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iShares Trust iShares ESG Aware MSCI USA ETF ESGU

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Market datapartial · fetched 2026-10-22T16:35:56.947Z

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 · 2026-10-22T16:29:43.72498979Z

FundamentalsAlpha Vantage · unavailable

Share price$167.46
1D-0.2%
$166.64$166.97$167.30$167.62$167.955:30 AM6:30 AM9:00 AM1:00 PMESGU
Sold putSold call

iShares Trust iShares ESG Aware MSCI USA ETF options

Live interpolated ESGU call and put midpoint premiums by absolute delta.iShares Trust iShares ESG Aware MSCI USA ETF$0.96$2.14$3.32$4.49$5.67$159.01$163.11$167.21$171.31$175.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESGU spot · $167.46ESGU PRICE$1.09$1.41$1.73$2.01$2.47$2.98$3.54$4.13$4.83$5.25$5.33$1.39$1.72$2.13$2.46$2.83$3.35$3.47$4.10$4.85
PutsExpensive1.09×
CallsExpensive1.16×
SkewBearish+1.07 pp
Implied moveBearish±$5.29
TiltBullish13.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ171.2812.3%2.9%164.4815.1%2.6%
35Δ170.4612.8%2.6%165.4814.9%2.2%
40Δ169.7013.2%2.4%166.2915.4%2.0%
45Δ168.8512.8%2.0%167.2415.0%1.6%
50Δ168.1013.4%1.9%168.1314.6%1.3%
55Δ167.2813.9%1.7%169.0114.9%1.1%
60Δ166.4114.2%1.5%169.6713.3%0.8%
65Δ165.4914.5%1.3%170.6213.5%0.6%
70Δ164.5014.7%1.1%171.6113.9%0.4%
75Δ163.7714.0%0.9%
80Δ163.3512.3%0.7%

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
171.28
IV
12.3%
B/E move
2.9%
Puts
Pseudo strike
164.48
IV
15.1%
B/E move
2.6%

35Δ

Calls
Pseudo strike
170.46
IV
12.8%
B/E move
2.6%
Puts
Pseudo strike
165.48
IV
14.9%
B/E move
2.2%

40Δ

Calls
Pseudo strike
169.70
IV
13.2%
B/E move
2.4%
Puts
Pseudo strike
166.29
IV
15.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
168.85
IV
12.8%
B/E move
2.0%
Puts
Pseudo strike
167.24
IV
15.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
168.10
IV
13.4%
B/E move
1.9%
Puts
Pseudo strike
168.13
IV
14.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
167.28
IV
13.9%
B/E move
1.7%
Puts
Pseudo strike
169.01
IV
14.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
166.41
IV
14.2%
B/E move
1.5%
Puts
Pseudo strike
169.67
IV
13.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
165.49
IV
14.5%
B/E move
1.3%
Puts
Pseudo strike
170.62
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
164.50
IV
14.7%
B/E move
1.1%
Puts
Pseudo strike
171.61
IV
13.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
163.77
IV
14.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
163.35
IV
12.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

ESGU13.3113.3613.422026-10-20: 13.41%2026-10-21: 13.32%Oct 20Oct 21
Table
DateIV
13.41%
13.32%