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iShares ESG MSCI KLD 400 ETF DSI

i

Market dataready · fetched 2026-11-11T14:51:53.274Z

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 · 2026-11-11T14:48:29.634792264Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:52.644195+00:00

Share price$140.72
1D-0.2%
$140.65$140.75$140.85$140.95$141.055:30 AM6:30 AM9:00 AM1:00 PMDSI
Sold putSold call

iShares ESG MSCI KLD 400 ETF options

Live interpolated DSI call and put midpoint premiums by absolute delta.iShares ESG MSCI KLD 400 ETF$0.47$1.67$2.87$4.07$5.26$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 PRICEDSI PRICE$0.60$0.76$0.93$1.09$1.25$1.42$1.58$1.74$1.92$2.67$3.42$4.17$4.92$0.67$0.74$0.80$0.87
Puts——
CallsCheap0.92×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.5323.7%5.3%123.1961.7%12.9%
25Δ146.5822.8%4.7%127.5549.6%9.9%
30Δ145.6421.9%4.2%131.9137.4%6.8%
35Δ144.7020.9%3.6%136.2725.3%3.8%
40Δ143.7520.0%3.0%
45Δ142.8119.1%2.5%
50Δ141.8718.1%1.9%
55Δ140.9217.2%1.4%
60Δ139.9816.3%0.8%
65Δ139.1017.5%0.7%
70Δ138.2118.8%0.6%
75Δ137.3320.0%0.6%
80Δ136.4521.2%0.5%

20Δ

Calls
Pseudo strike
147.53
IV
23.7%
B/E move
5.3%
Puts
Pseudo strike
123.19
IV
61.7%
B/E move
12.9%

25Δ

Calls
Pseudo strike
146.58
IV
22.8%
B/E move
4.7%
Puts
Pseudo strike
127.55
IV
49.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
145.64
IV
21.9%
B/E move
4.2%
Puts
Pseudo strike
131.91
IV
37.4%
B/E move
6.8%

35Δ

Calls
Pseudo strike
144.70
IV
20.9%
B/E move
3.6%
Puts
Pseudo strike
136.27
IV
25.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
143.75
IV
20.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
142.81
IV
19.1%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
141.87
IV
18.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
140.92
IV
17.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
139.98
IV
16.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
139.10
IV
17.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
138.21
IV
18.8%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
137.33
IV
20.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
136.45
IV
21.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.10%
Daily EOD
DSI13.0%14.1%15.3%2026-10-19: 13.69%2026-10-20: 13.51%2026-10-21: 13.18%2026-10-22: 14.33%2026-10-23: 14.72%2026-10-26: 14.19%2026-10-27: 13.74%2026-10-28: 13.63%2026-10-29: 13.30%2026-10-30: 15.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.69%
13.51%
13.18%
14.33%
14.72%
14.19%
13.74%
13.63%
13.30%
15.10%