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iShares ESG MSCI KLD 400 ETF DSI

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Market dataready · fetched 2026-10-24T04:28:59.897Z

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 · 2026-10-24T00:00:00.141011497Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:28:36.611629+00:00

Share price$145.03
1D+0.0%
AH$144.71$144.97$145.24$145.50$145.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDSI
Sold putSold callAH

iShares ESG MSCI KLD 400 ETF options

Live interpolated DSI call and put midpoint premiums by absolute delta.iShares ESG MSCI KLD 400 ETF$0.34$2.47$4.61$6.74$8.87$137.63$141.49$145.35$149.21$153.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DSI spot · $145.03DSI PRICE$0.57$0.91$1.24$1.58$1.91$2.25$2.58$3.04$3.85$4.67$5.48$6.29$8.26$0.87$1.08$1.31$1.54$1.77$2.00$2.36$2.75$3.15$3.54$3.93$4.33$4.72
PutsExpensive1.22×
CallsExpensive1.37×
SkewBullish-1.62 pp
Implied moveBullish±$4.94
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.8412.4%3.7%139.0719.7%4.7%
25Δ149.1213.0%3.4%140.6918.0%3.7%
30Δ148.4013.6%3.2%141.7117.1%3.2%
35Δ147.6814.2%2.9%142.7316.3%2.6%
40Δ146.9714.8%2.7%143.7615.5%2.1%
45Δ146.2515.4%2.4%144.7814.6%1.6%
50Δ145.5316.1%2.1%145.5314.1%1.3%
55Δ144.7116.7%1.9%146.2113.8%1.1%
60Δ143.6217.5%1.7%146.8913.4%0.9%
65Δ142.5318.3%1.5%147.5713.0%0.7%
70Δ141.4419.1%1.3%148.2512.7%0.5%
75Δ140.3519.8%1.1%148.9212.3%0.3%
80Δ138.1722.4%1.0%149.6011.9%0.1%

20Δ

Calls
Pseudo strike
149.84
IV
12.4%
B/E move
3.7%
Puts
Pseudo strike
139.07
IV
19.7%
B/E move
4.7%

25Δ

Calls
Pseudo strike
149.12
IV
13.0%
B/E move
3.4%
Puts
Pseudo strike
140.69
IV
18.0%
B/E move
3.7%

30Δ

Calls
Pseudo strike
148.40
IV
13.6%
B/E move
3.2%
Puts
Pseudo strike
141.71
IV
17.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
147.68
IV
14.2%
B/E move
2.9%
Puts
Pseudo strike
142.73
IV
16.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
146.97
IV
14.8%
B/E move
2.7%
Puts
Pseudo strike
143.76
IV
15.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
146.25
IV
15.4%
B/E move
2.4%
Puts
Pseudo strike
144.78
IV
14.6%
B/E move
1.6%

50Δ

Calls
Pseudo strike
145.53
IV
16.1%
B/E move
2.1%
Puts
Pseudo strike
145.53
IV
14.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
144.71
IV
16.7%
B/E move
1.9%
Puts
Pseudo strike
146.21
IV
13.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
143.62
IV
17.5%
B/E move
1.7%
Puts
Pseudo strike
146.89
IV
13.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
142.53
IV
18.3%
B/E move
1.5%
Puts
Pseudo strike
147.57
IV
13.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
141.44
IV
19.1%
B/E move
1.3%
Puts
Pseudo strike
148.25
IV
12.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
140.35
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
148.92
IV
12.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
138.17
IV
22.4%
B/E move
1.0%
Puts
Pseudo strike
149.60
IV
11.9%
B/E move
0.1%

Options history

DSI13.0813.7614.432026-10-20: 13.51%2026-10-21: 13.18%2026-10-22: 14.33%Oct 20Oct 22
Table
DateIV
13.51%
13.18%
14.33%