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iShares ESG Aware MSCI USA Small-Cap ETF ESML

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Market dataready · fetched 2026-10-22T12:26:11.043Z

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 · 2026-10-22T00:00:02.475464609Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:26:09.529170+00:00

Share price$52.94
1D-0.1%
AH$52.76$52.86$52.96$53.05$53.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESML
Sold putSold callAH

iShares ESG Aware MSCI USA Small-Cap ETF options

Live interpolated ESML call and put midpoint premiums by absolute delta.iShares ESG Aware MSCI USA Small-Cap ETF$0.38$1.18$1.97$2.77$3.56$48.73$50.82$52.91$55.00$57.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESML spot · $52.94ESML PRICE$0.47$0.55$0.64$0.73$0.83$1.00$1.17$1.37$1.61$1.84$2.21$2.58$3.33$0.58$0.64$0.72$0.82$0.96$1.10$1.28$1.48$1.68$2.02$2.38$2.75$3.12
PutsExpensive1.68×
CallsExpensive1.54×
SkewBearish+0.43 pp
Implied moveBearish±$2.44
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.1829.2%8.9%49.2733.3%8.0%
25Δ55.9625.7%6.7%50.5227.6%5.8%
30Δ55.1223.1%5.3%51.3224.5%4.4%
35Δ54.5321.5%4.4%51.9522.3%3.4%
40Δ53.9920.0%3.5%52.3821.6%2.9%
45Δ53.5920.1%3.1%52.7920.9%2.4%
50Δ53.2020.1%2.7%53.1920.5%1.9%
55Δ52.8020.2%2.3%53.5720.3%1.6%
60Δ52.4120.5%2.0%53.9620.0%1.2%
65Δ52.0120.7%1.7%54.4320.6%1.0%
70Δ51.5221.4%1.5%54.9121.2%0.8%
75Δ51.0222.0%1.3%55.4021.1%0.5%
80Δ50.1924.7%1.1%55.9020.8%0.3%

20Δ

Calls
Pseudo strike
57.18
IV
29.2%
B/E move
8.9%
Puts
Pseudo strike
49.27
IV
33.3%
B/E move
8.0%

25Δ

Calls
Pseudo strike
55.96
IV
25.7%
B/E move
6.7%
Puts
Pseudo strike
50.52
IV
27.6%
B/E move
5.8%

30Δ

Calls
Pseudo strike
55.12
IV
23.1%
B/E move
5.3%
Puts
Pseudo strike
51.32
IV
24.5%
B/E move
4.4%

35Δ

Calls
Pseudo strike
54.53
IV
21.5%
B/E move
4.4%
Puts
Pseudo strike
51.95
IV
22.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
53.99
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
52.38
IV
21.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
53.59
IV
20.1%
B/E move
3.1%
Puts
Pseudo strike
52.79
IV
20.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
53.20
IV
20.1%
B/E move
2.7%
Puts
Pseudo strike
53.19
IV
20.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
52.80
IV
20.2%
B/E move
2.3%
Puts
Pseudo strike
53.57
IV
20.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
52.41
IV
20.5%
B/E move
2.0%
Puts
Pseudo strike
53.96
IV
20.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
52.01
IV
20.7%
B/E move
1.7%
Puts
Pseudo strike
54.43
IV
20.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
51.52
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
54.91
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
51.02
IV
22.0%
B/E move
1.3%
Puts
Pseudo strike
55.40
IV
21.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
50.19
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
55.90
IV
20.8%
B/E move
0.3%

Options history

No recorded observations