δ

Calls
Pseudo strike
269.56
IV
12.5%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
266.97
IV
12.6%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
264.37
IV
12.7%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
261.77
IV
12.8%
B/E move
6.1%
Puts
Pseudo strike
250.60
IV
16.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
259.17
IV
13.0%
B/E move
5.4%
Puts
Pseudo strike
253.78
IV
15.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
256.57
IV
13.1%
B/E move
4.8%
Puts
Pseudo strike
256.63
IV
14.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
253.94
IV
13.4%
B/E move
4.3%
Puts
Pseudo strike
259.28
IV
14.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
251.24
IV
13.9%
B/E move
3.9%
Puts
Pseudo strike
262.02
IV
13.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
248.03
IV
14.9%
B/E move
3.6%
Puts
Pseudo strike
264.80
IV
13.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
244.22
IV
16.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
239.55
IV
17.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
234.16
IV
19.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.57%
Daily EOD
CRBN12.7%13.7%14.7%2026-10-19: 13.61%2026-10-20: 13.14%2026-10-21: 12.88%2026-10-22: 13.87%2026-10-23: 14.20%2026-10-26: 13.85%2026-10-27: 13.54%2026-10-28: 13.10%2026-10-29: 12.96%2026-10-30: 14.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.61%
13.14%
12.88%
13.87%
14.20%
13.85%
13.54%
13.10%
12.96%
14.57%